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Trade: SOL/USDT/120/MIDPRICE/VWMA/1654

Strategy
SOL/USDT/120/MIDPRICE/VWMA/1654
Pair
SOL_USDT
Interval
2h
Score
333333
Daily Profit
0.310643
Profit Factor
1.694547
Profitability
45.555556
Streak
0.000000
Best Strategy
Training Data Length
1861.500000
Evaluation Time
2025-09-16 07:36
Expiration Time
2025-11-22 06:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1022270.3895 955364.235 66906.1545 27972155.8084 32071326.568 -4099170.7596
Total P&L (%) 1022.2704 955.3642 66.9062 27972.1558 32071.3266 -4099.1708
Avg Daily Profit (%) 0.5492 0.5132 0.0359 0.3033 0.3106 0
Buy And Hold Return (%) 6813.3392 6813.3392 6813.3392 6813.3392 6813.3392 6813.3392
Max Trade Drawdown -132972 -96413 -133698 -10588228 -10471639 -10235002
Profit Factor 1.8816 2.679 1.1133 1.3075 1.6945 0.9085
Total Trades 360 180 180 360 180 180
Winning Trades 161 82 79 161 82 79
Losing Trades 199 98 101 199 98 101
Profitability (%) 44.7222 45.5556 43.8889 44.7222 45.5556 43.8889
Ratio Avg Win / Avg Loss 2.3257 3.2017 1.4233 1.6161 2.0252 1.1615
Largest Winning Trade 148994 148994 55919 9599657 9599657 5057631
Largest Losing Trade -31887 -28829 -31887 -5308010 -5308010 -3935128
Avg Bars in Trades 61 64 58 61 64 58
Avg Bars in Winners 89 91 88 89 91 88
Avg Bars in Losers 38 41 35 38 41 35
Bars Traded 22081 11529 10552 22081 11529 10552
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -151354 -151293 -408560 283046 333333 -581100

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22338,
    "evaluation_days": 1861.5,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1597766400000,
    "last_datapoint_time": 1757995200000,
    "evaluation_time": 1757997387879,
    "expiration_time": 1763785209600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 27,
            "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": [
        [
            1022270.3894562188,
            955364.235002443,
            66906.154453776,
            27972155.808399137,
            32071326.568033047,
            -4099170.7596339053
        ],
        [
            1022.270389,
            955.364235,
            66.906154,
            27972.155808,
            32071.326568,
            -4099.17076
        ],
        [
            0.549165,
            0.513223,
            0.035942,
            0.303299,
            0.310643,
            0
        ],
        [
            6813.339249,
            6813.339249,
            6813.339249,
            6813.339249,
            6813.339249,
            6813.339249
        ],
        [
            -132972,
            -96413,
            -133698,
            -10588228,
            -10471639,
            -10235002
        ],
        [
            1.881571,
            2.678964,
            1.113289,
            1.307461,
            1.694547,
            0.908505
        ],
        [
            360,
            180,
            180,
            360,
            180,
            180
        ],
        [
            161,
            82,
            79,
            161,
            82,
            79
        ],
        [
            199,
            98,
            101,
            199,
            98,
            101
        ],
        [
            44.722222,
            45.555556,
            43.888889,
            44.722222,
            45.555556,
            43.888889
        ],
        [
            2.325668,
            3.201689,
            1.423318,
            1.616054,
            2.02519,
            1.161506
        ],
        [
            148994,
            148994,
            55919,
            9599657,
            9599657,
            5057631
        ],
        [
            -31887,
            -28829,
            -31887,
            -5308010,
            -5308010,
            -3935128
        ],
        [
            61,
            64,
            58,
            61,
            64,
            58
        ],
        [
            89,
            91,
            88,
            89,
            91,
            88
        ],
        [
            38,
            41,
            35,
            38,
            41,
            35
        ],
        [
            22081,
            11529,
            10552,
            22081,
            11529,
            10552
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -151354,
            -151293,
            -408560,
            283046,
            333333,
            -581100
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22338,
    "evaluation_days": 1861.5,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1597766400000,
    "last_datapoint_time": 1757995200000,
    "evaluation_time": 1757997387879,
    "expiration_time": 1763785209600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 27,
            "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)