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Trade: SOL/USDT/120/VWAP/KCL/5536

Strategy
SOL/USDT/120/VWAP/KCL/5536
Pair
SOL_USDT
Interval
2h
Score
486143
Daily Profit
0.391707
Profit Factor
2.048911
Profitability
59.689922
Streak
0.000000
Best Strategy
Training Data Length
1854.500000
Evaluation Time
2025-09-09 07:21
Expiration Time
2025-11-15 00:17

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2990843.4251 39592.2227 -3030435.6478 -7111573.8088 -147824689.6033 140713115.7945
Total P&L (%) -2990.8434 39.5922 -3030.4356 -7111.5738 -147824.6896 140713.1158
Avg Daily Profit (%) -1.6127 0.0213 -1.6341 0 0 0.3917
Buy And Hold Return (%) 4568.2748 4568.2748 4568.2748 4568.2748 4568.2748 4568.2748
Max Trade Drawdown -3200377 -109882 -3143471 -215460511 -180386387 -68626273
Profit Factor 0.216 1.1354 0.1397 0.9822 0.441 2.0489
Total Trades 259 130 129 259 130 129
Winning Trades 202 95 107 151 74 77
Losing Trades 57 35 22 108 56 52
Profitability (%) 77.9923 73.0769 82.9457 58.3012 56.9231 59.6899
Ratio Avg Win / Avg Loss 0.061 0.4183 0.0287 0.7025 0.3337 1.3837
Largest Winning Trade 26504 26504 21298 67516959 10258533 67516959
Largest Losing Trade -2175699 -61806 -2175699 -123051701 -123051701 -46023818
Avg Bars in Trades 83 43 123 83 43 123
Avg Bars in Winners 28 19 37 71 30 109
Avg Bars in Losers 275 108 542 100 59 143
Bars Traded 21548 5608 15940 21548 5608 15940
Profit Streak 38.2651 81.1817 38.2651 0 0 0
Trades During Streak 3 5 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574362 -399167 -575991 -578346 -580089 486143

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22254,
    "evaluation_days": 1854.5,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1598918400000,
    "last_datapoint_time": 1757390400000,
    "evaluation_time": 1757391700346,
    "expiration_time": 1763158636800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 250,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            -2990843.425081134,
            39592.2227191303,
            -3030435.6478002644,
            -7111573.808755514,
            -147824689.6032899,
            140713115.7945344
        ],
        [
            -2990.843425,
            39.592223,
            -3030.435648,
            -7111.573809,
            -147824.689603,
            140713.115795
        ],
        [
            -1.612749,
            0.021349,
            -1.634098,
            0,
            0,
            0.391707
        ],
        [
            4568.274768,
            4568.274768,
            4568.274768,
            4568.274768,
            4568.274768,
            4568.274768
        ],
        [
            -3200377,
            -109882,
            -3143471,
            -215460511,
            -180386387,
            -68626273
        ],
        [
            0.216011,
            1.135367,
            0.139674,
            0.982159,
            0.441014,
            2.048911
        ],
        [
            259,
            130,
            129,
            259,
            130,
            129
        ],
        [
            202,
            95,
            107,
            151,
            74,
            77
        ],
        [
            57,
            35,
            22,
            108,
            56,
            52
        ],
        [
            77.992278,
            73.076923,
            82.945736,
            58.301158,
            56.923077,
            59.689922
        ],
        [
            0.060954,
            0.418293,
            0.028718,
            0.702471,
            0.333741,
            1.38368
        ],
        [
            26504,
            26504,
            21298,
            67516959,
            10258533,
            67516959
        ],
        [
            -2175699,
            -61806,
            -2175699,
            -123051701,
            -123051701,
            -46023818
        ],
        [
            83,
            43,
            123,
            83,
            43,
            123
        ],
        [
            28,
            19,
            37,
            71,
            30,
            109
        ],
        [
            275,
            108,
            542,
            100,
            59,
            143
        ],
        [
            21548,
            5608,
            15940,
            21548,
            5608,
            15940
        ],
        [
            38.26505,
            81.181717,
            38.26505,
            0,
            0,
            0
        ],
        [
            3,
            5,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574362,
            -399167,
            -575991,
            -578346,
            -580089,
            486143
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22254,
    "evaluation_days": 1854.5,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1598918400000,
    "last_datapoint_time": 1757390400000,
    "evaluation_time": 1757391700346,
    "expiration_time": 1763158636800,
    "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": 250,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)