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Trade: SOL/USDT/240/VWAP/KCL/8126

Strategy
SOL/USDT/240/VWAP/KCL/8126
Pair
SOL_USDT
Interval
4h
Score
313439
Daily Profit
0.298965
Profit Factor
1.439278
Profitability
74.468085
Streak
0.000000
Best Strategy
Training Data Length
1868.670000
Evaluation Time
2025-09-22 22:04
Expiration Time
2025-11-17 19:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -3183577.7874 -32112.1094 -3151465.6779 2865062.2327 -23498101.3392 26363163.5719
Total P&L (%) -3183.5778 -32.1121 -3151.4657 2865.0622 -23498.1013 26363.1636
Avg Daily Profit (%) -1.7037 -0.0172 -1.6865 0.1815 0 0.299
Buy And Hold Return (%) 7609.3605 7609.3605 7609.3605 7609.3605 7609.3605 7609.3605
Max Trade Drawdown -3306427 -77231 -3247421 -51197510 -26275405 -49115619
Profit Factor 0.1337 0.7538 0.1109 1.0293 0.3768 1.4393
Total Trades 95 48 47 95 48 47
Winning Trades 64 30 34 64 29 35
Losing Trades 31 18 13 31 19 12
Profitability (%) 67.3684 62.5 72.3404 67.3684 60.4167 74.4681
Ratio Avg Win / Avg Loss 0.0648 0.4523 0.0424 0.4986 0.2468 0.4935
Largest Winning Trade 31457 10158 31457 26329752 2293033 26329752
Largest Losing Trade -2029213 -34369 -2029213 -49056995 -17394813 -49056995
Avg Bars in Trades 108 7 212 108 7 212
Avg Bars in Winners 47 3 85 92 4 166
Avg Bars in Losers 235 13 542 140 12 345
Bars Traded 10318 347 9971 10318 347 9971
Profit Streak 92.2945 206.1279 0 92.2945 206.1279 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577436 -577815 -577800 -344498 -578085 313439
Evaluation Data
{
    "trading_pair": "SOL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11212,
    "evaluation_days": 1868.67,
    "actual_first_datapoint_time": 1597118400000,
    "first_datapoint_time": 1598083200000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758567848442,
    "expiration_time": 1763400384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 68,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            -3183577.7873779773,
            -32112.10943019,
            -3151465.677947786,
            2865062.2326966845,
            -23498101.339211646,
            26363163.571908344
        ],
        [
            -3183.577787,
            -32.112109,
            -3151.465678,
            2865.062233,
            -23498.101339,
            26363.163572
        ],
        [
            -1.70366,
            -0.017184,
            -1.686475,
            0.181549,
            0,
            0.298965
        ],
        [
            7609.360467,
            7609.360467,
            7609.360467,
            7609.360467,
            7609.360467,
            7609.360467
        ],
        [
            -3306427,
            -77231,
            -3247421,
            -51197510,
            -26275405,
            -49115619
        ],
        [
            0.133731,
            0.753804,
            0.110914,
            1.02932,
            0.376758,
            1.439278
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            64,
            30,
            34,
            64,
            29,
            35
        ],
        [
            31,
            18,
            13,
            31,
            19,
            12
        ],
        [
            67.368421,
            62.5,
            72.340426,
            67.368421,
            60.416667,
            74.468085
        ],
        [
            0.064776,
            0.452282,
            0.042408,
            0.498577,
            0.246841,
            0.493467
        ],
        [
            31457,
            10158,
            31457,
            26329752,
            2293033,
            26329752
        ],
        [
            -2029213,
            -34369,
            -2029213,
            -49056995,
            -17394813,
            -49056995
        ],
        [
            108,
            7,
            212,
            108,
            7,
            212
        ],
        [
            47,
            3,
            85,
            92,
            4,
            166
        ],
        [
            235,
            13,
            542,
            140,
            12,
            345
        ],
        [
            10318,
            347,
            9971,
            10318,
            347,
            9971
        ],
        [
            92.294542,
            206.127875,
            0,
            92.294542,
            206.127875,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577436,
            -577815,
            -577800,
            -344498,
            -578085,
            313439
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11212,
    "evaluation_days": 1868.67,
    "actual_first_datapoint_time": 1597118400000,
    "first_datapoint_time": 1598083200000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758567848442,
    "expiration_time": 1763400384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 68,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)