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Trade: SOL/USDT/15/T3/VWMA/3150

Strategy
SOL/USDT/15/T3/VWMA/3150
Pair
SOL_USDT
Interval
15m
Score
365974
Daily Profit
0.437680
Profit Factor
1.500317
Profitability
46.666667
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-24 03:01
Expiration Time
2025-12-06 20:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 113980.533 72664.0659 41316.467 157063.6161 124004.5792 33059.0369
Total P&L (%) 113.9805 72.6641 41.3165 157.0636 124.0046 33.059
Avg Daily Profit (%) 0.4377 0.279 0.1587 0.3632 0.3102 0.1097
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28008 -21710 -31982 -55339 -30991 -72153
Profit Factor 1.5003 1.6512 1.3555 1.3455 1.5721 1.139
Total Trades 150 75 75 150 75 75
Winning Trades 70 35 35 70 35 35
Losing Trades 80 40 40 80 40 40
Profitability (%) 46.6667 46.6667 46.6667 46.6667 46.6667 46.6667
Ratio Avg Win / Avg Loss 1.7146 1.8871 1.5491 1.5378 1.7967 1.3017
Largest Winning Trade 17317 17294 17317 28056 28056 25247
Largest Losing Trade -10494 -6433 -10494 -29397 -16800 -29397
Avg Bars in Trades 164 168 160 164 168 160
Avg Bars in Winners 215 224 206 215 224 206
Avg Bars in Losers 120 120 120 120 120 120
Bars Traded 24709 12667 12042 24709 12667 12042
Profit Streak 0 0 11.8032 0 0 11.8032
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 365974 -48226 -51436 309008 -48229 -175059

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736066700000,
    "first_datapoint_time": 1736209800000,
    "last_datapoint_time": 1758565800000,
    "evaluation_time": 1758672098874,
    "expiration_time": 1765045800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 148,
            "offset": 0,
            "a": 0.7928
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 160,
            "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": [
        [
            113980.5329896608,
            72664.0659452836,
            41316.4670443771,
            157063.6161450409,
            124004.5792361298,
            33059.0369089112
        ],
        [
            113.980533,
            72.664066,
            41.316467,
            157.063616,
            124.004579,
            33.059037
        ],
        [
            0.43768,
            0.279026,
            0.158653,
            0.363208,
            0.310171,
            0.109738
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28008,
            -21710,
            -31982,
            -55339,
            -30991,
            -72153
        ],
        [
            1.500317,
            1.651207,
            1.355463,
            1.345541,
            1.572098,
            1.139026
        ],
        [
            150,
            75,
            75,
            150,
            75,
            75
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            46.666667,
            46.666667,
            46.666667,
            46.666667,
            46.666667,
            46.666667
        ],
        [
            1.714648,
            1.887093,
            1.549101,
            1.537761,
            1.796684,
            1.301744
        ],
        [
            17317,
            17294,
            17317,
            28056,
            28056,
            25247
        ],
        [
            -10494,
            -6433,
            -10494,
            -29397,
            -16800,
            -29397
        ],
        [
            164,
            168,
            160,
            164,
            168,
            160
        ],
        [
            215,
            224,
            206,
            215,
            224,
            206
        ],
        [
            120,
            120,
            120,
            120,
            120,
            120
        ],
        [
            24709,
            12667,
            12042,
            24709,
            12667,
            12042
        ],
        [
            0,
            0,
            11.803228,
            0,
            0,
            11.803228
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            365974,
            -48226,
            -51436,
            309008,
            -48229,
            -175059
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736066700000,
    "first_datapoint_time": 1736209800000,
    "last_datapoint_time": 1758565800000,
    "evaluation_time": 1758672098874,
    "expiration_time": 1765045800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 148,
            "offset": 0,
            "a": 0.7928
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 160,
            "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)