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Trade: SUI/USDT/5/VWAP/TEMA/7377

Strategy
SUI/USDT/5/VWAP/TEMA/7377
Pair
SUI_USDT
Interval
5m
Score
393688
Daily Profit
2.509093
Profit Factor
2.149926
Profitability
39.534884
Streak
1.099788
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 22:23
Expiration Time
2025-12-25 21:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 217814.3603 150950.5921 66863.7682 251316.3121 200492.3901 50823.922
Total P&L (%) 217.8144 150.9506 66.8638 251.3163 200.4924 50.8239
Avg Daily Profit (%) 2.5091 1.7389 0.7702 1.458 1.2755 0.4745
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -63935 -39694 -33545 -74947 -46627 -38182
Profit Factor 2.1499 2.5186 1.7428 2.1945 2.8058 1.5114
Total Trades 215 108 107 215 108 107
Winning Trades 85 41 44 85 41 44
Losing Trades 130 67 63 130 67 63
Profitability (%) 39.5349 37.963 41.1215 39.5349 37.963 41.1215
Ratio Avg Win / Avg Loss 3.2881 4.1157 2.4954 3.3563 4.5852 2.1641
Largest Winning Trade 166367 166367 69688 219424 219424 54165
Largest Losing Trade -8040 -4507 -8040 -9466 -6518 -9466
Avg Bars in Trades 114 115 112 114 115 112
Avg Bars in Winners 159 164 154 159 164 154
Avg Bars in Losers 84 86 83 84 86 83
Bars Traded 24576 12527 12049 24576 12527 12049
Profit Streak 1.0998 1.0998 3.1102 1.0998 1.0998 3.1102
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 393688 319774 336109 363935 315253 177212
Evaluation Data
{
    "trading_pair": "SUI_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752710400000,
    "first_datapoint_time": 1752768000000,
    "last_datapoint_time": 1760210100000,
    "evaluation_time": 1760210621696,
    "expiration_time": 1766690100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 193,
            "offset": 0
        }
    }
}
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": [
        [
            217814.3603084606,
            150950.5921208936,
            66863.7681875669,
            251316.3120987884,
            200492.3900536571,
            50823.9220451313
        ],
        [
            217.81436,
            150.950592,
            66.863768,
            251.316312,
            200.49239,
            50.823922
        ],
        [
            2.509093,
            1.738862,
            0.770231,
            1.457959,
            1.275492,
            0.474504
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -63935,
            -39694,
            -33545,
            -74947,
            -46627,
            -38182
        ],
        [
            2.149926,
            2.518567,
            1.742826,
            2.194471,
            2.805849,
            1.511432
        ],
        [
            215,
            108,
            107,
            215,
            108,
            107
        ],
        [
            85,
            41,
            44,
            85,
            41,
            44
        ],
        [
            130,
            67,
            63,
            130,
            67,
            63
        ],
        [
            39.534884,
            37.962963,
            41.121495,
            39.534884,
            37.962963,
            41.121495
        ],
        [
            3.288122,
            4.115708,
            2.49541,
            3.35625,
            4.585168,
            2.164096
        ],
        [
            166367,
            166367,
            69688,
            219424,
            219424,
            54165
        ],
        [
            -8040,
            -4507,
            -8040,
            -9466,
            -6518,
            -9466
        ],
        [
            114,
            115,
            112,
            114,
            115,
            112
        ],
        [
            159,
            164,
            154,
            159,
            164,
            154
        ],
        [
            84,
            86,
            83,
            84,
            86,
            83
        ],
        [
            24576,
            12527,
            12049,
            24576,
            12527,
            12049
        ],
        [
            1.099788,
            1.099788,
            3.110205,
            1.099788,
            1.099788,
            3.110205
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            393688,
            319774,
            336109,
            363935,
            315253,
            177212
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SUI_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752710400000,
    "first_datapoint_time": 1752768000000,
    "last_datapoint_time": 1760210100000,
    "evaluation_time": 1760210621696,
    "expiration_time": 1766690100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 193,
            "offset": 0
        }
    }
}

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)