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Trade: SUI/USDT/60/VWMA/KCU/2623

Strategy
SUI/USDT/60/VWMA/KCU/2623
Pair
SUI_USDT
Interval
1h
Score
474828
Daily Profit
0.361311
Profit Factor
1.707451
Profitability
55.263158
Streak
9.999886
Best Strategy
Training Data Length
883.250000
Evaluation Time
2025-10-02 20:59
Expiration Time
2025-12-05 09:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 477001.8276 372250.5501 104751.2775 2318010.7823 1795215.1088 522795.6735
Total P&L (%) 477.0018 372.2506 104.7513 2318.0108 1795.2151 522.7957
Avg Daily Profit (%) 0.5401 0.4215 0.1186 0.3613 0.3336 0.2073
Buy And Hold Return (%) 233.6542 233.6542 233.6542 233.6542 233.6542 233.6542
Max Trade Drawdown -49301 -47117 -52918 -1038153 -982080 -491962
Profit Factor 2.4428 2.7443 1.8938 1.7075 1.8133 1.4889
Total Trades 114 57 57 114 57 57
Winning Trades 63 30 33 63 30 33
Losing Trades 51 27 24 51 27 24
Profitability (%) 55.2632 52.6316 57.8947 55.2632 52.6316 57.8947
Ratio Avg Win / Avg Loss 1.9775 2.4698 1.3773 1.3822 1.632 1.0829
Largest Winning Trade 158767 158767 22089 769672 769672 335661
Largest Losing Trade -30718 -30718 -22093 -599298 -599298 -246841
Avg Bars in Trades 183 275 90 183 275 90
Avg Bars in Winners 215 334 107 215 334 107
Avg Bars in Losers 143 210 67 143 210 67
Bars Traded 20870 15709 5161 20870 15709 5161
Profit Streak 9.9999 0 10.2082 9.9999 0 10.2082
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 367870 -174564 -376342 474828 -167094 -174340
Evaluation Data
{
    "trading_pair": "SUI_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 21198,
    "evaluation_days": 883.25,
    "actual_first_datapoint_time": 1683115200000,
    "first_datapoint_time": 1683892800000,
    "last_datapoint_time": 1759424400000,
    "evaluation_time": 1759427990147,
    "expiration_time": 1764918921600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 187,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            477001.827595842,
            372250.5501127816,
            104751.2774830603,
            2318010.78233696,
            1795215.1088384092,
            522795.6734985507
        ],
        [
            477.001828,
            372.25055,
            104.751277,
            2318.010782,
            1795.215109,
            522.795673
        ],
        [
            0.540053,
            0.421455,
            0.118598,
            0.361311,
            0.333634,
            0.207296
        ],
        [
            233.654206,
            233.654206,
            233.654206,
            233.654206,
            233.654206,
            233.654206
        ],
        [
            -49301,
            -47117,
            -52918,
            -1038153,
            -982080,
            -491962
        ],
        [
            2.442813,
            2.744271,
            1.893842,
            1.707451,
            1.813293,
            1.488948
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            63,
            30,
            33,
            63,
            30,
            33
        ],
        [
            51,
            27,
            24,
            51,
            27,
            24
        ],
        [
            55.263158,
            52.631579,
            57.894737,
            55.263158,
            52.631579,
            57.894737
        ],
        [
            1.977515,
            2.469844,
            1.37734,
            1.382223,
            1.631964,
            1.082871
        ],
        [
            158767,
            158767,
            22089,
            769672,
            769672,
            335661
        ],
        [
            -30718,
            -30718,
            -22093,
            -599298,
            -599298,
            -246841
        ],
        [
            183,
            275,
            90,
            183,
            275,
            90
        ],
        [
            215,
            334,
            107,
            215,
            334,
            107
        ],
        [
            143,
            210,
            67,
            143,
            210,
            67
        ],
        [
            20870,
            15709,
            5161,
            20870,
            15709,
            5161
        ],
        [
            9.999886,
            0,
            10.208219,
            9.999886,
            0,
            10.208219
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            367870,
            -174564,
            -376342,
            474828,
            -167094,
            -174340
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SUI_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 21198,
    "evaluation_days": 883.25,
    "actual_first_datapoint_time": 1683115200000,
    "first_datapoint_time": 1683892800000,
    "last_datapoint_time": 1759424400000,
    "evaluation_time": 1759427990147,
    "expiration_time": 1764918921600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 187,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)