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Trade: SOL/USDT/720/VWAP/SSF/9641

Strategy
SOL/USDT/720/VWAP/SSF/9641
Pair
SOL_USDT
Interval
12h
Score
372982
Daily Profit
0.288645
Profit Factor
2.316475
Profitability
51.020408
Streak
0.000000
Best Strategy
Training Data Length
1869.000000
Evaluation Time
2025-09-22 19:23
Expiration Time
2025-11-17 15:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2299396.2395 11061.2849 -2310457.5245 -2451521.0879 -24206353.2171 21754832.1292
Total P&L (%) -2299.3962 11.0613 -2310.4575 -2451.5211 -24206.3532 21754.8321
Avg Daily Profit (%) -1.2303 0.0059 -1.2362 0 0 0.2886
Buy And Hold Return (%) 7152.8445 7152.8445 7152.8445 7152.8445 7152.8445 7152.8445
Max Trade Drawdown -2405685 -147506 -2351094 -33269693 -27877122 -8378217
Profit Factor 0.1641 1.0482 0.0837 0.9499 0.2534 2.3165
Total Trades 98 49 49 98 49 49
Winning Trades 77 39 38 46 21 25
Losing Trades 21 10 11 52 28 24
Profitability (%) 78.5714 79.5918 77.551 46.9388 42.8571 51.0204
Ratio Avg Win / Avg Loss 0.0447 0.2688 0.0242 1.0738 0.3379 2.2238
Largest Winning Trade 44900 44900 27845 25827001 3817149 25827001
Largest Losing Trade -1580032 -62536 -1580032 -13896582 -13896582 -5763054
Avg Bars in Trades 35 32 39 35 32 39
Avg Bars in Winners 13 14 13 33 28 37
Avg Bars in Losers 117 106 126 37 36 40
Bars Traded 3527 1615 1911 3527 1615 1911
Profit Streak 51.1828 74.6828 51.1828 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 -575122 -514925 -576546 -580040 -583459 372982

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3738,
    "evaluation_days": 1869,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1597104000000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758558192202,
    "expiration_time": 1763386848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 221,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            -2299396.239541499,
            11061.2849418196,
            -2310457.5244833184,
            -2451521.087881546,
            -24206353.2171015,
            21754832.129219938
        ],
        [
            -2299.39624,
            11.061285,
            -2310.457524,
            -2451.521088,
            -24206.353217,
            21754.832129
        ],
        [
            -1.230282,
            0.005918,
            -1.2362,
            0,
            0,
            0.288645
        ],
        [
            7152.844542,
            7152.844542,
            7152.844542,
            7152.844542,
            7152.844542,
            7152.844542
        ],
        [
            -2405685,
            -147506,
            -2351094,
            -33269693,
            -27877122,
            -8378217
        ],
        [
            0.164073,
            1.04824,
            0.083668,
            0.949916,
            0.253413,
            2.316475
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            77,
            39,
            38,
            46,
            21,
            25
        ],
        [
            21,
            10,
            11,
            52,
            28,
            24
        ],
        [
            78.571429,
            79.591837,
            77.55102,
            46.938776,
            42.857143,
            51.020408
        ],
        [
            0.044747,
            0.26878,
            0.02422,
            1.073818,
            0.337884,
            2.223816
        ],
        [
            44900,
            44900,
            27845,
            25827001,
            3817149,
            25827001
        ],
        [
            -1580032,
            -62536,
            -1580032,
            -13896582,
            -13896582,
            -5763054
        ],
        [
            35,
            32,
            39,
            35,
            32,
            39
        ],
        [
            13,
            14,
            13,
            33,
            28,
            37
        ],
        [
            117,
            106,
            126,
            37,
            36,
            40
        ],
        [
            3527,
            1615,
            1911,
            3527,
            1615,
            1911
        ],
        [
            51.18278,
            74.68278,
            51.18278,
            0,
            0,
            0
        ],
        [
            3,
            2,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575122,
            -514925,
            -576546,
            -580040,
            -583459,
            372982
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3738,
    "evaluation_days": 1869,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1597104000000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758558192202,
    "expiration_time": 1763386848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 221,
            "offset": 0,
            "poles": 2
        }
    }
}

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)