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Trade: SOL/USDT/720/VWAP/SINWMA/4181

Strategy
SOL/USDT/720/VWAP/SINWMA/4181
Pair
SOL_USDT
Interval
12h
Score
343666
Daily Profit
0.293139
Profit Factor
2.578336
Profitability
52.500000
Streak
0.000000
Best Strategy
Training Data Length
1870.500000
Evaluation Time
2025-09-24 14:53
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 -1623925.5447 63999.3659 -1687924.9105 -2822773.5215 -26591290.8183 23768517.2968
Total P&L (%) -1623.9255 63.9994 -1687.9249 -2822.7735 -26591.2908 23768.5173
Avg Daily Profit (%) -0.8682 0.0342 -0.9024 0 0 0.2931
Buy And Hold Return (%) 10114.6006 10114.6006 10114.6006 10114.6006 10114.6006 10114.6006
Max Trade Drawdown -1767015 -150219 -1740528 -30166678 -27211123 -8513671
Profit Factor 0.2332 1.2876 0.1095 0.9402 0.1734 2.5783
Total Trades 80 40 40 80 40 40
Winning Trades 63 31 32 36 15 21
Losing Trades 17 9 8 44 25 19
Profitability (%) 78.75 77.5 80 45 37.5 52.5
Ratio Avg Win / Avg Loss 0.0629 0.3738 0.0274 1.1492 0.289 2.3328
Largest Winning Trade 37927 37927 16877 28674947 1198561 28674947
Largest Losing Trade -1032625 -58515 -1032625 -11696512 -11696512 -6766275
Avg Bars in Trades 42 40 43 42 40 43
Avg Bars in Winners 16 21 12 37 33 40
Avg Bars in Losers 136 109 166 46 45 46
Bars Traded 3384 1639 1745 3384 1639 1745
Profit Streak 110.9952 158.4952 110.9952 0 0 0
Trades During Streak 3 2 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -599197 -310064 -576298 -604833 -585610 343666
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": 1603065600000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758714786333,
    "expiration_time": 1763520336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 139,
            "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": [
        [
            -1623925.5446632437,
            63999.3658620598,
            -1687924.910525303,
            -2822773.521490828,
            -26591290.818282824,
            23768517.29679199
        ],
        [
            -1623.925545,
            63.999366,
            -1687.924911,
            -2822.773521,
            -26591.290818,
            23768.517297
        ],
        [
            -0.868177,
            0.034215,
            -0.902392,
            0,
            0,
            0.293139
        ],
        [
            10114.600591,
            10114.600591,
            10114.600591,
            10114.600591,
            10114.600591,
            10114.600591
        ],
        [
            -1767015,
            -150219,
            -1740528,
            -30166678,
            -27211123,
            -8513671
        ],
        [
            0.233248,
            1.287618,
            0.109468,
            0.94023,
            0.173372,
            2.578336
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            63,
            31,
            32,
            36,
            15,
            21
        ],
        [
            17,
            9,
            8,
            44,
            25,
            19
        ],
        [
            78.75,
            77.5,
            80,
            45,
            37.5,
            52.5
        ],
        [
            0.06294,
            0.373825,
            0.027367,
            1.149171,
            0.288953,
            2.33278
        ],
        [
            37927,
            37927,
            16877,
            28674947,
            1198561,
            28674947
        ],
        [
            -1032625,
            -58515,
            -1032625,
            -11696512,
            -11696512,
            -6766275
        ],
        [
            42,
            40,
            43,
            42,
            40,
            43
        ],
        [
            16,
            21,
            12,
            37,
            33,
            40
        ],
        [
            136,
            109,
            166,
            46,
            45,
            46
        ],
        [
            3384,
            1639,
            1745,
            3384,
            1639,
            1745
        ],
        [
            110.995212,
            158.495212,
            110.995212,
            0,
            0,
            0
        ],
        [
            3,
            2,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -599197,
            -310064,
            -576298,
            -604833,
            -585610,
            343666
        ]
    ]
}
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": 1603065600000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758714786333,
    "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": "sinwma",
        "factors": {
            "length": 139,
            "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)