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Trade: SOL/USDT/480/VWAP/KCL/4350

Strategy
SOL/USDT/480/VWAP/KCL/4350
Pair
SOL_USDT
Interval
8h
Score
450828
Daily Profit
0.300424
Profit Factor
3.529222
Profitability
45.161290
Streak
207.348909
Best Strategy
Training Data Length
1870.330000
Evaluation Time
2025-09-24 11:22
Expiration Time
2025-11-19 04:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -10926710.2914 -12144.2885 -10914566.0029 54499321.3973 27227847.8642 27271473.5332
Total P&L (%) -10926.7103 -12.1443 -10914.566 54499.3214 27227.8479 27271.4735
Avg Daily Profit (%) -5.8421 -0.0065 -5.8356 0.3375 0.3004 0.3005
Buy And Hold Return (%) 7210.9389 7210.9389 7210.9389 7210.9389 7210.9389 7210.9389
Max Trade Drawdown -11016658 -61252 -10975162 -42534706 -3663381 -55366939
Profit Factor 0.0319 0.8824 0.024 1.7747 3.5292 1.4577
Total Trades 61 31 30 61 31 30
Winning Trades 47 22 25 23 14 9
Losing Trades 14 9 5 38 17 21
Profitability (%) 77.0492 70.9677 83.3333 37.7049 45.1613 30
Ratio Avg Win / Avg Loss 0.0095 0.361 0.0048 2.9321 4.2855 3.4013
Largest Winning Trade 31183 15284 31183 37421807 10790588 37421807
Largest Losing Trade -10480207 -31034 -10480207 -13739502 -2562125 -13739502
Avg Bars in Trades 79 7 154 79 7 154
Avg Bars in Winners 35 4 62 80 11 189
Avg Bars in Losers 229 16 611 79 5 139
Bars Traded 4872 245 4627 4872 245 4627
Profit Streak 207.3489 207.3489 212.0156 207.3489 207.3489 212.0156
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -741886 -576846 -575637 -157095 450828 64415

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5611,
    "evaluation_days": 1870.33,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1599379200000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758702145711,
    "expiration_time": 1763519904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 80,
            "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": [
        [
            -10926710.29142902,
            -12144.2885022629,
            -10914566.002926756,
            54499321.39732836,
            27227847.864158932,
            27271473.53316942
        ],
        [
            -10926.710291,
            -12.144289,
            -10914.566003,
            54499.321397,
            27227.847864,
            27271.473533
        ],
        [
            -5.84213,
            -0.006493,
            -5.835636,
            0.337547,
            0.300424,
            0.300509
        ],
        [
            7210.938905,
            7210.938905,
            7210.938905,
            7210.938905,
            7210.938905,
            7210.938905
        ],
        [
            -11016658,
            -61252,
            -10975162,
            -42534706,
            -3663381,
            -55366939
        ],
        [
            0.03188,
            0.882363,
            0.024029,
            1.774676,
            3.529222,
            1.457684
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            47,
            22,
            25,
            23,
            14,
            9
        ],
        [
            14,
            9,
            5,
            38,
            17,
            21
        ],
        [
            77.04918,
            70.967742,
            83.333333,
            37.704918,
            45.16129,
            30
        ],
        [
            0.009496,
            0.360967,
            0.004806,
            2.932074,
            4.285484,
            3.401263
        ],
        [
            31183,
            15284,
            31183,
            37421807,
            10790588,
            37421807
        ],
        [
            -10480207,
            -31034,
            -10480207,
            -13739502,
            -2562125,
            -13739502
        ],
        [
            79,
            7,
            154,
            79,
            7,
            154
        ],
        [
            35,
            4,
            62,
            80,
            11,
            189
        ],
        [
            229,
            16,
            611,
            79,
            5,
            139
        ],
        [
            4872,
            245,
            4627,
            4872,
            245,
            4627
        ],
        [
            207.348909,
            207.348909,
            212.015575,
            207.348909,
            207.348909,
            212.015575
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -741886,
            -576846,
            -575637,
            -157095,
            450828,
            64415
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5611,
    "evaluation_days": 1870.33,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1599379200000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758702145711,
    "expiration_time": 1763519904000,
    "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": 80,
            "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)