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Trade: SOL/USDT/240/VWMA/SMA/8225

Strategy
SOL/USDT/240/VWMA/SMA/8225
Pair
SOL_USDT
Interval
4h
Score
505481
Daily Profit
0.369289
Profit Factor
2.694257
Profitability
44.230769
Streak
175.440136
Best Strategy
Training Data Length
1868.500000
Evaluation Time
2025-09-22 17:33
Expiration Time
2025-11-17 15:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -24880.5693 526901.6965 -551782.2658 97890252.9199 51307556.1677 46582696.7522
Total P&L (%) -24.8806 526.9017 -551.7823 97890.2529 51307.5562 46582.6968
Avg Daily Profit (%) -0.0133 0.282 -0.2953 0.3693 0.3346 0.3295
Buy And Hold Return (%) 8223.2707 8223.2707 8223.2707 8223.2707 8223.2707 8223.2707
Max Trade Drawdown -448743 -55579 -698241 -17538905 -7106649 -17772925
Profit Factor 0.9795 3.9742 0.4676 2.6943 3.7318 2.1945
Total Trades 104 52 52 104 52 52
Winning Trades 74 38 36 46 27 19
Losing Trades 30 14 16 58 25 33
Profitability (%) 71.1538 73.0769 69.2308 44.2308 51.9231 36.5385
Ratio Avg Win / Avg Loss 0.3971 1.4642 0.2078 3.3971 3.4554 3.8116
Largest Winning Trade 62990 62990 45677 37988582 23812971 37988582
Largest Losing Trade -313251 -51510 -313251 -15967374 -4913270 -15967374
Avg Bars in Trades 100 85 115 100 85 115
Avg Bars in Winners 80 79 81 125 111 145
Avg Bars in Losers 147 99 190 79 56 97
Bars Traded 10407 4420 5987 10407 4420 5987
Profit Streak 175.4401 175.4401 276.9401 175.4401 175.4401 276.9401
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576098 -327202 -756990 505481 -163290 -171511

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11211,
    "evaluation_days": 1868.5,
    "actual_first_datapoint_time": 1597118400000,
    "first_datapoint_time": 1600689600000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758551627748,
    "expiration_time": 1763385552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 249,
            "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": [
        [
            -24880.5692923637,
            526901.6964603034,
            -551782.2657526669,
            97890252.91993672,
            51307556.16773079,
            46582696.75220591
        ],
        [
            -24.880569,
            526.901696,
            -551.782266,
            97890.25292,
            51307.556168,
            46582.696752
        ],
        [
            -0.013316,
            0.281992,
            -0.295308,
            0.369289,
            0.334643,
            0.329466
        ],
        [
            8223.270722,
            8223.270722,
            8223.270722,
            8223.270722,
            8223.270722,
            8223.270722
        ],
        [
            -448743,
            -55579,
            -698241,
            -17538905,
            -7106649,
            -17772925
        ],
        [
            0.979496,
            3.974169,
            0.467551,
            2.694257,
            3.731848,
            2.194537
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            74,
            38,
            36,
            46,
            27,
            19
        ],
        [
            30,
            14,
            16,
            58,
            25,
            33
        ],
        [
            71.153846,
            73.076923,
            69.230769,
            44.230769,
            51.923077,
            36.538462
        ],
        [
            0.397093,
            1.464168,
            0.2078,
            3.397106,
            3.455415,
            3.811565
        ],
        [
            62990,
            62990,
            45677,
            37988582,
            23812971,
            37988582
        ],
        [
            -313251,
            -51510,
            -313251,
            -15967374,
            -4913270,
            -15967374
        ],
        [
            100,
            85,
            115,
            100,
            85,
            115
        ],
        [
            80,
            79,
            81,
            125,
            111,
            145
        ],
        [
            147,
            99,
            190,
            79,
            56,
            97
        ],
        [
            10407,
            4420,
            5987,
            10407,
            4420,
            5987
        ],
        [
            175.440136,
            175.440136,
            276.940136,
            175.440136,
            175.440136,
            276.940136
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576098,
            -327202,
            -756990,
            505481,
            -163290,
            -171511
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11211,
    "evaluation_days": 1868.5,
    "actual_first_datapoint_time": 1597118400000,
    "first_datapoint_time": 1600689600000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758551627748,
    "expiration_time": 1763385552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 249,
            "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)