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Trade: SOL/USDT/120/VWAP/RMA/4831

Strategy
SOL/USDT/120/VWAP/RMA/4831
Pair
SOL_USDT
Interval
2h
Score
359697
Daily Profit
0.270102
Profit Factor
2.042762
Profitability
63.529412
Streak
0.000000
Best Strategy
Training Data Length
1858.830000
Evaluation Time
2025-09-13 16:04
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 -2703148.4317 -97376.5214 -2605771.9103 -1227282.9937 -16177408.9329 14950125.9392
Total P&L (%) -2703.1484 -97.3765 -2605.7719 -1227.283 -16177.4089 14950.1259
Avg Daily Profit (%) -1.4542 -0.0524 -1.4018 0 0 0.2701
Buy And Hold Return (%) 5003.4047 5003.4047 5003.4047 5003.4047 5003.4047 5003.4047
Max Trade Drawdown -2742985 -149641 -2647800 -24333636 -18909855 -8185008
Profit Factor 0.1437 0.6938 0.0821 0.968 0.3263 2.0428
Total Trades 171 86 85 171 86 85
Winning Trades 132 65 67 101 47 54
Losing Trades 39 21 18 70 39 31
Profitability (%) 77.193 75.5814 78.8235 59.0643 54.6512 63.5294
Ratio Avg Win / Avg Loss 0.0425 0.2241 0.0221 0.6709 0.2708 1.1727
Largest Winning Trade 25070 25070 10417 18204044 1533100 18204044
Largest Losing Trade -1770305 -61534 -1770305 -9847324 -9847324 -6869104
Avg Bars in Trades 126 125 126 126 125 126
Avg Bars in Winners 35 42 28 93 80 105
Avg Bars in Losers 432 382 491 172 180 163
Bars Traded 21572 10808 10764 21572 10808 10764
Profit Streak 43.5448 75.7948 43.5448 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 -574935 -576039 -576537 -578707 -580499 359697

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": 1598911200000,
    "last_datapoint_time": 1757764800000,
    "evaluation_time": 1757768674842,
    "expiration_time": 1763546515200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    }
}
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": [
        [
            -2703148.431741138,
            -97376.5214384612,
            -2605771.910302676,
            -1227282.9937189952,
            -16177408.932907406,
            14950125.939188404
        ],
        [
            -2703.148432,
            -97.376521,
            -2605.77191,
            -1227.282994,
            -16177.408933,
            14950.125939
        ],
        [
            -1.45422,
            -0.052386,
            -1.401834,
            0,
            0,
            0.270102
        ],
        [
            5003.404659,
            5003.404659,
            5003.404659,
            5003.404659,
            5003.404659,
            5003.404659
        ],
        [
            -2742985,
            -149641,
            -2647800,
            -24333636,
            -18909855,
            -8185008
        ],
        [
            0.143706,
            0.693794,
            0.082083,
            0.967998,
            0.326298,
            2.042762
        ],
        [
            171,
            86,
            85,
            171,
            86,
            85
        ],
        [
            132,
            65,
            67,
            101,
            47,
            54
        ],
        [
            39,
            21,
            18,
            70,
            39,
            31
        ],
        [
            77.192982,
            75.581395,
            78.823529,
            59.064327,
            54.651163,
            63.529412
        ],
        [
            0.042459,
            0.224149,
            0.022052,
            0.670889,
            0.270758,
            1.172697
        ],
        [
            25070,
            25070,
            10417,
            18204044,
            1533100,
            18204044
        ],
        [
            -1770305,
            -61534,
            -1770305,
            -9847324,
            -9847324,
            -6869104
        ],
        [
            126,
            125,
            126,
            126,
            125,
            126
        ],
        [
            35,
            42,
            28,
            93,
            80,
            105
        ],
        [
            432,
            382,
            491,
            172,
            180,
            163
        ],
        [
            21572,
            10808,
            10764,
            21572,
            10808,
            10764
        ],
        [
            43.544848,
            75.794848,
            43.544848,
            0,
            0,
            0
        ],
        [
            3,
            5,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574935,
            -576039,
            -576537,
            -578707,
            -580499,
            359697
        ]
    ]
}
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": 1598911200000,
    "last_datapoint_time": 1757764800000,
    "evaluation_time": 1757768674842,
    "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": "rma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    }
}

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)