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Trade: SOL/USDT/360/VWAP/VWMA/6434

Strategy
SOL/USDT/360/VWAP/VWMA/6434
Pair
SOL_USDT
Interval
6h
Score
426665
Daily Profit
0.288543
Profit Factor
3.584580
Profitability
48.936170
Streak
0.000000
Best Strategy
Training Data Length
1869.750000
Evaluation Time
2025-09-23 22:41
Expiration Time
2025-11-18 22:13

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2668474.0739 -89218.949 -2579255.1249 -521050.9703 -22281642.1791 21760591.2089
Total P&L (%) -2668.4741 -89.2189 -2579.2551 -521.051 -22281.6422 21760.5912
Avg Daily Profit (%) -1.4272 -0.0477 -1.3795 0 0 0.2885
Buy And Hold Return (%) 8023.8217 8023.8217 8023.8217 8023.8217 8023.8217 8023.8217
Max Trade Drawdown -2726578 -184681 -2613342 -25559916 -22881024 -4576385
Profit Factor 0.1053 0.6501 0.0543 0.9848 0.1378 3.5846
Total Trades 94 47 47 94 47 47
Winning Trades 68 36 32 43 20 23
Losing Trades 26 11 15 51 27 24
Profitability (%) 72.3404 76.5957 68.0851 45.7447 42.5532 48.9362
Ratio Avg Win / Avg Loss 0.0403 0.1987 0.0255 1.168 0.1861 3.7404
Largest Winning Trade 15358 15358 13876 26518188 1533627 26518188
Largest Losing Trade -1764690 -64002 -1764690 -12095577 -12095577 -2906859
Avg Bars in Trades 73 69 77 73 69 77
Avg Bars in Winners 21 24 18 62 52 71
Avg Bars in Losers 209 217 203 82 82 82
Bars Traded 6897 3274 3623 6897 3274 3623
Profit Streak 52.5708 75.8208 52.5708 0 0 0
Trades During Streak 3 2 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575943 -576284 -577789 -580515 -583592 426665

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7479,
    "evaluation_days": 1869.75,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1601920800000,
    "last_datapoint_time": 1758650400000,
    "evaluation_time": 1758656516743,
    "expiration_time": 1763496792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 223,
            "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": [
        [
            -2668474.073905287,
            -89218.9489940851,
            -2579255.1249112017,
            -521050.9702607175,
            -22281642.17912084,
            21760591.20886013
        ],
        [
            -2668.474074,
            -89.218949,
            -2579.255125,
            -521.05097,
            -22281.642179,
            21760.591209
        ],
        [
            -1.427182,
            -0.047717,
            -1.379465,
            0,
            0,
            0.288543
        ],
        [
            8023.821733,
            8023.821733,
            8023.821733,
            8023.821733,
            8023.821733,
            8023.821733
        ],
        [
            -2726578,
            -184681,
            -2613342,
            -25559916,
            -22881024,
            -4576385
        ],
        [
            0.105289,
            0.650141,
            0.054346,
            0.984793,
            0.137843,
            3.58458
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            68,
            36,
            32,
            43,
            20,
            23
        ],
        [
            26,
            11,
            15,
            51,
            27,
            24
        ],
        [
            72.340426,
            76.595745,
            68.085106,
            45.744681,
            42.553191,
            48.93617
        ],
        [
            0.040257,
            0.198654,
            0.025475,
            1.16801,
            0.186088,
            3.740432
        ],
        [
            15358,
            15358,
            13876,
            26518188,
            1533627,
            26518188
        ],
        [
            -1764690,
            -64002,
            -1764690,
            -12095577,
            -12095577,
            -2906859
        ],
        [
            73,
            69,
            77,
            73,
            69,
            77
        ],
        [
            21,
            24,
            18,
            62,
            52,
            71
        ],
        [
            209,
            217,
            203,
            82,
            82,
            82
        ],
        [
            6897,
            3274,
            3623,
            6897,
            3274,
            3623
        ],
        [
            52.570796,
            75.820796,
            52.570796,
            0,
            0,
            0
        ],
        [
            3,
            2,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575943,
            -576284,
            -577789,
            -580515,
            -583592,
            426665
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7479,
    "evaluation_days": 1869.75,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1601920800000,
    "last_datapoint_time": 1758650400000,
    "evaluation_time": 1758656516743,
    "expiration_time": 1763496792000,
    "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": 223,
            "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)