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Trade: SOL/USDT/120/VWAP/EMA/5399

Strategy
SOL/USDT/120/VWAP/EMA/5399
Pair
SOL_USDT
Interval
2h
Score
350451
Daily Profit
0.288066
Profit Factor
2.144408
Profitability
48.181818
Streak
0.000000
Best Strategy
Training Data Length
1866.420000
Evaluation Time
2025-09-21 05:30
Expiration Time
2025-11-27 08:35

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1498640.3316 19794.5389 -1518434.8705 65147.6575 21360394.2918 -21295246.6343
Total P&L (%) -1498.6403 19.7945 -1518.4349 65.1477 21360.3943 -21295.2466
Avg Daily Profit (%) -0.8029 0.0106 -0.8136 0.0269 0.2881 0
Buy And Hold Return (%) 5257.0315 5257.0315 5257.0315 5257.0315 5257.0315 5257.0315
Max Trade Drawdown -1619342 -154150 -1591808 -42896599 -8937834 -36166891
Profit Factor 0.3518 1.0464 0.1947 1.001 2.1444 0.5714
Total Trades 219 110 109 219 110 109
Winning Trades 146 69 77 106 53 53
Losing Trades 73 41 32 113 57 56
Profitability (%) 66.6667 62.7273 70.6422 48.4018 48.1818 48.6239
Ratio Avg Win / Avg Loss 0.1759 0.6218 0.0809 1.0671 2.3063 0.6038
Largest Winning Trade 31611 30803 31611 10633170 10633170 8362814
Largest Losing Trade -749131 -60183 -749131 -32907774 -6876592 -32907774
Avg Bars in Trades 99 97 100 99 97 100
Avg Bars in Winners 42 50 35 100 110 90
Avg Bars in Losers 212 177 256 97 85 110
Bars Traded 21713 10745 10968 21713 10745 10968
Profit Streak 0 0 41.4379 0 0 41.4379
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577471 -514186 -577538 -541695 350451 -581027

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22397,
    "evaluation_days": 1866.42,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1598976000000,
    "last_datapoint_time": 1758420000000,
    "evaluation_time": 1758421831925,
    "expiration_time": 1764225302400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 12,
            "offset": 246
        }
    }
}
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": [
        [
            -1498640.331587919,
            19794.5389404838,
            -1518434.8705284023,
            65147.6574799181,
            21360394.291807517,
            -21295246.63432762
        ],
        [
            -1498.640332,
            19.794539,
            -1518.434871,
            65.147657,
            21360.394292,
            -21295.246634
        ],
        [
            -0.802949,
            0.010606,
            -0.813555,
            0.026882,
            0.288066,
            0
        ],
        [
            5257.031494,
            5257.031494,
            5257.031494,
            5257.031494,
            5257.031494,
            5257.031494
        ],
        [
            -1619342,
            -154150,
            -1591808,
            -42896599,
            -8937834,
            -36166891
        ],
        [
            0.351819,
            1.04642,
            0.194739,
            1.000953,
            2.144408,
            0.571413
        ],
        [
            219,
            110,
            109,
            219,
            110,
            109
        ],
        [
            146,
            69,
            77,
            106,
            53,
            53
        ],
        [
            73,
            41,
            32,
            113,
            57,
            56
        ],
        [
            66.666667,
            62.727273,
            70.642202,
            48.401826,
            48.181818,
            48.623853
        ],
        [
            0.175909,
            0.621786,
            0.08093,
            1.067054,
            2.30625,
            0.603757
        ],
        [
            31611,
            30803,
            31611,
            10633170,
            10633170,
            8362814
        ],
        [
            -749131,
            -60183,
            -749131,
            -32907774,
            -6876592,
            -32907774
        ],
        [
            99,
            97,
            100,
            99,
            97,
            100
        ],
        [
            42,
            50,
            35,
            100,
            110,
            90
        ],
        [
            212,
            177,
            256,
            97,
            85,
            110
        ],
        [
            21713,
            10745,
            10968,
            21713,
            10745,
            10968
        ],
        [
            0,
            0,
            41.437869,
            0,
            0,
            41.437869
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577471,
            -514186,
            -577538,
            -541695,
            350451,
            -581027
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22397,
    "evaluation_days": 1866.42,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1598976000000,
    "last_datapoint_time": 1758420000000,
    "evaluation_time": 1758421831925,
    "expiration_time": 1764225302400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 12,
            "offset": 246
        }
    }
}

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)