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Trade: SOL/USDT/120/VWMA/JMA/5432

Strategy
SOL/USDT/120/VWMA/JMA/5432
Pair
SOL_USDT
Interval
2h
Score
390814
Daily Profit
0.294799
Profit Factor
1.489941
Profitability
48.828125
Streak
16.075853
Best Strategy
Training Data Length
1853.750000
Evaluation Time
2025-09-08 14:49
Expiration Time
2025-11-14 05:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 976863.821 917065.0199 59798.8012 23334486.9156 22921090.6537 413396.2618
Total P&L (%) 976.8638 917.065 59.7988 23334.4869 22921.0907 413.3963
Avg Daily Profit (%) 0.527 0.4947 0.0323 0.2948 0.2938 0.0883
Buy And Hold Return (%) 6895.4615 6895.4615 6895.4615 6895.4615 6895.4615 6895.4615
Max Trade Drawdown -90626 -105637 -127735 -8262792 -4343085 -6649498
Profit Factor 2.0526 2.9532 1.1304 1.4899 1.9773 1.0171
Total Trades 256 128 128 256 128 128
Winning Trades 125 65 60 125 65 60
Losing Trades 131 63 68 131 63 68
Profitability (%) 48.8281 50.7813 46.875 48.8281 50.7813 46.875
Ratio Avg Win / Avg Loss 2.1512 2.8624 1.2811 1.5615 1.9165 1.1527
Largest Winning Trade 135320 135320 49684 5825380 5825380 4632329
Largest Losing Trade -34930 -26106 -34930 -2635790 -2474248 -2635790
Avg Bars in Trades 86 88 83 86 88 83
Avg Bars in Winners 115 116 113 115 116 113
Avg Bars in Losers 58 59 57 58 59 57
Bars Traded 22029 11291 10738 22029 11291 10738
Profit Streak 16.0759 19.9925 16.0759 16.0759 19.9925 16.0759
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -148621 -148629 -392999 390814 386094 -442946

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22245,
    "evaluation_days": 1853.75,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1597982400000,
    "last_datapoint_time": 1757325600000,
    "evaluation_time": 1757332153700,
    "expiration_time": 1763091504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 120,
            "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": [
        [
            976863.8210333388,
            917065.0198794743,
            59798.8011538648,
            23334486.915572353,
            22921090.653724525,
            413396.2618478365
        ],
        [
            976.863821,
            917.06502,
            59.798801,
            23334.486916,
            22921.090654,
            413.396262
        ],
        [
            0.526966,
            0.494708,
            0.032258,
            0.294799,
            0.293836,
            0.088286
        ],
        [
            6895.461521,
            6895.461521,
            6895.461521,
            6895.461521,
            6895.461521,
            6895.461521
        ],
        [
            -90626,
            -105637,
            -127735,
            -8262792,
            -4343085,
            -6649498
        ],
        [
            2.052624,
            2.953223,
            1.130419,
            1.489941,
            1.977348,
            1.0171
        ],
        [
            256,
            128,
            128,
            256,
            128,
            128
        ],
        [
            125,
            65,
            60,
            125,
            65,
            60
        ],
        [
            131,
            63,
            68,
            131,
            63,
            68
        ],
        [
            48.828125,
            50.78125,
            46.875,
            48.828125,
            50.78125,
            46.875
        ],
        [
            2.15115,
            2.862355,
            1.281141,
            1.561458,
            1.916506,
            1.152714
        ],
        [
            135320,
            135320,
            49684,
            5825380,
            5825380,
            4632329
        ],
        [
            -34930,
            -26106,
            -34930,
            -2635790,
            -2474248,
            -2635790
        ],
        [
            86,
            88,
            83,
            86,
            88,
            83
        ],
        [
            115,
            116,
            113,
            115,
            116,
            113
        ],
        [
            58,
            59,
            57,
            58,
            59,
            57
        ],
        [
            22029,
            11291,
            10738,
            22029,
            11291,
            10738
        ],
        [
            16.075853,
            19.99252,
            16.075853,
            16.075853,
            19.99252,
            16.075853
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -148621,
            -148629,
            -392999,
            390814,
            386094,
            -442946
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22245,
    "evaluation_days": 1853.75,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1597982400000,
    "last_datapoint_time": 1757325600000,
    "evaluation_time": 1757332153700,
    "expiration_time": 1763091504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 120,
            "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)