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Trade: SOL/USDT/360/VWMA/MIDPRICE/1501

Strategy
SOL/USDT/360/VWMA/MIDPRICE/1501
Pair
SOL_USDT
Interval
6h
Score
376520
Daily Profit
0.282532
Profit Factor
1.845840
Profitability
60.526316
Streak
37.959603
Best Strategy
Training Data Length
1869.250000
Evaluation Time
2025-09-23 14:01
Expiration Time
2025-11-18 09:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1204879.3126 1173595.9913 31283.3213 19415190.8036 18018794.4371 1396396.3666
Total P&L (%) 1204.8793 1173.596 31.2833 19415.1908 18018.7944 1396.3964
Avg Daily Profit (%) 0.6446 0.6278 0.0167 0.2825 0.2785 0.1449
Buy And Hold Return (%) 7056.3285 7056.3285 7056.3285 7056.3285 7056.3285 7056.3285
Max Trade Drawdown -89348 -57925 -102898 -7204778 -3983698 -5909560
Profit Factor 3.5139 7.9042 1.1011 1.8458 3.0087 1.0999
Total Trades 114 57 57 114 57 57
Winning Trades 69 39 30 69 39 30
Losing Trades 45 18 27 45 18 27
Profitability (%) 60.5263 68.4211 52.6316 60.5263 68.4211 52.6316
Ratio Avg Win / Avg Loss 2.2917 3.6481 0.991 1.2038 1.3886 0.9899
Largest Winning Trade 531367 531367 66536 5488262 5488262 3593430
Largest Losing Trade -57925 -57925 -45135 -4043850 -3983698 -4043850
Avg Bars in Trades 61 63 59 61 63 59
Avg Bars in Winners 74 72 75 74 72 75
Avg Bars in Losers 41 42 40 41 42 40
Bars Traded 6976 3602 3374 6976 3602 3374
Profit Streak 37.9596 229.4596 37.9596 37.9596 229.4596 37.9596
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -144578 -321866 -626377 376520 -166474 -456548

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7477,
    "evaluation_days": 1869.25,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1600408800000,
    "last_datapoint_time": 1758607200000,
    "evaluation_time": 1758625309680,
    "expiration_time": 1763452296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 153,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 27,
            "offset": 14
        }
    }
}
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": [
        [
            1204879.312558612,
            1173595.9912913598,
            31283.3212672517,
            19415190.80364209,
            18018794.437084083,
            1396396.3665580046
        ],
        [
            1204.879313,
            1173.595991,
            31.283321,
            19415.190804,
            18018.794437,
            1396.396367
        ],
        [
            0.644579,
            0.627843,
            0.016736,
            0.282532,
            0.278549,
            0.14485
        ],
        [
            7056.328515,
            7056.328515,
            7056.328515,
            7056.328515,
            7056.328515,
            7056.328515
        ],
        [
            -89348,
            -57925,
            -102898,
            -7204778,
            -3983698,
            -5909560
        ],
        [
            3.5139,
            7.904152,
            1.101141,
            1.84584,
            3.008685,
            1.099862
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            69,
            39,
            30,
            69,
            39,
            30
        ],
        [
            45,
            18,
            27,
            45,
            18,
            27
        ],
        [
            60.526316,
            68.421053,
            52.631579,
            60.526316,
            68.421053,
            52.631579
        ],
        [
            2.291674,
            3.64807,
            0.991027,
            1.203809,
            1.388624,
            0.989876
        ],
        [
            531367,
            531367,
            66536,
            5488262,
            5488262,
            3593430
        ],
        [
            -57925,
            -57925,
            -45135,
            -4043850,
            -3983698,
            -4043850
        ],
        [
            61,
            63,
            59,
            61,
            63,
            59
        ],
        [
            74,
            72,
            75,
            74,
            72,
            75
        ],
        [
            41,
            42,
            40,
            41,
            42,
            40
        ],
        [
            6976,
            3602,
            3374,
            6976,
            3602,
            3374
        ],
        [
            37.959603,
            229.459603,
            37.959603,
            37.959603,
            229.459603,
            37.959603
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -144578,
            -321866,
            -626377,
            376520,
            -166474,
            -456548
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7477,
    "evaluation_days": 1869.25,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1600408800000,
    "last_datapoint_time": 1758607200000,
    "evaluation_time": 1758625309680,
    "expiration_time": 1763452296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 153,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 27,
            "offset": 14
        }
    }
}

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)