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Trade: SOL/USDT/120/VWAP/KCL/5583

Strategy
SOL/USDT/120/VWAP/KCL/5583
Pair
SOL_USDT
Interval
2h
Score
444531
Daily Profit
0.370934
Profit Factor
1.742207
Profitability
69.827586
Streak
0.000000
Best Strategy
Training Data Length
1863.500000
Evaluation Time
2025-09-18 08:27
Expiration Time
2025-11-24 08:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2687413.2958 32241.0493 -2719654.3451 3774704.5763 -95308847.7281 99083552.3045
Total P&L (%) -2687.4133 32.241 -2719.6543 3774.7046 -95308.8477 99083.5523
Avg Daily Profit (%) -1.4421 0.0173 -1.4594 0.1964 0 0.3709
Buy And Hold Return (%) 7731.6987 7731.6987 7731.6987 7731.6987 7731.6987 7731.6987
Max Trade Drawdown -2888026 -101588 -2849089 -175758660 -113055165 -85156655
Profit Factor 0.232 1.1421 0.1689 1.0125 0.4311 1.7422
Total Trades 233 117 116 233 117 116
Winning Trades 176 83 93 156 75 81
Losing Trades 57 34 23 77 42 35
Profitability (%) 75.5365 70.9402 80.1724 66.9528 64.1026 69.8276
Ratio Avg Win / Avg Loss 0.0751 0.4679 0.0418 0.4998 0.2414 0.7528
Largest Winning Trade 17172 16864 17172 40111872 10861021 40111872
Largest Losing Trade -1806372 -54981 -1806372 -88661841 -88661841 -84407594
Avg Bars in Trades 92 21 163 92 21 163
Avg Bars in Winners 37 12 59 64 14 111
Avg Bars in Losers 261 43 584 148 34 284
Bars Traded 21517 2554 18963 21517 2554 18963
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576248 -398338 -576840 -362754 -578915 444531

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22362,
    "evaluation_days": 1863.5,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1598191200000,
    "last_datapoint_time": 1758168000000,
    "evaluation_time": 1758173244720,
    "expiration_time": 1763964230400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 149,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            -2687413.2957695667,
            32241.0493347526,
            -2719654.3451043204,
            3774704.5763434567,
            -95308847.72811456,
            99083552.30445807
        ],
        [
            -2687.413296,
            32.241049,
            -2719.654345,
            3774.704576,
            -95308.847728,
            99083.552304
        ],
        [
            -1.442132,
            0.017301,
            -1.459434,
            0.196439,
            0,
            0.370934
        ],
        [
            7731.698668,
            7731.698668,
            7731.698668,
            7731.698668,
            7731.698668,
            7731.698668
        ],
        [
            -2888026,
            -101588,
            -2849089,
            -175758660,
            -113055165,
            -85156655
        ],
        [
            0.231969,
            1.142132,
            0.168875,
            1.012539,
            0.431123,
            1.742207
        ],
        [
            233,
            117,
            116,
            233,
            117,
            116
        ],
        [
            176,
            83,
            93,
            156,
            75,
            81
        ],
        [
            57,
            34,
            23,
            77,
            42,
            35
        ],
        [
            75.536481,
            70.940171,
            80.172414,
            66.95279,
            64.102564,
            69.827586
        ],
        [
            0.075126,
            0.467861,
            0.041765,
            0.499779,
            0.241429,
            0.752805
        ],
        [
            17172,
            16864,
            17172,
            40111872,
            10861021,
            40111872
        ],
        [
            -1806372,
            -54981,
            -1806372,
            -88661841,
            -88661841,
            -84407594
        ],
        [
            92,
            21,
            163,
            92,
            21,
            163
        ],
        [
            37,
            12,
            59,
            64,
            14,
            111
        ],
        [
            261,
            43,
            584,
            148,
            34,
            284
        ],
        [
            21517,
            2554,
            18963,
            21517,
            2554,
            18963
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576248,
            -398338,
            -576840,
            -362754,
            -578915,
            444531
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22362,
    "evaluation_days": 1863.5,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1598191200000,
    "last_datapoint_time": 1758168000000,
    "evaluation_time": 1758173244720,
    "expiration_time": 1763964230400,
    "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": 149,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)