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Trade: SOL/USDT/120/VWAP/KCL/7491

Strategy
SOL/USDT/120/VWAP/KCL/7491
Pair
SOL_USDT
Interval
2h
Score
456213
Daily Profit
0.356099
Profit Factor
1.631802
Profitability
73.333333
Streak
0.000000
Best Strategy
Training Data Length
1858.920000
Evaluation Time
2025-09-13 17:53
Expiration Time
2025-11-19 14:06

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2487290.2252 21794.0437 -2509084.2689 3447891.5215 -70540196.0855 73988087.607
Total P&L (%) -2487.2902 21.794 -2509.0843 3447.8915 -70540.1961 73988.0876
Avg Daily Profit (%) -1.338 0.0117 -1.3498 0.1922 0 0.3561
Buy And Hold Return (%) 7246.4772 7246.4772 7246.4772 7246.4772 7246.4772 7246.4772
Max Trade Drawdown -2643234 -95596 -2611105 -119848264 -76836746 -67007846
Profit Factor 0.2291 1.112 0.1724 1.0148 0.3903 1.6318
Total Trades 181 91 90 181 91 90
Winning Trades 136 63 73 124 58 66
Losing Trades 45 28 17 57 33 24
Profitability (%) 75.1381 69.2308 81.1111 68.5083 63.7363 73.3333
Ratio Avg Win / Avg Loss 0.0758 0.4942 0.0402 0.4665 0.2221 0.5934
Largest Winning Trade 21825 16174 21825 37951574 8402242 37951574
Largest Losing Trade -1581140 -47013 -1581140 -65660503 -52256326 -65660503
Avg Bars in Trades 118 18 220 118 18 220
Avg Bars in Winners 51 8 87 89 11 157
Avg Bars in Losers 322 38 790 183 29 394
Bars Traded 21506 1656 19850 21506 1656 19850
Profit Streak 41.8703 82.2869 0 41.8703 82.2869 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576020 -438629 -576816 -359812 -578194 456213

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22307,
    "evaluation_days": 1858.92,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1598227200000,
    "last_datapoint_time": 1757772000000,
    "evaluation_time": 1757775192242,
    "expiration_time": 1763553974400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 154,
            "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": [
        [
            -2487290.2252051,
            21794.0437395496,
            -2509084.268944649,
            3447891.5214808295,
            -70540196.08553316,
            73988087.60701396
        ],
        [
            -2487.290225,
            21.794044,
            -2509.084269,
            3447.891521,
            -70540.196086,
            73988.087607
        ],
        [
            -1.33803,
            0.011724,
            -1.349754,
            0.192174,
            0,
            0.356099
        ],
        [
            7246.477151,
            7246.477151,
            7246.477151,
            7246.477151,
            7246.477151,
            7246.477151
        ],
        [
            -2643234,
            -95596,
            -2611105,
            -119848264,
            -76836746,
            -67007846
        ],
        [
            0.229103,
            1.112019,
            0.172448,
            1.01481,
            0.390316,
            1.631802
        ],
        [
            181,
            91,
            90,
            181,
            91,
            90
        ],
        [
            136,
            63,
            73,
            124,
            58,
            66
        ],
        [
            45,
            28,
            17,
            57,
            33,
            24
        ],
        [
            75.138122,
            69.230769,
            81.111111,
            68.508287,
            63.736264,
            73.333333
        ],
        [
            0.075806,
            0.494231,
            0.040159,
            0.466485,
            0.222076,
            0.593382
        ],
        [
            21825,
            16174,
            21825,
            37951574,
            8402242,
            37951574
        ],
        [
            -1581140,
            -47013,
            -1581140,
            -65660503,
            -52256326,
            -65660503
        ],
        [
            118,
            18,
            220,
            118,
            18,
            220
        ],
        [
            51,
            8,
            87,
            89,
            11,
            157
        ],
        [
            322,
            38,
            790,
            183,
            29,
            394
        ],
        [
            21506,
            1656,
            19850,
            21506,
            1656,
            19850
        ],
        [
            41.87028,
            82.286947,
            0,
            41.870281,
            82.286947,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576020,
            -438629,
            -576816,
            -359812,
            -578194,
            456213
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22307,
    "evaluation_days": 1858.92,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1598227200000,
    "last_datapoint_time": 1757772000000,
    "evaluation_time": 1757775192242,
    "expiration_time": 1763553974400,
    "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": 154,
            "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)