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Trade: SOL/USDT/720/VWAP/DCM/7253

Strategy
SOL/USDT/720/VWAP/DCM/7253
Pair
SOL_USDT
Interval
12h
Score
319553
Daily Profit
0.288204
Profit Factor
2.753706
Profitability
47.619048
Streak
0.000000
Best Strategy
Training Data Length
1870.500000
Evaluation Time
2025-09-24 13:36
Expiration Time
2025-11-19 04:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2036529.2221 25665.396 -2062194.6181 -1848736.6802 -23518311.9986 21669575.3184
Total P&L (%) -2036.5292 25.6654 -2062.1946 -1848.7367 -23518.312 21669.5753
Avg Daily Profit (%) -1.0888 0.0137 -1.1025 0 0 0.2882
Buy And Hold Return (%) 9065.8335 9065.8335 9065.8335 9065.8335 9065.8335 9065.8335
Max Trade Drawdown -2154769 -149032 -2113286 -28826309 -25542634 -6660609
Profit Factor 0.1899 1.1061 0.0923 0.957 0.2322 2.7537
Total Trades 84 42 42 84 42 42
Winning Trades 62 33 29 33 13 20
Losing Trades 22 9 13 51 29 22
Profitability (%) 73.8095 78.5714 69.0476 39.2857 30.9524 47.619
Ratio Avg Win / Avg Loss 0.0674 0.3017 0.0414 1.479 0.518 3.0291
Largest Winning Trade 55816 55816 19704 24563003 1809001 24563003
Largest Losing Trade -1354892 -60024 -1354892 -11774919 -11774919 -4424431
Avg Bars in Trades 40 39 42 40 39 42
Avg Bars in Winners 13 15 11 35 25 42
Avg Bars in Losers 118 130 111 44 46 41
Bars Traded 3439 1673 1765 3439 1673 1765
Profit Streak 53.4422 157.9422 53.4422 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 -575781 -440656 -577702 -583053 -588142 319553
Evaluation Data
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3741,
    "evaluation_days": 1870.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1602072000000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758710205853,
    "expiration_time": 1763520336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 116,
            "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": [
        [
            -2036529.222097436,
            25665.3959644183,
            -2062194.618061854,
            -1848736.6802331388,
            -23518311.998645872,
            21669575.318412747
        ],
        [
            -2036.529222,
            25.665396,
            -2062.194618,
            -1848.73668,
            -23518.311999,
            21669.575318
        ],
        [
            -1.088762,
            0.013721,
            -1.102483,
            0,
            0,
            0.288204
        ],
        [
            9065.833514,
            9065.833514,
            9065.833514,
            9065.833514,
            9065.833514,
            9065.833514
        ],
        [
            -2154769,
            -149032,
            -2113286,
            -28826309,
            -25542634,
            -6660609
        ],
        [
            0.189878,
            1.106089,
            0.092316,
            0.956994,
            0.23222,
            2.753706
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            62,
            33,
            29,
            33,
            13,
            20
        ],
        [
            22,
            9,
            13,
            51,
            29,
            22
        ],
        [
            73.809524,
            78.571429,
            69.047619,
            39.285714,
            30.952381,
            47.619048
        ],
        [
            0.067376,
            0.301661,
            0.041383,
            1.478991,
            0.518029,
            3.029077
        ],
        [
            55816,
            55816,
            19704,
            24563003,
            1809001,
            24563003
        ],
        [
            -1354892,
            -60024,
            -1354892,
            -11774919,
            -11774919,
            -4424431
        ],
        [
            40,
            39,
            42,
            40,
            39,
            42
        ],
        [
            13,
            15,
            11,
            35,
            25,
            42
        ],
        [
            118,
            130,
            111,
            44,
            46,
            41
        ],
        [
            3439,
            1673,
            1765,
            3439,
            1673,
            1765
        ],
        [
            53.442197,
            157.942197,
            53.442197,
            0,
            0,
            0
        ],
        [
            3,
            4,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575781,
            -440656,
            -577702,
            -583053,
            -588142,
            319553
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3741,
    "evaluation_days": 1870.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1602072000000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758710205853,
    "expiration_time": 1763520336000,
    "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": 116,
            "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)