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Trade: SOL/USDT/240/VWAP/KCB/6937

Strategy
SOL/USDT/240/VWAP/KCB/6937
Pair
SOL_USDT
Interval
4h
Score
349261
Daily Profit
0.286808
Profit Factor
1.749658
Profitability
61.445783
Streak
77.759145
Best Strategy
Training Data Length
1868.670000
Evaluation Time
2025-09-23 21:13
Expiration Time
2025-11-17 19:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2718339.219 -28903.5437 -2689435.6753 -3114917.3454 -24114362.7036 20999445.3581
Total P&L (%) -2718.3392 -28.9035 -2689.4357 -3114.9173 -24114.3627 20999.4454
Avg Daily Profit (%) -1.4547 -0.0155 -1.4392 0 0 0.2868
Buy And Hold Return (%) 7447.3248 7447.3248 7447.3248 7447.3248 7447.3248 7447.3248
Max Trade Drawdown -2781928 -132190 -2720344 -39064980 -27927141 -17134774
Profit Factor 0.1539 0.8937 0.0855 0.9523 0.3533 1.7497
Total Trades 166 83 83 166 83 83
Winning Trades 129 65 64 98 47 51
Losing Trades 37 18 19 68 36 32
Profitability (%) 77.7108 78.3133 77.1084 59.0361 56.6265 61.4458
Ratio Avg Win / Avg Loss 0.0441 0.2475 0.0254 0.6608 0.2706 1.0978
Largest Winning Trade 25610 25610 17665 26704264 1884459 26704264
Largest Losing Trade -1880852 -60885 -1880852 -14500199 -14500199 -14421031
Avg Bars in Trades 62 60 64 62 60 64
Avg Bars in Winners 17 20 15 47 39 55
Avg Bars in Losers 218 204 232 84 88 78
Bars Traded 10406 5034 5372 10406 5034 5372
Profit Streak 53.7591 86.2591 0 0 0 77.7591
Trades During Streak 1 4 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575753 -575754 -577318 -578737 -580250 349261

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11212,
    "evaluation_days": 1868.67,
    "actual_first_datapoint_time": 1597118400000,
    "first_datapoint_time": 1600560000000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758651190158,
    "expiration_time": 1763400384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 240,
            "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": [
        [
            -2718339.218951297,
            -28903.543685505,
            -2689435.675265793,
            -3114917.3454157794,
            -24114362.703553554,
            20999445.358137783
        ],
        [
            -2718.339219,
            -28.903544,
            -2689.435675,
            -3114.917345,
            -24114.362704,
            20999.445358
        ],
        [
            -1.454692,
            -0.015467,
            -1.439225,
            0,
            0,
            0.286808
        ],
        [
            7447.324821,
            7447.324821,
            7447.324821,
            7447.324821,
            7447.324821,
            7447.324821
        ],
        [
            -2781928,
            -132190,
            -2720344,
            -39064980,
            -27927141,
            -17134774
        ],
        [
            0.153859,
            0.893675,
            0.085471,
            0.952298,
            0.353275,
            1.749658
        ],
        [
            166,
            83,
            83,
            166,
            83,
            83
        ],
        [
            129,
            65,
            64,
            98,
            47,
            51
        ],
        [
            37,
            18,
            19,
            68,
            36,
            32
        ],
        [
            77.710843,
            78.313253,
            77.108434,
            59.036145,
            56.626506,
            61.445783
        ],
        [
            0.04413,
            0.247479,
            0.025374,
            0.660778,
            0.270594,
            1.097825
        ],
        [
            25610,
            25610,
            17665,
            26704264,
            1884459,
            26704264
        ],
        [
            -1880852,
            -60885,
            -1880852,
            -14500199,
            -14500199,
            -14421031
        ],
        [
            62,
            60,
            64,
            62,
            60,
            64
        ],
        [
            17,
            20,
            15,
            47,
            39,
            55
        ],
        [
            218,
            204,
            232,
            84,
            88,
            78
        ],
        [
            10406,
            5034,
            5372,
            10406,
            5034,
            5372
        ],
        [
            53.759145,
            86.259145,
            0,
            0,
            0,
            77.759145
        ],
        [
            1,
            4,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575753,
            -575754,
            -577318,
            -578737,
            -580250,
            349261
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11212,
    "evaluation_days": 1868.67,
    "actual_first_datapoint_time": 1597118400000,
    "first_datapoint_time": 1600560000000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758651190158,
    "expiration_time": 1763400384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 240,
            "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)