← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: SOL/USDT/720/VWAP/DCM/5850

Strategy
SOL/USDT/720/VWAP/DCM/5850
Pair
SOL_USDT
Interval
12h
Score
301828
Daily Profit
0.282524
Profit Factor
2.251805
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1871.000000
Evaluation Time
2025-09-26 09:39
Expiration Time
2025-11-19 17:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2018772.3871 28462.9835 -2047235.3706 -2716172.4232 -22225106.9063 19508934.4832
Total P&L (%) -2018.7724 28.463 -2047.2354 -2716.1724 -22225.1069 19508.9345
Avg Daily Profit (%) -1.079 0.0152 -1.0942 0 0 0.2825
Buy And Hold Return (%) 8372.6758 8372.6758 8372.6758 8372.6758 8372.6758 8372.6758
Max Trade Drawdown -2125354 -144738 -2092608 -29979724 -24715488 -8932765
Profit Factor 0.1887 1.1212 0.0915 0.9404 0.258 2.2518
Total Trades 84 42 42 84 42 42
Winning Trades 62 33 29 33 12 21
Losing Trades 22 9 13 51 30 21
Profitability (%) 73.8095 78.5714 69.0476 39.2857 28.5714 50
Ratio Avg Win / Avg Loss 0.067 0.3058 0.041 1.4533 0.645 2.2518
Largest Winning Trade 55816 55816 17112 23278320 1714388 23278320
Largest Losing Trade -1354892 -60024 -1354892 -11159072 -11159072 -7298553
Avg Bars in Trades 40 39 42 40 39 42
Avg Bars in Winners 13 15 10 36 27 40
Avg Bars in Losers 119 130 111 44 44 43
Bars Traded 3439 1670 1769 3439 1670 1769
Profit Streak 55.2777 159.7777 55.2777 0 0 0
Trades During Streak 3 4 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575786 -422066 -577703 -583053 -594808 301828

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3742,
    "evaluation_days": 1871,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1602201600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758868790093,
    "expiration_time": 1763564832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 119,
            "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": [
        [
            -2018772.3871168694,
            28462.9835091991,
            -2047235.3706260682,
            -2716172.4231641963,
            -22225106.906322278,
            19508934.48315807
        ],
        [
            -2018.772387,
            28.462984,
            -2047.235371,
            -2716.172423,
            -22225.106906,
            19508.934483
        ],
        [
            -1.07898,
            0.015213,
            -1.094193,
            0,
            0,
            0.282524
        ],
        [
            8372.675768,
            8372.675768,
            8372.675768,
            8372.675768,
            8372.675768,
            8372.675768
        ],
        [
            -2125354,
            -144738,
            -2092608,
            -29979724,
            -24715488,
            -8932765
        ],
        [
            0.188685,
            1.12118,
            0.091486,
            0.940353,
            0.258002,
            2.251805
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            62,
            33,
            29,
            33,
            12,
            21
        ],
        [
            22,
            9,
            13,
            51,
            30,
            21
        ],
        [
            73.809524,
            78.571429,
            69.047619,
            39.285714,
            28.571429,
            50
        ],
        [
            0.066953,
            0.305776,
            0.041011,
            1.453273,
            0.645005,
            2.251805
        ],
        [
            55816,
            55816,
            17112,
            23278320,
            1714388,
            23278320
        ],
        [
            -1354892,
            -60024,
            -1354892,
            -11159072,
            -11159072,
            -7298553
        ],
        [
            40,
            39,
            42,
            40,
            39,
            42
        ],
        [
            13,
            15,
            10,
            36,
            27,
            40
        ],
        [
            119,
            130,
            111,
            44,
            44,
            43
        ],
        [
            3439,
            1670,
            1769,
            3439,
            1670,
            1769
        ],
        [
            55.277663,
            159.777663,
            55.277663,
            0,
            0,
            0
        ],
        [
            3,
            4,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575786,
            -422066,
            -577703,
            -583053,
            -594808,
            301828
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3742,
    "evaluation_days": 1871,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1602201600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758868790093,
    "expiration_time": 1763564832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 119,
            "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)