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Trade: SUI/USDT/240/VWAP/SMA/1271

Strategy
SUI/USDT/240/VWAP/SMA/1271
Pair
SUI_USDT
Interval
4h
Score
359892
Daily Profit
0.292041
Profit Factor
1.974465
Profitability
50.000000
Streak
18.638570
Best Strategy
Training Data Length
886.330000
Evaluation Time
2025-10-05 22:19
Expiration Time
2025-11-04 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 480697.6982 438169.8359 42527.8623 1000157.1557 1225892.6261 -225735.4705
Total P&L (%) 480.6977 438.1698 42.5279 1000.1572 1225.8926 -225.7355
Avg Daily Profit (%) 0.5423 0.4944 0.048 0.2709 0.292 0
Buy And Hold Return (%) 410.3982 410.3982 410.3982 410.3982 410.3982 410.3982
Max Trade Drawdown -76702 -28906 -56594 -1413929 -519433 -1006677
Profit Factor 2.8952 4.8872 1.3018 1.3886 1.9745 0.8284
Total Trades 67 34 33 67 34 33
Winning Trades 39 17 22 39 17 22
Losing Trades 28 17 11 28 17 11
Profitability (%) 58.209 50 66.6667 58.209 50 66.6667
Ratio Avg Win / Avg Loss 2.0786 4.8872 0.6509 0.997 1.9745 0.4142
Largest Winning Trade 204194 204194 30510 942076 942076 340324
Largest Losing Trade -50902 -19264 -50902 -625258 -341026 -625258
Avg Bars in Trades 72 74 69 72 74 69
Avg Bars in Winners 88 104 75 88 104 75
Avg Bars in Losers 49 44 58 49 44 58
Bars Traded 4827 2524 2303 4827 2524 2303
Profit Streak 18.6386 18.6386 80.9719 18.6386 18.6386 80.9719
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -215280 -126331 -292676 -115242 359892 -577275
Evaluation Data
{
    "trading_pair": "SUI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 5318,
    "evaluation_days": 886.33,
    "actual_first_datapoint_time": 1683115200000,
    "first_datapoint_time": 1686643200000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759691972447,
    "expiration_time": 1762272000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 245
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 225,
            "offset": 0
        }
    }
}
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": [
        [
            480697.6982253169,
            438169.8359456528,
            42527.8622796643,
            1000157.1556857519,
            1225892.6261447235,
            -225735.4704589703
        ],
        [
            480.697698,
            438.169836,
            42.527862,
            1000.157156,
            1225.892626,
            -225.73547
        ],
        [
            0.542346,
            0.494364,
            0.047982,
            0.270924,
            0.292041,
            0
        ],
        [
            410.398167,
            410.398167,
            410.398167,
            410.398167,
            410.398167,
            410.398167
        ],
        [
            -76702,
            -28906,
            -56594,
            -1413929,
            -519433,
            -1006677
        ],
        [
            2.895249,
            4.887192,
            1.301805,
            1.388643,
            1.974465,
            0.828396
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            39,
            17,
            22,
            39,
            17,
            22
        ],
        [
            28,
            17,
            11,
            28,
            17,
            11
        ],
        [
            58.208955,
            50,
            66.666667,
            58.208955,
            50,
            66.666667
        ],
        [
            2.07864,
            4.887192,
            0.650903,
            0.996974,
            1.974465,
            0.414198
        ],
        [
            204194,
            204194,
            30510,
            942076,
            942076,
            340324
        ],
        [
            -50902,
            -19264,
            -50902,
            -625258,
            -341026,
            -625258
        ],
        [
            72,
            74,
            69,
            72,
            74,
            69
        ],
        [
            88,
            104,
            75,
            88,
            104,
            75
        ],
        [
            49,
            44,
            58,
            49,
            44,
            58
        ],
        [
            4827,
            2524,
            2303,
            4827,
            2524,
            2303
        ],
        [
            18.63857,
            18.63857,
            80.971903,
            18.63857,
            18.63857,
            80.971903
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -215280,
            -126331,
            -292676,
            -115242,
            359892,
            -577275
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SUI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 5318,
    "evaluation_days": 886.33,
    "actual_first_datapoint_time": 1683115200000,
    "first_datapoint_time": 1686643200000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759691972447,
    "expiration_time": 1762272000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 245
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 225,
            "offset": 0
        }
    }
}

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)