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Trade: SOL/USDT/360/VWAP/T3/5716

Strategy
SOL/USDT/360/VWAP/T3/5716
Pair
SOL_USDT
Interval
6h
Score
370049
Daily Profit
0.292411
Profit Factor
1.964350
Profitability
53.488372
Streak
0.000000
Best Strategy
Training Data Length
1868.000000
Evaluation Time
2025-09-22 07:29
Expiration Time
2025-11-17 02:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2111442.8211 9014.2685 -2120457.0896 -3347423.7736 -26622794.7609 23275370.9874
Total P&L (%) -2111.4428 9.0143 -2120.4571 -3347.4238 -26622.7948 23275.371
Avg Daily Profit (%) -1.1303 0.0048 -1.1351 0 0 0.2924
Buy And Hold Return (%) 6908.3328 6908.3328 6908.3328 6908.3328 6908.3328 6908.3328
Max Trade Drawdown -2193366 -138293 -2163306 -37049543 -27692927 -16052506
Profit Factor 0.1655 1.0438 0.0878 0.9411 0.1851 1.9644
Total Trades 86 43 43 86 43 43
Winning Trades 67 33 34 42 19 23
Losing Trades 19 10 9 44 24 20
Profitability (%) 77.907 76.7442 79.0698 48.8372 44.186 53.4884
Ratio Avg Win / Avg Loss 0.0469 0.3163 0.0232 0.9859 0.2337 1.7081
Largest Winning Trade 33988 33988 20252 30772792 1418464 30772792
Largest Losing Trade -1402977 -58201 -1402977 -15193894 -12752002 -15193894
Avg Bars in Trades 78 76 81 78 76 81
Avg Bars in Winners 29 34 24 68 62 73
Avg Bars in Losers 253 215 296 88 87 90
Bars Traded 6784 3285 3499 6784 3285 3499
Profit Streak 108.6873 155.6873 108.6873 0 0 0
Trades During Streak 3 2 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575299 -521636 -576396 -581000 -582988 370049

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7472,
    "evaluation_days": 1868,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1599825600000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758515382515,
    "expiration_time": 1763341056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 126,
            "offset": 0,
            "a": 0.29537
        }
    }
}
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": [
        [
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            9014.2684688445,
            -2120457.08961768,
            -3347423.773567836,
            -26622794.76092125,
            23275370.987353425
        ],
        [
            -2111.442821,
            9.014268,
            -2120.45709,
            -3347.423774,
            -26622.794761,
            23275.370987
        ],
        [
            -1.130323,
            0.004826,
            -1.135148,
            0,
            0,
            0.292411
        ],
        [
            6908.33283,
            6908.33283,
            6908.33283,
            6908.33283,
            6908.33283,
            6908.33283
        ],
        [
            -2193366,
            -138293,
            -2163306,
            -37049543,
            -27692927,
            -16052506
        ],
        [
            0.165508,
            1.043841,
            0.087818,
            0.94107,
            0.18505,
            1.96435
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            67,
            33,
            34,
            42,
            19,
            23
        ],
        [
            19,
            10,
            9,
            44,
            24,
            20
        ],
        [
            77.906977,
            76.744186,
            79.069767,
            48.837209,
            44.186047,
            53.488372
        ],
        [
            0.046935,
            0.316315,
            0.023246,
            0.985883,
            0.233748,
            1.70813
        ],
        [
            33988,
            33988,
            20252,
            30772792,
            1418464,
            30772792
        ],
        [
            -1402977,
            -58201,
            -1402977,
            -15193894,
            -12752002,
            -15193894
        ],
        [
            78,
            76,
            81,
            78,
            76,
            81
        ],
        [
            29,
            34,
            24,
            68,
            62,
            73
        ],
        [
            253,
            215,
            296,
            88,
            87,
            90
        ],
        [
            6784,
            3285,
            3499,
            6784,
            3285,
            3499
        ],
        [
            108.687298,
            155.687298,
            108.687298,
            0,
            0,
            0
        ],
        [
            3,
            2,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575299,
            -521636,
            -576396,
            -581000,
            -582988,
            370049
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7472,
    "evaluation_days": 1868,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1599825600000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758515382515,
    "expiration_time": 1763341056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 126,
            "offset": 0,
            "a": 0.29537
        }
    }
}

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)