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Trade: SOL/USDT/15/LINREG/VWMA/8644

Strategy
SOL/USDT/15/LINREG/VWMA/8644
Pair
SOL_USDT
Interval
15m
Score
301501
Daily Profit
0.350688
Profit Factor
1.341926
Profitability
64.705882
Streak
13.207139
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-12 02:43
Expiration Time
2025-11-26 01:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 91326.0423 62223.0085 29103.0339 85151.3506 72109.7747 13041.576
Total P&L (%) 91.326 62.223 29.103 85.1514 72.1098 13.0416
Avg Daily Profit (%) 0.3507 0.2389 0.1118 0.2368 0.2087 0.0471
Buy And Hold Return (%) 22.7368 22.7368 22.7368 22.7368 22.7368 22.7368
Max Trade Drawdown -40205 -47200 -36964 -48269 -51496 -47546
Profit Factor 1.3419 1.5303 1.1943 1.257 1.524 1.0673
Total Trades 170 85 85 170 85 85
Winning Trades 110 55 55 110 55 55
Losing Trades 60 30 30 60 30 30
Profitability (%) 64.7059 64.7059 64.7059 64.7059 64.7059 64.7059
Ratio Avg Win / Avg Loss 0.732 0.8347 0.6515 0.6856 0.8313 0.5822
Largest Winning Trade 15115 15115 14644 17903 17903 14323
Largest Losing Trade -36964 -18504 -36964 -47546 -19336 -47546
Avg Bars in Trades 143 147 138 143 147 138
Avg Bars in Winners 103 111 95 103 111 95
Avg Bars in Losers 215 214 216 215 214 216
Bars Traded 24310 12574 11736 24310 12574 11736
Profit Streak 13.2071 38.9571 13.2071 13.2071 38.9571 13.2071
Trades During Streak 5 11 2 5 11 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301501 237782 -129345 239092 241018 -442400

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735134300000,
    "first_datapoint_time": 1735321500000,
    "last_datapoint_time": 1757633400000,
    "evaluation_time": 1757634196836,
    "expiration_time": 1764113400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 134,
            "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": [
        [
            91326.04233064,
            62223.0084734017,
            29103.0338572385,
            85151.3506345689,
            72109.7746760912,
            13041.5759584776
        ],
        [
            91.326042,
            62.223008,
            29.103034,
            85.151351,
            72.109775,
            13.041576
        ],
        [
            0.350688,
            0.238933,
            0.111754,
            0.236822,
            0.208712,
            0.047083
        ],
        [
            22.736797,
            22.736797,
            22.736797,
            22.736797,
            22.736797,
            22.736797
        ],
        [
            -40205,
            -47200,
            -36964,
            -48269,
            -51496,
            -47546
        ],
        [
            1.341926,
            1.530279,
            1.194341,
            1.257006,
            1.524004,
            1.067326
        ],
        [
            170,
            85,
            85,
            170,
            85,
            85
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            64.705882,
            64.705882,
            64.705882,
            64.705882,
            64.705882,
            64.705882
        ],
        [
            0.73196,
            0.834698,
            0.651458,
            0.685639,
            0.831275,
            0.582178
        ],
        [
            15115,
            15115,
            14644,
            17903,
            17903,
            14323
        ],
        [
            -36964,
            -18504,
            -36964,
            -47546,
            -19336,
            -47546
        ],
        [
            143,
            147,
            138,
            143,
            147,
            138
        ],
        [
            103,
            111,
            95,
            103,
            111,
            95
        ],
        [
            215,
            214,
            216,
            215,
            214,
            216
        ],
        [
            24310,
            12574,
            11736,
            24310,
            12574,
            11736
        ],
        [
            13.207139,
            38.957139,
            13.207139,
            13.207139,
            38.957139,
            13.207139
        ],
        [
            5,
            11,
            2,
            5,
            11,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301501,
            237782,
            -129345,
            239092,
            241018,
            -442400
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735134300000,
    "first_datapoint_time": 1735321500000,
    "last_datapoint_time": 1757633400000,
    "evaluation_time": 1757634196836,
    "expiration_time": 1764113400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 134,
            "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)