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Trade: SOL/USDT/720/VWAP/SSF/8256

Strategy
SOL/USDT/720/VWAP/SSF/8256
Pair
SOL_USDT
Interval
12h
Score
389638
Daily Profit
0.297455
Profit Factor
2.348643
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1869.000000
Evaluation Time
2025-09-22 22:33
Expiration Time
2025-11-17 15:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2357098.2069 22295.3574 -2379393.5643 -3820242.3343 -29474302.2657 25654059.9314
Total P&L (%) -2357.0982 22.2954 -2379.3936 -3820.2423 -29474.3023 25654.0599
Avg Daily Profit (%) -1.2612 0.0119 -1.2731 0 0 0.2975
Buy And Hold Return (%) 7128.5799 7128.5799 7128.5799 7128.5799 7128.5799 7128.5799
Max Trade Drawdown -2470938 -162562 -2439340 -38959334 -31782834 -9388877
Profit Factor 0.1659 1.099 0.0851 0.9312 0.1933 2.3486
Total Trades 88 44 44 88 44 44
Winning Trades 66 34 32 39 17 22
Losing Trades 22 10 12 49 27 22
Profitability (%) 75 77.2727 72.7273 44.3182 38.6364 50
Ratio Avg Win / Avg Loss 0.0553 0.3232 0.0319 1.17 0.307 2.3486
Largest Winning Trade 52424 27929 52424 32531092 3082898 32531092
Largest Losing Trade -1672025 -62059 -1672025 -15322714 -15322714 -7219805
Avg Bars in Trades 40 36 43 40 36 43
Avg Bars in Winners 16 16 15 37 30 42
Avg Bars in Losers 111 103 118 42 39 44
Bars Traded 3524 1603 1921 3524 1603 1921
Profit Streak 51.3148 158.3148 51.3148 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 -575611 -450948 -577209 -581085 -585138 389638

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3738,
    "evaluation_days": 1869,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1597104000000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758569599526,
    "expiration_time": 1763386848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 239,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            -2357098.2069360623,
            22295.3573833466,
            -2379393.564319409,
            -3820242.334335813,
            -29474302.26569246,
            25654059.931356646
        ],
        [
            -2357.098207,
            22.295357,
            -2379.393564,
            -3820.242334,
            -29474.302266,
            25654.059931
        ],
        [
            -1.261155,
            0.011929,
            -1.273084,
            0,
            0,
            0.297455
        ],
        [
            7128.57986,
            7128.57986,
            7128.57986,
            7128.57986,
            7128.57986,
            7128.57986
        ],
        [
            -2470938,
            -162562,
            -2439340,
            -38959334,
            -31782834,
            -9388877
        ],
        [
            0.165888,
            1.099044,
            0.085121,
            0.931239,
            0.193285,
            2.348643
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            66,
            34,
            32,
            39,
            17,
            22
        ],
        [
            22,
            10,
            12,
            49,
            27,
            22
        ],
        [
            75,
            77.272727,
            72.727273,
            44.318182,
            38.636364,
            50
        ],
        [
            0.055296,
            0.323248,
            0.03192,
            1.170018,
            0.306981,
            2.348643
        ],
        [
            52424,
            27929,
            52424,
            32531092,
            3082898,
            32531092
        ],
        [
            -1672025,
            -62059,
            -1672025,
            -15322714,
            -15322714,
            -7219805
        ],
        [
            40,
            36,
            43,
            40,
            36,
            43
        ],
        [
            16,
            16,
            15,
            37,
            30,
            42
        ],
        [
            111,
            103,
            118,
            42,
            39,
            44
        ],
        [
            3524,
            1603,
            1921,
            3524,
            1603,
            1921
        ],
        [
            51.314809,
            158.314809,
            51.314809,
            0,
            0,
            0
        ],
        [
            3,
            4,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575611,
            -450948,
            -577209,
            -581085,
            -585138,
            389638
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3738,
    "evaluation_days": 1869,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1597104000000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758569599526,
    "expiration_time": 1763386848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 239,
            "offset": 0,
            "poles": 2
        }
    }
}

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)