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Trade: SOL/USDT/120/VWMA/RMA/7263

Strategy
SOL/USDT/120/VWMA/RMA/7263
Pair
SOL_USDT
Interval
2h
Score
431210
Daily Profit
0.285593
Profit Factor
2.313791
Profitability
57.142857
Streak
220.202164
Best Strategy
Training Data Length
1856.500000
Evaluation Time
2025-09-11 07:51
Expiration Time
2025-11-17 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1776695.9235 64463.5208 -1841159.4443 -3148690.4583 -22971959.9517 19823269.4933
Total P&L (%) -1776.6959 64.4635 -1841.1594 -3148.6905 -22971.96 19823.2695
Avg Daily Profit (%) -0.957 0.0347 -0.9917 0 0 0.2856
Buy And Hold Return (%) 6550 6550 6550 6550 6550 6550
Max Trade Drawdown -1855525 -156985 -1873429 -31117027 -26460932 -7829322
Profit Factor 0.2324 1.2892 0.1198 0.9295 0.2231 2.3138
Total Trades 71 36 35 71 36 35
Winning Trades 47 23 24 34 14 20
Losing Trades 24 13 11 37 22 15
Profitability (%) 66.1972 63.8889 68.5714 47.8873 38.8889 57.1429
Ratio Avg Win / Avg Loss 0.1187 0.7287 0.0549 1.0115 0.3506 1.7353
Largest Winning Trade 61693 61693 23900 19265927 2752268 19265927
Largest Losing Trade -1133885 -59407 -1133885 -10815484 -10815484 -5923402
Avg Bars in Trades 303 294 313 303 294 313
Avg Bars in Winners 138 166 111 262 230 284
Avg Bars in Losers 628 521 754 342 335 351
Bars Traded 21579 10609 10970 21579 10609 10970
Profit Streak 37.5355 69.6188 0 0 0 220.2022
Trades During Streak 1 1 0 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -669133 -311579 -578380 -671210 -585101 431210

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22278,
    "evaluation_days": 1856.5,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1598558400000,
    "last_datapoint_time": 1757563200000,
    "evaluation_time": 1757566266950,
    "expiration_time": 1763337657600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 200,
            "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": [
        [
            -1776695.923488815,
            64463.5208114552,
            -1841159.4443002702,
            -3148690.458322724,
            -22971959.95165581,
            19823269.493333098
        ],
        [
            -1776.695923,
            64.463521,
            -1841.159444,
            -3148.690458,
            -22971.959952,
            19823.269493
        ],
        [
            -0.957014,
            0.034723,
            -0.991737,
            0,
            0,
            0.285593
        ],
        [
            6550,
            6550,
            6550,
            6550,
            6550,
            6550
        ],
        [
            -1855525,
            -156985,
            -1873429,
            -31117027,
            -26460932,
            -7829322
        ],
        [
            0.232379,
            1.289204,
            0.119757,
            0.929491,
            0.223083,
            2.313791
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            47,
            23,
            24,
            34,
            14,
            20
        ],
        [
            24,
            13,
            11,
            37,
            22,
            15
        ],
        [
            66.197183,
            63.888889,
            68.571429,
            47.887324,
            38.888889,
            57.142857
        ],
        [
            0.118662,
            0.728681,
            0.054889,
            1.011505,
            0.350559,
            1.735343
        ],
        [
            61693,
            61693,
            23900,
            19265927,
            2752268,
            19265927
        ],
        [
            -1133885,
            -59407,
            -1133885,
            -10815484,
            -10815484,
            -5923402
        ],
        [
            303,
            294,
            313,
            303,
            294,
            313
        ],
        [
            138,
            166,
            111,
            262,
            230,
            284
        ],
        [
            628,
            521,
            754,
            342,
            335,
            351
        ],
        [
            21579,
            10609,
            10970,
            21579,
            10609,
            10970
        ],
        [
            37.535497,
            69.61883,
            0,
            0,
            0,
            220.202164
        ],
        [
            1,
            1,
            0,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -669133,
            -311579,
            -578380,
            -671210,
            -585101,
            431210
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22278,
    "evaluation_days": 1856.5,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1598558400000,
    "last_datapoint_time": 1757563200000,
    "evaluation_time": 1757566266950,
    "expiration_time": 1763337657600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 200,
            "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)