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Trade: SOL/USDT/360/VWAP/VWMA/7361

Strategy
SOL/USDT/360/VWAP/VWMA/7361
Pair
SOL_USDT
Interval
6h
Score
395598
Daily Profit
0.304330
Profit Factor
3.369763
Profitability
45.454545
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 -2583084.8872 -47603.4727 -2535481.4144 -980126.626 -30221210.2132 29241083.5872
Total P&L (%) -2583.0849 -47.6035 -2535.4814 -980.1266 -30221.2102 29241.0836
Avg Daily Profit (%) -1.3815 -0.0255 -1.3561 0 0 0.3043
Buy And Hold Return (%) 8377.0036 8377.0036 8377.0036 8377.0036 8377.0036 8377.0036
Max Trade Drawdown -2674554 -176108 -2577864 -34388920 -30464296 -5867792
Profit Factor 0.1228 0.8002 0.0632 0.979 0.1186 3.3698
Total Trades 88 44 44 88 44 44
Winning Trades 67 35 32 36 16 20
Losing Trades 21 9 12 52 28 24
Profitability (%) 76.1364 79.5455 72.7273 40.9091 36.3636 45.4545
Ratio Avg Win / Avg Loss 0.0385 0.2058 0.0237 1.4141 0.2076 4.0437
Largest Winning Trade 20252 18592 20252 36238863 2006052 36238863
Largest Losing Trade -1764690 -60755 -1764690 -15821543 -15821543 -3867624
Avg Bars in Trades 78 74 81 78 74 81
Avg Bars in Winners 27 31 23 64 51 74
Avg Bars in Losers 239 242 238 88 88 87
Bars Traded 6894 3299 3595 6894 3299 3595
Profit Streak 110.0708 157.8208 110.0708 0 0 0
Trades During Streak 7 4 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575375 -575507 -576419 -582411 -586022 395598

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": 1602223200000,
    "last_datapoint_time": 1758650400000,
    "evaluation_time": 1758656517535,
    "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": 237,
            "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": [
        [
            -2583084.887159428,
            -47603.4727469731,
            -2535481.4144124556,
            -980126.6260207683,
            -30221210.21320846,
            29241083.587187685
        ],
        [
            -2583.084887,
            -47.603473,
            -2535.481414,
            -980.126626,
            -30221.210213,
            29241.083587
        ],
        [
            -1.381514,
            -0.02546,
            -1.356054,
            0,
            0,
            0.30433
        ],
        [
            8377.00358,
            8377.00358,
            8377.00358,
            8377.00358,
            8377.00358,
            8377.00358
        ],
        [
            -2674554,
            -176108,
            -2577864,
            -34388920,
            -30464296,
            -5867792
        ],
        [
            0.122829,
            0.8002,
            0.063201,
            0.97898,
            0.118614,
            3.369763
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            67,
            35,
            32,
            36,
            16,
            20
        ],
        [
            21,
            9,
            12,
            52,
            28,
            24
        ],
        [
            76.136364,
            79.545455,
            72.727273,
            40.909091,
            36.363636,
            45.454545
        ],
        [
            0.038499,
            0.205766,
            0.0237,
            1.414082,
            0.207574,
            4.043716
        ],
        [
            20252,
            18592,
            20252,
            36238863,
            2006052,
            36238863
        ],
        [
            -1764690,
            -60755,
            -1764690,
            -15821543,
            -15821543,
            -3867624
        ],
        [
            78,
            74,
            81,
            78,
            74,
            81
        ],
        [
            27,
            31,
            23,
            64,
            51,
            74
        ],
        [
            239,
            242,
            238,
            88,
            88,
            87
        ],
        [
            6894,
            3299,
            3595,
            6894,
            3299,
            3595
        ],
        [
            110.070805,
            157.820805,
            110.070805,
            0,
            0,
            0
        ],
        [
            7,
            4,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575375,
            -575507,
            -576419,
            -582411,
            -586022,
            395598
        ]
    ]
}
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": 1602223200000,
    "last_datapoint_time": 1758650400000,
    "evaluation_time": 1758656517535,
    "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": 237,
            "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)