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Trade: SOL/USDT/120/VWMA/T3/9090

Strategy
SOL/USDT/120/VWMA/T3/9090
Pair
SOL_USDT
Interval
2h
Score
358850
Daily Profit
0.265794
Profit Factor
2.072888
Profitability
50.000000
Streak
223.803240
Best Strategy
Training Data Length
1860.170000
Evaluation Time
2025-09-15 00:16
Expiration Time
2025-11-20 21:11

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1651513.124 37384.5235 -1688897.6475 -2211564.0317 -16056051.185 13844487.1533
Total P&L (%) -1651.5131 37.3845 -1688.8976 -2211.564 -16056.0512 13844.4872
Avg Daily Profit (%) -0.8878 0.0201 -0.9079 0 0 0.2658
Buy And Hold Return (%) 5437.2242 5437.2242 5437.2242 5437.2242 5437.2242 5437.2242
Max Trade Drawdown -1718160 -157666 -1719971 -23126243 -17723115 -7949909
Profit Factor 0.2078 1.1824 0.1015 0.9333 0.2067 2.0729
Total Trades 65 33 32 65 33 32
Winning Trades 43 23 20 26 10 16
Losing Trades 22 10 12 39 23 16
Profitability (%) 66.1538 69.697 62.5 40 30.303 50
Ratio Avg Win / Avg Loss 0.1063 0.5141 0.0609 1.3999 0.4754 2.0729
Largest Winning Trade 77195 77195 18585 16395042 2306012 16395042
Largest Losing Trade -978753 -58931 -978753 -8277760 -8277760 -7431614
Avg Bars in Trades 331 328 335 331 328 335
Avg Bars in Winners 147 183 107 271 210 310
Avg Bars in Losers 690 661 715 371 379 360
Bars Traded 21553 10830 10723 21553 10830 10723
Profit Streak 41.1366 148.2199 0 0 0 223.8032
Trades During Streak 1 2 0 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -714134 -349845 -579190 -719277 -588462 358850

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22322,
    "evaluation_days": 1860.17,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1598882400000,
    "last_datapoint_time": 1757880000000,
    "evaluation_time": 1757884599926,
    "expiration_time": 1763665862400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 44,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 245,
            "offset": 0,
            "a": 0.08206
        }
    }
}
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": [
        [
            -1651513.1240044502,
            37384.5234844548,
            -1688897.6474889044,
            -2211564.031657897,
            -16056051.184949975,
            13844487.15329209
        ],
        [
            -1651.513124,
            37.384523,
            -1688.897647,
            -2211.564032,
            -16056.051185,
            13844.487153
        ],
        [
            -0.887829,
            0.020097,
            -0.907927,
            0,
            0,
            0.265794
        ],
        [
            5437.22417,
            5437.22417,
            5437.22417,
            5437.22417,
            5437.22417,
            5437.22417
        ],
        [
            -1718160,
            -157666,
            -1719971,
            -23126243,
            -17723115,
            -7949909
        ],
        [
            0.207795,
            1.182405,
            0.101531,
            0.933274,
            0.206716,
            2.072888
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            43,
            23,
            20,
            26,
            10,
            16
        ],
        [
            22,
            10,
            12,
            39,
            23,
            16
        ],
        [
            66.153846,
            69.69697,
            62.5,
            40,
            30.30303,
            50
        ],
        [
            0.106314,
            0.514089,
            0.060919,
            1.399911,
            0.475446,
            2.072888
        ],
        [
            77195,
            77195,
            18585,
            16395042,
            2306012,
            16395042
        ],
        [
            -978753,
            -58931,
            -978753,
            -8277760,
            -8277760,
            -7431614
        ],
        [
            331,
            328,
            335,
            331,
            328,
            335
        ],
        [
            147,
            183,
            107,
            271,
            210,
            310
        ],
        [
            690,
            661,
            715,
            371,
            379,
            360
        ],
        [
            21553,
            10830,
            10723,
            21553,
            10830,
            10723
        ],
        [
            41.136573,
            148.219906,
            0,
            0,
            0,
            223.80324
        ],
        [
            1,
            2,
            0,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -714134,
            -349845,
            -579190,
            -719277,
            -588462,
            358850
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22322,
    "evaluation_days": 1860.17,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1598882400000,
    "last_datapoint_time": 1757880000000,
    "evaluation_time": 1757884599926,
    "expiration_time": 1763665862400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 44,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 245,
            "offset": 0,
            "a": 0.08206
        }
    }
}

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)