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Trade: SOL/USDT/120/VWAP/KCL/2817

Strategy
SOL/USDT/120/VWAP/KCL/2817
Pair
SOL_USDT
Interval
2h
Score
371305
Daily Profit
0.350801
Profit Factor
1.421694
Profitability
62.000000
Streak
89.302419
Best Strategy
Training Data Length
1864.420000
Evaluation Time
2025-09-19 06:15
Expiration Time
2025-11-25 06:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2212288.2884 90572.5047 -2302860.7931 -12477456.7415 -80846201.9262 68368745.1847
Total P&L (%) -2212.2883 90.5725 -2302.8608 -12477.4567 -80846.2019 68368.7452
Avg Daily Profit (%) -1.1866 0.0486 -1.2352 0 0 0.3508
Buy And Hold Return (%) 6247.8663 6247.8663 6247.8663 6247.8663 6247.8663 6247.8663
Max Trade Drawdown -2423674 -81224 -2435688 -161009348 -95010574 -117528494
Profit Factor 0.262 1.5104 0.1835 0.9581 0.4035 1.4217
Total Trades 201 101 100 201 101 100
Winning Trades 151 67 84 104 42 62
Losing Trades 50 34 16 97 59 38
Profitability (%) 75.1244 66.3366 84 51.7413 41.5842 62
Ratio Avg Win / Avg Loss 0.0868 0.7665 0.0349 0.8936 0.5669 0.8714
Largest Winning Trade 31167 31167 21825 39429948 10852022 39429948
Largest Losing Trade -1479780 -45693 -1479780 -83638650 -62502783 -83638650
Avg Bars in Trades 106 26 188 106 26 188
Avg Bars in Winners 49 13 77 103 17 161
Avg Bars in Losers 281 51 770 110 32 232
Bars Traded 21505 2639 18866 21505 2639 18866
Profit Streak 47.3858 89.9691 0 0 0 89.3024
Trades During Streak 1 2 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575909 -290760 -576510 -579499 -584058 371305

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22373,
    "evaluation_days": 1864.42,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1598716800000,
    "last_datapoint_time": 1758247200000,
    "evaluation_time": 1758251729027,
    "expiration_time": 1764046281600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 222,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            -2212288.2884334,
            90572.5047093546,
            -2302860.7931427527,
            -12477456.741504898,
            -80846201.92624632,
            68368745.18474141
        ],
        [
            -2212.288288,
            90.572505,
            -2302.860793,
            -12477.456742,
            -80846.201926,
            68368.745185
        ],
        [
            -1.186583,
            0.048579,
            -1.235162,
            0,
            0,
            0.350801
        ],
        [
            6247.866253,
            6247.866253,
            6247.866253,
            6247.866253,
            6247.866253,
            6247.866253
        ],
        [
            -2423674,
            -81224,
            -2435688,
            -161009348,
            -95010574,
            -117528494
        ],
        [
            0.262025,
            1.510438,
            0.183481,
            0.958083,
            0.403537,
            1.421694
        ],
        [
            201,
            101,
            100,
            201,
            101,
            100
        ],
        [
            151,
            67,
            84,
            104,
            42,
            62
        ],
        [
            50,
            34,
            16,
            97,
            59,
            38
        ],
        [
            75.124378,
            66.336634,
            84,
            51.741294,
            41.584158,
            62
        ],
        [
            0.086763,
            0.766491,
            0.034949,
            0.893597,
            0.566873,
            0.871361
        ],
        [
            31167,
            31167,
            21825,
            39429948,
            10852022,
            39429948
        ],
        [
            -1479780,
            -45693,
            -1479780,
            -83638650,
            -62502783,
            -83638650
        ],
        [
            106,
            26,
            188,
            106,
            26,
            188
        ],
        [
            49,
            13,
            77,
            103,
            17,
            161
        ],
        [
            281,
            51,
            770,
            110,
            32,
            232
        ],
        [
            21505,
            2639,
            18866,
            21505,
            2639,
            18866
        ],
        [
            47.385752,
            89.969086,
            0,
            0,
            0,
            89.302419
        ],
        [
            1,
            2,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575909,
            -290760,
            -576510,
            -579499,
            -584058,
            371305
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22373,
    "evaluation_days": 1864.42,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1598716800000,
    "last_datapoint_time": 1758247200000,
    "evaluation_time": 1758251729027,
    "expiration_time": 1764046281600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 222,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)