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Trade: SOL/USDT/360/VWMA/BBM/2044

Strategy
SOL/USDT/360/VWMA/BBM/2044
Pair
SOL_USDT
Interval
6h
Score
653552
Daily Profit
0.365990
Profit Factor
3.530029
Profitability
61.290323
Streak
45.949652
Best Strategy
Training Data Length
1880.250000
Evaluation Time
2025-10-04 13:47
Expiration Time
2025-11-29 17:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1734267.5088 1671324.234 62943.2748 49350592.9814 96095642.6018 -46745049.6204
Total P&L (%) 1734.2675 1671.3242 62.9433 49350.593 96095.6426 -46745.0496
Avg Daily Profit (%) 0.9224 0.8889 0.0335 0.3305 0.366 0
Buy And Hold Return (%) 6673.9929 6673.9929 6673.9929 6673.9929 6673.9929 6673.9929
Max Trade Drawdown -72675 -64731 -61368 -43905910 -10215561 -58172064
Profit Factor 6.0003 13.4989 1.2953 1.3673 3.53 0.515
Total Trades 61 31 30 61 31 30
Winning Trades 35 19 16 35 19 16
Losing Trades 26 12 14 26 12 14
Profitability (%) 57.377 61.2903 53.3333 57.377 61.2903 53.3333
Ratio Avg Win / Avg Loss 4.4573 8.5256 1.1334 1.0157 2.2295 0.4506
Largest Winning Trade 824759 824759 66166 48649922 48649922 21423252
Largest Losing Trade -54964 -54964 -35603 -24769949 -10215561 -24769949
Avg Bars in Trades 116 119 113 116 119 113
Avg Bars in Winners 154 165 140 154 165 140
Avg Bars in Losers 66 46 82 66 46 82
Bars Traded 7123 3715 3408 7123 3715 3408
Profit Streak 38.4497 45.9497 0 38.4497 45.9497 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -308474 -142025 -313509 -154849 653552 -580393
Evaluation Data
{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7521,
    "evaluation_days": 1880.25,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1600063200000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759574849958,
    "expiration_time": 1764431208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 92,
            "offset": 45
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 113,
            "offset": 0,
            "std": 3.28498
        }
    }
}
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": [
        [
            1734267.5088013762,
            1671324.2339815588,
            62943.2748198173,
            49350592.98141272,
            96095642.60182299,
            -46745049.620410256
        ],
        [
            1734.267509,
            1671.324234,
            62.943275,
            49350.592981,
            96095.642602,
            -46745.04962
        ],
        [
            0.92236,
            0.888884,
            0.033476,
            0.330478,
            0.36599,
            0
        ],
        [
            6673.992891,
            6673.992891,
            6673.992891,
            6673.992891,
            6673.992891,
            6673.992891
        ],
        [
            -72675,
            -64731,
            -61368,
            -43905910,
            -10215561,
            -58172064
        ],
        [
            6.000263,
            13.498918,
            1.295345,
            1.367276,
            3.530029,
            0.515028
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            26,
            12,
            14,
            26,
            12,
            14
        ],
        [
            57.377049,
            61.290323,
            53.333333,
            57.377049,
            61.290323,
            53.333333
        ],
        [
            4.457338,
            8.525632,
            1.133427,
            1.015691,
            2.229492,
            0.450649
        ],
        [
            824759,
            824759,
            66166,
            48649922,
            48649922,
            21423252
        ],
        [
            -54964,
            -54964,
            -35603,
            -24769949,
            -10215561,
            -24769949
        ],
        [
            116,
            119,
            113,
            116,
            119,
            113
        ],
        [
            154,
            165,
            140,
            154,
            165,
            140
        ],
        [
            66,
            46,
            82,
            66,
            46,
            82
        ],
        [
            7123,
            3715,
            3408,
            7123,
            3715,
            3408
        ],
        [
            38.449652,
            45.949652,
            0,
            38.449652,
            45.949652,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -308474,
            -142025,
            -313509,
            -154849,
            653552,
            -580393
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7521,
    "evaluation_days": 1880.25,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1600063200000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759574849958,
    "expiration_time": 1764431208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 92,
            "offset": 45
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 113,
            "offset": 0,
            "std": 3.28498
        }
    }
}

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)