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Trade: SUI/USDT/360/VWAP/DCM/7279

Strategy
SUI/USDT/360/VWAP/DCM/7279
Pair
SUI_USDT
Interval
6h
Score
307140
Daily Profit
0.228843
Profit Factor
1.823174
Profitability
50.505051
Streak
7.793182
Best Strategy
Training Data Length
889.000000
Evaluation Time
2025-10-08 10:02
Expiration Time
2025-11-07 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 212974.1838 245479.3375 -32505.1537 54692.1903 663004.3934 -608312.2031
Total P&L (%) 212.9742 245.4793 -32.5052 54.6922 663.0044 -608.3122
Avg Daily Profit (%) 0.2396 0.2761 -0.0366 0.0491 0.2288 0
Buy And Hold Return (%) 271.4808 271.4808 271.4808 271.4808 271.4808 271.4808
Max Trade Drawdown -169180 -50996 -163869 -929696 -194488 -1070744
Profit Factor 1.3007 1.8667 0.9235 1.0221 1.8232 0.6351
Total Trades 197 99 98 197 99 98
Winning Trades 103 50 53 103 50 53
Losing Trades 94 49 45 94 49 45
Profitability (%) 52.2843 50.5051 54.0816 52.2843 50.5051 54.0816
Ratio Avg Win / Avg Loss 1.1871 1.8294 0.7841 0.9328 1.7867 0.5393
Largest Winning Trade 78682 78682 25077 450603 450603 126014
Largest Losing Trade -62981 -27352 -62981 -611262 -76078 -611262
Avg Bars in Trades 17 17 16 17 17 16
Avg Bars in Winners 16 17 16 16 17 16
Avg Bars in Losers 18 18 17 18 18 17
Bars Traded 3421 1774 1648 3421 1774 1648
Profit Streak 2.7932 7.7932 0 2.7932 7.7932 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 -157467 -153233 -580263 -490735 307140 -580263
Evaluation Data
{
    "trading_pair": "SUI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3556,
    "evaluation_days": 889,
    "actual_first_datapoint_time": 1683115200000,
    "first_datapoint_time": 1685793600000,
    "last_datapoint_time": 1759903200000,
    "evaluation_time": 1759906930885,
    "expiration_time": 1762495200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 80
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 82,
            "offset": 43
        }
    }
}
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": [
        [
            212974.1838155341,
            245479.3374850545,
            -32505.1536695203,
            54692.1902921795,
            663004.3933993155,
            -608312.2031071364
        ],
        [
            212.974184,
            245.479337,
            -32.505154,
            54.69219,
            663.004393,
            -608.312203
        ],
        [
            0.239566,
            0.27613,
            -0.036564,
            0.049086,
            0.228843,
            0
        ],
        [
            271.480844,
            271.480844,
            271.480844,
            271.480844,
            271.480844,
            271.480844
        ],
        [
            -169180,
            -50996,
            -163869,
            -929696,
            -194488,
            -1070744
        ],
        [
            1.300721,
            1.866735,
            0.923515,
            1.02212,
            1.823174,
            0.635118
        ],
        [
            197,
            99,
            98,
            197,
            99,
            98
        ],
        [
            103,
            50,
            53,
            103,
            50,
            53
        ],
        [
            94,
            49,
            45,
            94,
            49,
            45
        ],
        [
            52.284264,
            50.505051,
            54.081633,
            52.284264,
            50.505051,
            54.081633
        ],
        [
            1.187066,
            1.8294,
            0.784117,
            0.932808,
            1.786711,
            0.539251
        ],
        [
            78682,
            78682,
            25077,
            450603,
            450603,
            126014
        ],
        [
            -62981,
            -27352,
            -62981,
            -611262,
            -76078,
            -611262
        ],
        [
            17,
            17,
            16,
            17,
            17,
            16
        ],
        [
            16,
            17,
            16,
            16,
            17,
            16
        ],
        [
            18,
            18,
            17,
            18,
            18,
            17
        ],
        [
            3421,
            1774,
            1648,
            3421,
            1774,
            1648
        ],
        [
            2.793181,
            7.793181,
            0,
            2.793181,
            7.793182,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -157467,
            -153233,
            -580263,
            -490735,
            307140,
            -580263
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SUI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3556,
    "evaluation_days": 889,
    "actual_first_datapoint_time": 1683115200000,
    "first_datapoint_time": 1685793600000,
    "last_datapoint_time": 1759903200000,
    "evaluation_time": 1759906930885,
    "expiration_time": 1762495200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 80
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 82,
            "offset": 43
        }
    }
}

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)