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Trade: SUI/USDT/360/VWAP/KCL/8854

Strategy
SUI/USDT/360/VWAP/KCL/8854
Pair
SUI_USDT
Interval
6h
Score
667627
Daily Profit
0.321759
Profit Factor
5.205405
Profitability
67.500000
Streak
207.700161
Best Strategy
Training Data Length
889.250000
Evaluation Time
2025-10-08 19:48
Expiration Time
2025-11-07 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -352160.4607 68951.3822 -421111.8428 3979850.6152 1640308.7616 2339541.8536
Total P&L (%) -352.1605 68.9514 -421.1118 3979.8506 1640.3088 2339.5419
Avg Daily Profit (%) -0.396 0.0775 -0.4736 0.4179 0.3218 0.3599
Buy And Hold Return (%) 446.7288 446.7288 446.7288 446.7288 446.7288 446.7288
Max Trade Drawdown -541739 -13775 -548595 -1091097 -258960 -1091097
Profit Factor 0.4865 2.4949 0.3417 2.8256 5.2054 2.307
Total Trades 80 40 40 80 40 40
Winning Trades 69 32 37 55 27 28
Losing Trades 11 8 3 25 13 12
Profitability (%) 86.25 80 92.5 68.75 67.5 70
Ratio Avg Win / Avg Loss 0.0776 0.6237 0.0277 1.2843 2.5063 0.9887
Largest Winning Trade 15528 14238 15528 2003698 620371 2003698
Largest Losing Trade -406154 -10551 -406154 -1091097 -258960 -1091097
Avg Bars in Trades 36 13 60 36 13 60
Avg Bars in Winners 13 7 19 25 10 40
Avg Bars in Losers 182 38 566 61 19 106
Bars Traded 2940 536 2404 2940 536 2404
Profit Streak 109.7002 207.7002 0 109.7002 207.7002 0
Trades During Streak 1 7 0 1 7 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -599219 -247565 -575645 -6324 667627 448720
Evaluation Data
{
    "trading_pair": "SUI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3557,
    "evaluation_days": 889.25,
    "actual_first_datapoint_time": 1683115200000,
    "first_datapoint_time": 1686895200000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759942093870,
    "expiration_time": 1762516800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 176,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            -352160.4606806802,
            68951.3821633122,
            -421111.8428439923,
            3979850.6151549066,
            1640308.7615842444,
            2339541.8535706624
        ],
        [
            -352.160461,
            68.951382,
            -421.111843,
            3979.850615,
            1640.308762,
            2339.541854
        ],
        [
            -0.39602,
            0.077539,
            -0.473558,
            0.417924,
            0.321759,
            0.35987
        ],
        [
            446.728824,
            446.728824,
            446.728824,
            446.728824,
            446.728824,
            446.728824
        ],
        [
            -541739,
            -13775,
            -548595,
            -1091097,
            -258960,
            -1091097
        ],
        [
            0.486503,
            2.494899,
            0.341688,
            2.825559,
            5.205405,
            2.306989
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            69,
            32,
            37,
            55,
            27,
            28
        ],
        [
            11,
            8,
            3,
            25,
            13,
            12
        ],
        [
            86.25,
            80,
            92.5,
            68.75,
            67.5,
            70
        ],
        [
            0.077558,
            0.623725,
            0.027704,
            1.284345,
            2.506306,
            0.98871
        ],
        [
            15528,
            14238,
            15528,
            2003698,
            620371,
            2003698
        ],
        [
            -406154,
            -10551,
            -406154,
            -1091097,
            -258960,
            -1091097
        ],
        [
            36,
            13,
            60,
            36,
            13,
            60
        ],
        [
            13,
            7,
            19,
            25,
            10,
            40
        ],
        [
            182,
            38,
            566,
            61,
            19,
            106
        ],
        [
            2940,
            536,
            2404,
            2940,
            536,
            2404
        ],
        [
            109.70016,
            207.70016,
            0,
            109.70016,
            207.700161,
            0
        ],
        [
            1,
            7,
            0,
            1,
            7,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -599219,
            -247565,
            -575645,
            -6324,
            667627,
            448720
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SUI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3557,
    "evaluation_days": 889.25,
    "actual_first_datapoint_time": 1683115200000,
    "first_datapoint_time": 1686895200000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759942093870,
    "expiration_time": 1762516800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 176,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)