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Trade: SUI/USDT/360/ZLMA/VWAP/8631

Strategy
SUI/USDT/360/ZLMA/VWAP/8631
Pair
SUI_USDT
Interval
6h
Score
322310
Daily Profit
0.278227
Profit Factor
1.927790
Profitability
51.515152
Streak
17.990663
Best Strategy
Training Data Length
880.000000
Evaluation Time
2025-09-29 14:46
Expiration Time
2025-10-29 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 351440.8872 388455.6824 -37014.7952 265043.7816 1053051.8124 -788008.0308
Total P&L (%) 351.4409 388.4557 -37.0148 265.0438 1053.0518 -788.008
Avg Daily Profit (%) 0.3994 0.4414 -0.0421 0.1473 0.2782 0
Buy And Hold Return (%) 436.816 436.816 436.816 436.816 436.816 436.816
Max Trade Drawdown -144679 -61629 -115336 -1625093 -639379 -1224962
Profit Factor 2.3788 4.5558 0.7459 1.0985 1.9278 0.4937
Total Trades 66 33 33 66 33 33
Winning Trades 32 17 15 32 17 15
Losing Trades 34 16 18 34 16 18
Profitability (%) 48.4848 51.5152 45.4545 48.4848 51.5152 45.4545
Ratio Avg Win / Avg Loss 2.5275 4.2878 0.895 1.1671 1.8144 0.5925
Largest Winning Trade 256317 256317 24743 1423887 1423887 217781
Largest Losing Trade -38983 -26413 -38983 -379313 -265653 -379313
Avg Bars in Trades 44 51 36 44 51 36
Avg Bars in Winners 47 68 24 47 68 24
Avg Bars in Losers 40 34 46 40 34 46
Bars Traded 2917 1712 1205 2917 1712 1205
Profit Streak 17.2407 17.9907 0 17.2407 17.9907 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -280441 -147887 -582570 -402974 322310 -582570
Evaluation Data
{
    "trading_pair": "SUI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3520,
    "evaluation_days": 880,
    "actual_first_datapoint_time": 1683115200000,
    "first_datapoint_time": 1691776800000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759146393274,
    "expiration_time": 1761717600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 215,
            "offset": 187
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 122
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            351440.8871839262,
            388455.6824087745,
            -37014.7952248486,
            265043.7815814535,
            1053051.8123882439,
            -788008.0308067908
        ],
        [
            351.440887,
            388.455682,
            -37.014795,
            265.043782,
            1053.051812,
            -788.008031
        ],
        [
            0.399365,
            0.441427,
            -0.042062,
            0.14725,
            0.278227,
            0
        ],
        [
            436.816003,
            436.816003,
            436.816003,
            436.816003,
            436.816003,
            436.816003
        ],
        [
            -144679,
            -61629,
            -115336,
            -1625093,
            -639379,
            -1224962
        ],
        [
            2.378785,
            4.555798,
            0.745858,
            1.098476,
            1.92779,
            0.49371
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            48.484848,
            51.515152,
            45.454545,
            48.484848,
            51.515152,
            45.454545
        ],
        [
            2.527459,
            4.28781,
            0.895029,
            1.167131,
            1.81439,
            0.592452
        ],
        [
            256317,
            256317,
            24743,
            1423887,
            1423887,
            217781
        ],
        [
            -38983,
            -26413,
            -38983,
            -379313,
            -265653,
            -379313
        ],
        [
            44,
            51,
            36,
            44,
            51,
            36
        ],
        [
            47,
            68,
            24,
            47,
            68,
            24
        ],
        [
            40,
            34,
            46,
            40,
            34,
            46
        ],
        [
            2917,
            1712,
            1205,
            2917,
            1712,
            1205
        ],
        [
            17.240663,
            17.990663,
            0,
            17.240663,
            17.990663,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -280441,
            -147887,
            -582570,
            -402974,
            322310,
            -582570
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SUI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3520,
    "evaluation_days": 880,
    "actual_first_datapoint_time": 1683115200000,
    "first_datapoint_time": 1691776800000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759146393274,
    "expiration_time": 1761717600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 215,
            "offset": 187
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 122
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)