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Trade: SUI/USDT/240/KCL/HWMA/5104

Strategy
SUI/USDT/240/KCL/HWMA/5104
Pair
SUI_USDT
Interval
4h
Score
366128
Daily Profit
0.264738
Profit Factor
1.556121
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
888.330000
Evaluation Time
2025-10-07 23:54
Expiration Time
2025-11-06 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 372404.0297 333438.8408 38965.1888 504630.6018 947128.129 -442497.5272
Total P&L (%) 372.404 333.4388 38.9652 504.6306 947.1281 -442.4975
Avg Daily Profit (%) 0.4192 0.3754 0.0439 0.2028 0.2647 0
Buy And Hold Return (%) 165.9627 165.9627 165.9627 165.9627 165.9627 165.9627
Max Trade Drawdown -113805 -82687 -50969 -1070976 -558596 -641106
Profit Factor 1.6393 1.8291 1.216 1.1849 1.5561 0.5686
Total Trades 177 88 89 177 88 89
Winning Trades 89 44 45 89 44 45
Losing Trades 88 44 44 88 44 44
Profitability (%) 50.2825 50 50.5618 50.2825 50 50.5618
Ratio Avg Win / Avg Loss 1.6208 1.8291 1.189 1.1716 1.5561 0.5559
Largest Winning Trade 116740 116740 22460 664672 664672 58176
Largest Losing Trade -29883 -27032 -29883 -431753 -218578 -431753
Avg Bars in Trades 29 50 8 29 50 8
Avg Bars in Winners 33 58 8 33 58 8
Avg Bars in Losers 25 42 8 25 42 8
Bars Traded 5220 4465 754 5220 4465 754
Profit Streak 15.0378 0 20.2045 15.0378 0 20.2045
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 329882 195956 -299940 -10288 366128 -580188
Evaluation Data
{
    "trading_pair": "SUI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 5330,
    "evaluation_days": 888.33,
    "actual_first_datapoint_time": 1683115200000,
    "first_datapoint_time": 1683187200000,
    "last_datapoint_time": 1759852800000,
    "evaluation_time": 1759870464793,
    "expiration_time": 1762444800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 6,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.22418,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            372404.029655695,
            333438.8408192385,
            38965.1888364565,
            504630.601761435,
            947128.1290029428,
            -442497.5272415077
        ],
        [
            372.40403,
            333.438841,
            38.965189,
            504.630602,
            947.128129,
            -442.497527
        ],
        [
            0.419218,
            0.375355,
            0.043863,
            0.202771,
            0.264738,
            0
        ],
        [
            165.962676,
            165.962676,
            165.962676,
            165.962676,
            165.962676,
            165.962676
        ],
        [
            -113805,
            -82687,
            -50969,
            -1070976,
            -558596,
            -641106
        ],
        [
            1.63926,
            1.829081,
            1.216022,
            1.184932,
            1.556121,
            0.568564
        ],
        [
            177,
            88,
            89,
            177,
            88,
            89
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            50.282486,
            50,
            50.561798,
            50.282486,
            50,
            50.561798
        ],
        [
            1.620841,
            1.829081,
            1.188999,
            1.171618,
            1.556121,
            0.55593
        ],
        [
            116740,
            116740,
            22460,
            664672,
            664672,
            58176
        ],
        [
            -29883,
            -27032,
            -29883,
            -431753,
            -218578,
            -431753
        ],
        [
            29,
            50,
            8,
            29,
            50,
            8
        ],
        [
            33,
            58,
            8,
            33,
            58,
            8
        ],
        [
            25,
            42,
            8,
            25,
            42,
            8
        ],
        [
            5220,
            4465,
            754,
            5220,
            4465,
            754
        ],
        [
            15.037787,
            0,
            20.204454,
            15.037787,
            0,
            20.204454
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329882,
            195956,
            -299940,
            -10288,
            366128,
            -580188
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SUI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 5330,
    "evaluation_days": 888.33,
    "actual_first_datapoint_time": 1683115200000,
    "first_datapoint_time": 1683187200000,
    "last_datapoint_time": 1759852800000,
    "evaluation_time": 1759870464793,
    "expiration_time": 1762444800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 6,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.22418,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)