← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: SOL/USDT/120/WMA/VWAP/8972

Strategy
SOL/USDT/120/WMA/VWAP/8972
Pair
SOL_USDT
Interval
2h
Score
360383
Daily Profit
0.270204
Profit Factor
2.056999
Profitability
52.898551
Streak
28.742745
Best Strategy
Training Data Length
1862.420000
Evaluation Time
2025-09-17 06:49
Expiration Time
2025-11-23 05:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1312119.7242 100933.1495 -1413052.8737 83110.3008 15125449.6352 -15042339.3344
Total P&L (%) -1312.1197 100.9332 -1413.0529 83.1103 15125.4496 -15042.3393
Avg Daily Profit (%) -0.7045 0.0542 -0.7587 0.0325 0.2702 0
Buy And Hold Return (%) 5350.4724 5350.4724 5350.4724 5350.4724 5350.4724 5350.4724
Max Trade Drawdown -1446091 -126883 -1495407 -26193566 -4766825 -24700225
Profit Factor 0.4294 1.2328 0.2428 1.0016 2.057 0.6158
Total Trades 275 138 137 275 138 137
Winning Trades 176 88 88 142 73 69
Losing Trades 99 50 49 133 65 68
Profitability (%) 64 63.7681 64.2336 51.6364 52.8986 50.365
Ratio Avg Win / Avg Loss 0.2415 0.7005 0.1352 0.9381 1.8316 0.6069
Largest Winning Trade 37912 37912 30697 7812907 7812907 5507419
Largest Losing Trade -805889 -60546 -805889 -20889791 -3607362 -20889791
Avg Bars in Trades 78 77 80 78 77 80
Avg Bars in Winners 35 38 32 78 86 70
Avg Bars in Losers 156 145 167 79 66 91
Bars Traded 21712 10630 11082 21712 10630 11082
Profit Streak 28.7427 28.7427 29.5761 28.7427 28.7427 29.5761
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576517 -286180 -578583 -533096 360383 -580381

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22349,
    "evaluation_days": 1862.42,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1598889600000,
    "last_datapoint_time": 1758074400000,
    "evaluation_time": 1758080973188,
    "expiration_time": 1763867260800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 11,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 245
        }
    }
}
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": [
        [
            -1312119.7242197772,
            100933.1495064542,
            -1413052.8737262313,
            83110.3007934755,
            15125449.635219613,
            -15042339.334426135
        ],
        [
            -1312.119724,
            100.93315,
            -1413.052874,
            83.110301,
            15125.449635,
            -15042.339334
        ],
        [
            -0.704524,
            0.054195,
            -0.758719,
            0.032486,
            0.270204,
            0
        ],
        [
            5350.47241,
            5350.47241,
            5350.47241,
            5350.47241,
            5350.47241,
            5350.47241
        ],
        [
            -1446091,
            -126883,
            -1495407,
            -26193566,
            -4766825,
            -24700225
        ],
        [
            0.429405,
            1.232829,
            0.242759,
            1.001554,
            2.056999,
            0.615844
        ],
        [
            275,
            138,
            137,
            275,
            138,
            137
        ],
        [
            176,
            88,
            88,
            142,
            73,
            69
        ],
        [
            99,
            50,
            49,
            133,
            65,
            68
        ],
        [
            64,
            63.768116,
            64.233577,
            51.636364,
            52.898551,
            50.364964
        ],
        [
            0.24154,
            0.700471,
            0.135173,
            0.938076,
            1.831574,
            0.606918
        ],
        [
            37912,
            37912,
            30697,
            7812907,
            7812907,
            5507419
        ],
        [
            -805889,
            -60546,
            -805889,
            -20889791,
            -3607362,
            -20889791
        ],
        [
            78,
            77,
            80,
            78,
            77,
            80
        ],
        [
            35,
            38,
            32,
            78,
            86,
            70
        ],
        [
            156,
            145,
            167,
            79,
            66,
            91
        ],
        [
            21712,
            10630,
            11082,
            21712,
            10630,
            11082
        ],
        [
            28.742745,
            28.742745,
            29.576078,
            28.742745,
            28.742745,
            29.576079
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576517,
            -286180,
            -578583,
            -533096,
            360383,
            -580381
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22349,
    "evaluation_days": 1862.42,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1598889600000,
    "last_datapoint_time": 1758074400000,
    "evaluation_time": 1758080973188,
    "expiration_time": 1763867260800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 11,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 245
        }
    }
}

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)