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Trade: SOL/USDT/3/VWAP/VWMA/4333

Strategy
SOL/USDT/3/VWAP/VWMA/4333
Pair
SOL_USDT
Interval
3m
Score
406588
Daily Profit
0.966791
Profit Factor
1.561547
Profitability
57.142857
Streak
0.000000
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-09-09 03:08
Expiration Time
2025-11-23 02:06

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 53945.8216 38267.0049 15678.8168 65051.3846 48293.2618 16758.1228
Total P&L (%) 53.9458 38.267 15.6788 65.0514 48.2933 16.7581
Avg Daily Profit (%) 1.0358 0.7348 0.3011 0.9668 0.7594 0.2979
Buy And Hold Return (%) 21.0529 21.0529 21.0529 21.0529 21.0529 21.0529
Max Trade Drawdown -13645 -11161 -9711 -14779 -10973 -10732
Profit Factor 1.5448 1.8772 1.283 1.5615 1.9928 1.2494
Total Trades 168 84 84 168 84 84
Winning Trades 96 53 43 96 53 43
Losing Trades 72 31 41 72 31 41
Profitability (%) 57.1429 63.0952 51.1905 57.1429 63.0952 51.1905
Ratio Avg Win / Avg Loss 1.1586 1.098 1.2234 1.1712 1.1656 1.1913
Largest Winning Trade 11563 11563 6184 13461 13461 8641
Largest Losing Trade -6099 -6099 -5356 -8902 -6559 -8902
Avg Bars in Trades 145 126 165 145 126 165
Avg Bars in Winners 139 128 152 139 128 152
Avg Bars in Losers 154 122 179 154 122 179
Bars Traded 24498 10610 13888 24498 10610 13888
Profit Streak 0 2.4869 0 0 2.4869 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 388179 179334 -159544 406588 309249 -159777

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1752876540000,
    "first_datapoint_time": 1752920820000,
    "last_datapoint_time": 1757376360000,
    "evaluation_time": 1757376490108,
    "expiration_time": 1763856360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 247,
            "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": [
        [
            53945.8216345392,
            38267.0048754619,
            15678.8167590773,
            65051.3846061788,
            48293.2618442562,
            16758.1227619226
        ],
        [
            53.945822,
            38.267005,
            15.678817,
            65.051385,
            48.293262,
            16.758123
        ],
        [
            1.035826,
            0.734774,
            0.301053,
            0.966791,
            0.759439,
            0.297936
        ],
        [
            21.052929,
            21.052929,
            21.052929,
            21.052929,
            21.052929,
            21.052929
        ],
        [
            -13645,
            -11161,
            -9711,
            -14779,
            -10973,
            -10732
        ],
        [
            1.544791,
            1.877198,
            1.283026,
            1.561547,
            1.992757,
            1.249386
        ],
        [
            168,
            84,
            84,
            168,
            84,
            84
        ],
        [
            96,
            53,
            43,
            96,
            53,
            43
        ],
        [
            72,
            31,
            41,
            72,
            31,
            41
        ],
        [
            57.142857,
            63.095238,
            51.190476,
            57.142857,
            63.095238,
            51.190476
        ],
        [
            1.158593,
            1.097984,
            1.223351,
            1.17116,
            1.165575,
            1.191275
        ],
        [
            11563,
            11563,
            6184,
            13461,
            13461,
            8641
        ],
        [
            -6099,
            -6099,
            -5356,
            -8902,
            -6559,
            -8902
        ],
        [
            145,
            126,
            165,
            145,
            126,
            165
        ],
        [
            139,
            128,
            152,
            139,
            128,
            152
        ],
        [
            154,
            122,
            179,
            154,
            122,
            179
        ],
        [
            24498,
            10610,
            13888,
            24498,
            10610,
            13888
        ],
        [
            0,
            2.486922,
            0,
            0,
            2.486923,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            388179,
            179334,
            -159544,
            406588,
            309249,
            -159777
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1752876540000,
    "first_datapoint_time": 1752920820000,
    "last_datapoint_time": 1757376360000,
    "evaluation_time": 1757376490108,
    "expiration_time": 1763856360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 247,
            "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)