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Trade: SUI/USDT/5/VWAP/KCL/3380

Strategy
SUI/USDT/5/VWAP/KCL/3380
Pair
SUI_USDT
Interval
5m
Score
596284
Daily Profit
1.196456
Profit Factor
3.347315
Profitability
49.253731
Streak
2.904058
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 05:41
Expiration Time
2025-12-26 04:35

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 213168.3028 147281.9702 65886.3326 233478.5796 180801.9042 52676.6753
Total P&L (%) 213.1683 147.282 65.8863 233.4786 180.8019 52.6767
Avg Daily Profit (%) 2.4556 1.6966 0.759 1.3971 1.1965 0.4886
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -69923 -37326 -43451 -70033 -36737 -43948
Profit Factor 1.9464 2.8124 1.4576 2.079 3.3473 1.378
Total Trades 268 134 134 268 134 134
Winning Trades 122 66 56 122 66 56
Losing Trades 146 68 78 146 68 78
Profitability (%) 45.5224 49.2537 41.791 45.5224 49.2537 41.791
Ratio Avg Win / Avg Loss 2.3293 2.8976 2.0303 2.488 3.4487 1.9194
Largest Winning Trade 166967 166967 69677 199200 199200 48992
Largest Losing Trade -6927 -4481 -6927 -8559 -4511 -8559
Avg Bars in Trades 92 47 137 92 47 137
Avg Bars in Winners 103 53 162 103 53 162
Avg Bars in Losers 83 41 119 83 41 119
Bars Traded 24765 6380 18385 24765 6380 18385
Profit Streak 2.9041 2.9041 3.3624 2.9041 2.9041 3.3624
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 549000 574752 325124 525136 596284 192726
Evaluation Data
{
    "trading_pair": "SUI_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752736800000,
    "first_datapoint_time": 1752761100000,
    "last_datapoint_time": 1760236500000,
    "evaluation_time": 1760236910614,
    "expiration_time": 1766716500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 82,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            213168.3028082062,
            147281.9702407726,
            65886.3325674336,
            233478.5795732437,
            180801.9042327564,
            52676.6753404873
        ],
        [
            213.168303,
            147.28197,
            65.886333,
            233.47858,
            180.801904,
            52.676675
        ],
        [
            2.455573,
            1.696601,
            0.758972,
            1.397077,
            1.196456,
            0.488636
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -69923,
            -37326,
            -43451,
            -70033,
            -36737,
            -43948
        ],
        [
            1.946414,
            2.812396,
            1.457626,
            2.079043,
            3.347315,
            1.378015
        ],
        [
            268,
            134,
            134,
            268,
            134,
            134
        ],
        [
            122,
            66,
            56,
            122,
            66,
            56
        ],
        [
            146,
            68,
            78,
            146,
            68,
            78
        ],
        [
            45.522388,
            49.253731,
            41.791045,
            45.522388,
            49.253731,
            41.791045
        ],
        [
            2.329315,
            2.89762,
            2.030264,
            2.488035,
            3.448749,
            1.919378
        ],
        [
            166967,
            166967,
            69677,
            199200,
            199200,
            48992
        ],
        [
            -6927,
            -4481,
            -6927,
            -8559,
            -4511,
            -8559
        ],
        [
            92,
            47,
            137,
            92,
            47,
            137
        ],
        [
            103,
            53,
            162,
            103,
            53,
            162
        ],
        [
            83,
            41,
            119,
            83,
            41,
            119
        ],
        [
            24765,
            6380,
            18385,
            24765,
            6380,
            18385
        ],
        [
            2.904058,
            2.904058,
            3.362391,
            2.904058,
            2.904058,
            3.362391
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            549000,
            574752,
            325124,
            525136,
            596284,
            192726
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SUI_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752736800000,
    "first_datapoint_time": 1752761100000,
    "last_datapoint_time": 1760236500000,
    "evaluation_time": 1760236910614,
    "expiration_time": 1766716500000,
    "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": 82,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)