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Trade: SOL/USDT/120/VWAP/KCL/5126

Strategy

SOL/USDT/120/VWAP/KCL/5126

Pair

SOL_USDT

Interval

2h

Score

376887

Daily Profit

0.353317

Profit Factor

1.288768

Profitability

71.764706

Streak

0.000000

Best Strategy

Cumulative Short

Training Data Length

1858.830000

Evaluation Time

2025-09-13 17:01

Expiration Time

2025-11-19 12:01

Stats

Stats
Metric	Static Long & Short	Static Long	Static Short	Cumulative Long & Short	Cumulative Long	Cumulative Short
Total P&L	-2733374.8841	39935.6914	-2773310.5754	5971127.4538	-64273357.527	70244484.9809
Total P&L (%)	-2733.3749	39.9357	-2773.3106	5971.1275	-64273.3575	70244.485
Avg Daily Profit (%)	-1.4705	0.0215	-1.492	0.2211	0	0.3533
Buy And Hold Return (%)	7869.2635	7869.2635	7869.2635	7869.2635	7869.2635	7869.2635
Max Trade Drawdown	-2913915	-77531	-2884487	-172838023	-73212781	-159798748
Profit Factor	0.2167	1.2481	0.1668	1.0165	0.4551	1.2888
Total Trades	171	86	85	171	86	85
Winning Trades	128	63	65	120	59	61
Losing Trades	43	23	20	51	27	24
Profitability (%)	74.8538	73.2558	76.4706	70.1754	68.6047	71.7647
Ratio Avg Win / Avg Loss	0.0728	0.4557	0.0513	0.432	0.2083	0.5071
Largest Winning Trade	23510	20046	23510	60304873	5914615	60304873
Largest Losing Trade	-1867378	-36986	-1867378	-157553507	-52856690	-157553507
Avg Bars in Trades	125	13	239	125	13	239
Avg Bars in Winners	57	7	106	92	9	172
Avg Bars in Losers	327	28	671	205	22	410
Bars Traded	21503	1153	20350	21503	1153	20350
Profit Streak	41.8344	196.7511	0	41.8344	196.7511	0
Trades During Streak	1	8	0	1	8	0
Trades Multiplier	0.8	1.45	1.45	0.8	1.45	1.45
score	-576110	-327102	-577395	-357507	-576644	376887

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22306,
    "evaluation_days": 1858.83,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1598018400000,
    "last_datapoint_time": 1757764800000,
    "evaluation_time": 1757772093894,
    "expiration_time": 1763546515200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 125,
            "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": [
        [
            -2733374.8840632965,
            39935.691371521,
            -2773310.5754348156,
            5971127.453824674,
            -64273357.52702826,
            70244484.98085292
        ],
        [
            -2733.374884,
            39.935691,
            -2773.310575,
            5971.127454,
            -64273.357527,
            70244.484981
        ],
        [
            -1.470481,
            0.021484,
            -1.491966,
            0.221143,
            0,
            0.353317
        ],
        [
            7869.263451,
            7869.263451,
            7869.263451,
            7869.263451,
            7869.263451,
            7869.263451
        ],
        [
            -2913915,
            -77531,
            -2884487,
            -172838023,
            -73212781,
            -159798748
        ],
        [
            0.216679,
            1.248093,
            0.166799,
            1.016531,
            0.455072,
            1.288768
        ],
        [
            171,
            86,
            85,
            171,
            86,
            85
        ],
        [
            128,
            63,
            65,
            120,
            59,
            61
        ],
        [
            43,
            23,
            20,
            51,
            27,
            24
        ],
        [
            74.853801,
            73.255814,
            76.470588,
            70.175439,
            68.604651,
            71.764706
        ],
        [
            0.072791,
            0.455653,
            0.051323,
            0.432026,
            0.208253,
            0.507056
        ],
        [
            23510,
            20046,
            23510,
            60304873,
            5914615,
            60304873
        ],
        [
            -1867378,
            -36986,
            -1867378,
            -157553507,
            -52856690,
            -157553507
        ],
        [
            125,
            13,
            239,
            125,
            13,
            239
        ],
        [
            57,
            7,
            106,
            92,
            9,
            172
        ],
        [
            327,
            28,
            671,
            205,
            22,
            410
        ],
        [
            21503,
            1153,
            20350,
            21503,
            1153,
            20350
        ],
        [
            41.83442,
            196.751087,
            0,
            41.83442,
            196.751087,
            0
        ],
        [
            1,
            8,
            0,
            1,
            8,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576110,
            -327102,
            -577395,
            -357507,
            -576644,
            376887
        ]
    ]
}

Raw JSON (Evaluation Data)

{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22306,
    "evaluation_days": 1858.83,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1598018400000,
    "last_datapoint_time": 1757764800000,
    "evaluation_time": 1757772093894,
    "expiration_time": 1763546515200,
    "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": 125,
            "offset": 0,
            "scalar": 5
        }
    }
}

Visualization

Equity: Show trade links

Comission % per trade Default 0.1% (applied once per trade) Strategy mode Default Flip immediately Capital 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)