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Trade: SOL/USDT/120/VWAP/KCL/2967

Strategy
SOL/USDT/120/VWAP/KCL/2967
Pair
SOL_USDT
Interval
2h
Score
441011
Daily Profit
0.405801
Profit Factor
1.320832
Profitability
71.717172
Streak
43.152162
Best Strategy
Training Data Length
1860.420000
Evaluation Time
2025-09-15 06:39
Expiration Time
2025-11-21 03:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -3149856.8635 40267.6813 -3190124.5448 187019324.8701 56482541.2171 130536783.653
Total P&L (%) -3149.8569 40.2677 -3190.1245 187019.3249 56482.5412 130536.7837
Avg Daily Profit (%) -1.6931 0.0216 -1.7147 0.4058 0.3413 0.3864
Buy And Hold Return (%) 7481.8979 7481.8979 7481.8979 7481.8979 7481.8979 7481.8979
Max Trade Drawdown -3252059 -23697 -3259366 -194626644 -24020912 -189429549
Profit Factor 0.157 1.5057 0.1276 1.3208 1.8798 1.2517
Total Trades 99 50 49 99 50 49
Winning Trades 71 34 37 71 35 36
Losing Trades 28 16 12 28 15 13
Profitability (%) 71.7172 68 75.5102 71.7172 70 73.4694
Ratio Avg Win / Avg Loss 0.0619 0.7086 0.0414 0.5209 0.8056 0.452
Largest Winning Trade 36687 15902 36687 233166860 15696798 233166860
Largest Losing Trade -2001952 -23697 -2001952 -184473647 -24020912 -184473647
Avg Bars in Trades 213 6 424 213 6 424
Avg Bars in Winners 86 3 161 172 4 335
Avg Bars in Losers 536 13 1233 316 11 668
Bars Traded 21127 345 20782 21127 345 20782
Profit Streak 43.1522 160.5688 0 43.1522 160.5688 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576868 -506530 -577374 441011 -166183 392087

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22325,
    "evaluation_days": 1860.42,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1597694400000,
    "last_datapoint_time": 1757901600000,
    "evaluation_time": 1757907546831,
    "expiration_time": 1763688240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 80,
            "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": [
        [
            -3149856.863473792,
            40267.681344081,
            -3190124.5448178723,
            187019324.8701078,
            56482541.21714534,
            130536783.65296245
        ],
        [
            -3149.856863,
            40.267681,
            -3190.124545,
            187019.32487,
            56482.541217,
            130536.783653
        ],
        [
            -1.693089,
            0.021644,
            -1.714734,
            0.405801,
            0.341272,
            0.386411
        ],
        [
            7481.897902,
            7481.897902,
            7481.897902,
            7481.897902,
            7481.897902,
            7481.897902
        ],
        [
            -3252059,
            -23697,
            -3259366,
            -194626644,
            -24020912,
            -189429549
        ],
        [
            0.157011,
            1.505677,
            0.127643,
            1.320832,
            1.879815,
            1.251651
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            71,
            34,
            37,
            71,
            35,
            36
        ],
        [
            28,
            16,
            12,
            28,
            15,
            13
        ],
        [
            71.717172,
            68,
            75.510204,
            71.717172,
            70,
            73.469388
        ],
        [
            0.06192,
            0.708554,
            0.041398,
            0.520891,
            0.805635,
            0.451985
        ],
        [
            36687,
            15902,
            36687,
            233166860,
            15696798,
            233166860
        ],
        [
            -2001952,
            -23697,
            -2001952,
            -184473647,
            -24020912,
            -184473647
        ],
        [
            213,
            6,
            424,
            213,
            6,
            424
        ],
        [
            86,
            3,
            161,
            172,
            4,
            335
        ],
        [
            536,
            13,
            1233,
            316,
            11,
            668
        ],
        [
            21127,
            345,
            20782,
            21127,
            345,
            20782
        ],
        [
            43.152162,
            160.568829,
            0,
            43.152162,
            160.568829,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576868,
            -506530,
            -577374,
            441011,
            -166183,
            392087
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22325,
    "evaluation_days": 1860.42,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1597694400000,
    "last_datapoint_time": 1757901600000,
    "evaluation_time": 1757907546831,
    "expiration_time": 1763688240000,
    "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": 80,
            "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)