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Trade: SOL/USDT/360/VWAP/DCM/7971

Strategy
SOL/USDT/360/VWAP/DCM/7971
Pair
SOL_USDT
Interval
6h
Score
308062
Daily Profit
0.290302
Profit Factor
1.788833
Profitability
56.521739
Streak
0.000000
Best Strategy
Training Data Length
1870.500000
Evaluation Time
2025-09-27 22:16
Expiration Time
2025-11-19 16:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2367836.5758 9147.2944 -2376983.8702 -5778637.5863 -28317113.081 22538475.4947
Total P&L (%) -2367.8366 9.1473 -2376.9839 -5778.6376 -28317.1131 22538.4755
Avg Daily Profit (%) -1.2659 0.0049 -1.2708 0 0 0.2903
Buy And Hold Return (%) 8617.2118 8617.2118 8617.2118 8617.2118 8617.2118 8617.2118
Max Trade Drawdown -2488708 -145751 -2434616 -42565395 -32165934 -16695055
Profit Factor 0.1654 1.0391 0.0869 0.9148 0.2786 1.7888
Total Trades 92 46 46 92 46 46
Winning Trades 70 37 33 43 17 26
Losing Trades 22 9 13 49 29 20
Profitability (%) 76.087 80.4348 71.7391 46.7391 36.9565 56.5217
Ratio Avg Win / Avg Loss 0.052 0.2528 0.0342 1.0424 0.4752 1.376
Largest Winning Trade 35089 35089 20676 31098057 3036742 31098057
Largest Losing Trade -1645017 -58132 -1645017 -15444381 -14130836 -15444381
Avg Bars in Trades 74 72 76 74 72 76
Avg Bars in Winners 23 26 20 57 40 68
Avg Bars in Losers 237 261 220 90 91 87
Bars Traded 6877 3344 3533 6877 3344 3533
Profit Streak 56.8032 159.8032 56.8032 0 0 0
Trades During Streak 3 4 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575473 -525847 -577325 -580134 -585776 308062
Evaluation Data
{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7482,
    "evaluation_days": 1870.5,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1602482400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759000596241,
    "expiration_time": 1763563536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 249,
            "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": [
        [
            -2367836.5757745598,
            9147.2943800735,
            -2376983.8701546323,
            -5778637.586330188,
            -28317113.08103085,
            22538475.494700663
        ],
        [
            -2367.836576,
            9.147294,
            -2376.98387,
            -5778.637586,
            -28317.113081,
            22538.475495
        ],
        [
            -1.265884,
            0.00489,
            -1.270775,
            0,
            0,
            0.290302
        ],
        [
            8617.211788,
            8617.211788,
            8617.211788,
            8617.211788,
            8617.211788,
            8617.211788
        ],
        [
            -2488708,
            -145751,
            -2434616,
            -42565395,
            -32165934,
            -16695055
        ],
        [
            0.165393,
            1.039112,
            0.086896,
            0.914798,
            0.278562,
            1.788833
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            70,
            37,
            33,
            43,
            17,
            26
        ],
        [
            22,
            9,
            13,
            49,
            29,
            20
        ],
        [
            76.086957,
            80.434783,
            71.73913,
            46.73913,
            36.956522,
            56.521739
        ],
        [
            0.051981,
            0.252757,
            0.034232,
            1.042444,
            0.475194,
            1.376025
        ],
        [
            35089,
            35089,
            20676,
            31098057,
            3036742,
            31098057
        ],
        [
            -1645017,
            -58132,
            -1645017,
            -15444381,
            -14130836,
            -15444381
        ],
        [
            74,
            72,
            76,
            74,
            72,
            76
        ],
        [
            23,
            26,
            20,
            57,
            40,
            68
        ],
        [
            237,
            261,
            220,
            90,
            91,
            87
        ],
        [
            6877,
            3344,
            3533,
            6877,
            3344,
            3533
        ],
        [
            56.803197,
            159.803197,
            56.803197,
            0,
            0,
            0
        ],
        [
            3,
            4,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575473,
            -525847,
            -577325,
            -580134,
            -585776,
            308062
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7482,
    "evaluation_days": 1870.5,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1602482400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759000596241,
    "expiration_time": 1763563536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 249,
            "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)