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Trade: SUI/USDT/480/VWAP/KCL/5936

Strategy
SUI/USDT/480/VWAP/KCL/5936
Pair
SUI_USDT
Interval
8h
Score
561235
Daily Profit
0.277318
Profit Factor
3.021388
Profitability
62.222222
Streak
26.428788
Best Strategy
Training Data Length
877.330000
Evaluation Time
2025-09-26 13:17
Expiration Time
2025-10-26 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -501864.0365 27013.5212 -528877.5576 2008993.1927 1035465.0044 973528.1884
Total P&L (%) -501.864 27.0135 -528.8776 2008.9932 1035.465 973.5282
Avg Daily Profit (%) -0.572 0.0308 -0.6028 0.3481 0.2773 0.2709
Buy And Hold Return (%) 232.8682 232.8682 232.8682 232.8682 232.8682 232.8682
Max Trade Drawdown -659616 -40177 -630432 -1815681 -158345 -1847544
Profit Factor 0.3974 1.3103 0.2908 1.5949 3.0214 1.3399
Total Trades 91 45 46 91 45 46
Winning Trades 69 28 41 61 28 33
Losing Trades 22 17 5 30 17 13
Profitability (%) 75.8242 62.2222 89.1304 67.033 62.2222 71.7391
Ratio Avg Win / Avg Loss 0.1267 0.7955 0.0355 0.7844 1.8344 0.5278
Largest Winning Trade 17835 14028 17835 1349522 289825 1349522
Largest Losing Trade -400725 -14209 -400725 -1787254 -158345 -1787254
Avg Bars in Trades 27 13 40 27 13 40
Avg Bars in Winners 8 5 11 18 12 24
Avg Bars in Losers 85 26 284 44 16 82
Bars Traded 2490 611 1879 2490 611 1879
Profit Streak 2.4288 26.4288 2.4288 2.4288 26.4288 2.4288
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577835 -316104 -577609 407741 561235 232298

Evaluation Data

{
    "trading_pair": "SUI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2632,
    "evaluation_days": 877.33,
    "actual_first_datapoint_time": 1683100800000,
    "first_datapoint_time": 1685664000000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758881847283,
    "expiration_time": 1761465600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 90,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            -501864.0364608562,
            27013.5211576953,
            -528877.5576185512,
            2008993.1927363086,
            1035465.0043826776,
            973528.1883536321
        ],
        [
            -501.864036,
            27.013521,
            -528.877558,
            2008.993193,
            1035.465004,
            973.528188
        ],
        [
            -0.572036,
            0.030791,
            -0.602826,
            0.348113,
            0.277318,
            0.270907
        ],
        [
            232.868184,
            232.868184,
            232.868184,
            232.868184,
            232.868184,
            232.868184
        ],
        [
            -659616,
            -40177,
            -630432,
            -1815681,
            -158345,
            -1847544
        ],
        [
            0.397396,
            1.310256,
            0.290817,
            1.594946,
            3.021388,
            1.339858
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            69,
            28,
            41,
            61,
            28,
            33
        ],
        [
            22,
            17,
            5,
            30,
            17,
            13
        ],
        [
            75.824176,
            62.222222,
            89.130435,
            67.032967,
            62.222222,
            71.73913
        ],
        [
            0.126706,
            0.795512,
            0.035466,
            0.7844,
            1.834414,
            0.527823
        ],
        [
            17835,
            14028,
            17835,
            1349522,
            289825,
            1349522
        ],
        [
            -400725,
            -14209,
            -400725,
            -1787254,
            -158345,
            -1787254
        ],
        [
            27,
            13,
            40,
            27,
            13,
            40
        ],
        [
            8,
            5,
            11,
            18,
            12,
            24
        ],
        [
            85,
            26,
            284,
            44,
            16,
            82
        ],
        [
            2490,
            611,
            1879,
            2490,
            611,
            1879
        ],
        [
            2.428788,
            26.428788,
            2.428788,
            2.428788,
            26.428788,
            2.428788
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577835,
            -316104,
            -577609,
            407741,
            561235,
            232298
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SUI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 2632,
    "evaluation_days": 877.33,
    "actual_first_datapoint_time": 1683100800000,
    "first_datapoint_time": 1685664000000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758881847283,
    "expiration_time": 1761465600000,
    "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": 90,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)