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Trade: SUI/USDT/360/VWMA/HL2/2767

Strategy
SUI/USDT/360/VWMA/HL2/2767
Pair
SUI_USDT
Interval
6h
Score
315065
Daily Profit
0.215103
Profit Factor
1.657171
Profitability
49.723757
Streak
0.000000
Best Strategy
Training Data Length
881.750000
Evaluation Time
2025-10-01 08:45
Expiration Time
2025-10-31 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 261260.2058 249889.2556 11370.9501 187604.5667 565011.5083 -377406.9416
Total P&L (%) 261.2602 249.8893 11.371 187.6046 565.0115 -377.4069
Avg Daily Profit (%) 0.2963 0.2834 0.0129 0.1199 0.2151 0
Buy And Hold Return (%) 188.7084 188.7084 188.7084 188.7084 188.7084 188.7084
Max Trade Drawdown -176927 -52765 -189529 -852292 -232176 -889713
Profit Factor 1.302 1.6762 1.0229 1.0764 1.6572 0.7634
Total Trades 362 181 181 362 181 181
Winning Trades 197 90 107 197 90 107
Losing Trades 165 91 74 165 91 74
Profitability (%) 54.4199 49.7238 59.116 54.4199 49.7238 59.116
Ratio Avg Win / Avg Loss 1.0905 1.6948 0.7075 0.9016 1.6756 0.528
Largest Winning Trade 58820 58820 26717 193132 193132 126069
Largest Losing Trade -57440 -13960 -57440 -357064 -69105 -357064
Avg Bars in Trades 9 8 10 9 8 10
Avg Bars in Winners 8 8 9 8 8 9
Avg Bars in Losers 10 9 11 10 9 11
Bars Traded 3424 1612 1812 3424 1612 1812
Profit Streak 6.4896 0 10.7396 6.4896 0 10.7396
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -34192 -52840 -535401 -333447 315065 -577830
Evaluation Data
{
    "trading_pair": "SUI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3527,
    "evaluation_days": 881.75,
    "actual_first_datapoint_time": 1683115200000,
    "first_datapoint_time": 1684540800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759297500794,
    "expiration_time": 1761868800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 37
        }
    }
}
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": [
        [
            261260.2057750471,
            249889.255638223,
            11370.9501368241,
            187604.5666632614,
            565011.5082960854,
            -377406.9416328239
        ],
        [
            261.260206,
            249.889256,
            11.37095,
            187.604567,
            565.011508,
            -377.406942
        ],
        [
            0.296297,
            0.283401,
            0.012896,
            0.119881,
            0.215103,
            0
        ],
        [
            188.708382,
            188.708382,
            188.708382,
            188.708382,
            188.708382,
            188.708382
        ],
        [
            -176927,
            -52765,
            -189529,
            -852292,
            -232176,
            -889713
        ],
        [
            1.301953,
            1.676193,
            1.02294,
            1.076414,
            1.657171,
            0.763433
        ],
        [
            362,
            181,
            181,
            362,
            181,
            181
        ],
        [
            197,
            90,
            107,
            197,
            90,
            107
        ],
        [
            165,
            91,
            74,
            165,
            91,
            74
        ],
        [
            54.41989,
            49.723757,
            59.116022,
            54.41989,
            49.723757,
            59.116022
        ],
        [
            1.090468,
            1.694817,
            0.707454,
            0.901565,
            1.675584,
            0.527982
        ],
        [
            58820,
            58820,
            26717,
            193132,
            193132,
            126069
        ],
        [
            -57440,
            -13960,
            -57440,
            -357064,
            -69105,
            -357064
        ],
        [
            9,
            8,
            10,
            9,
            8,
            10
        ],
        [
            8,
            8,
            9,
            8,
            8,
            9
        ],
        [
            10,
            9,
            11,
            10,
            9,
            11
        ],
        [
            3424,
            1612,
            1812,
            3424,
            1612,
            1812
        ],
        [
            6.489592,
            0,
            10.739592,
            6.489592,
            0,
            10.739592
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -34192,
            -52840,
            -535401,
            -333447,
            315065,
            -577830
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SUI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 3527,
    "evaluation_days": 881.75,
    "actual_first_datapoint_time": 1683115200000,
    "first_datapoint_time": 1684540800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759297500794,
    "expiration_time": 1761868800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 37
        }
    }
}

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)