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Trade: SOL/USDT/240/ALMA/VWAP/1171

Strategy
SOL/USDT/240/ALMA/VWAP/1171
Pair
SOL_USDT
Interval
4h
Score
397908
Daily Profit
0.379905
Profit Factor
3.416346
Profitability
33.333333
Streak
159.748190
Best Strategy
Training Data Length
1868.670000
Evaluation Time
2025-09-22 20:57
Expiration Time
2025-11-17 19:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2412556.6892 2303188.4795 109368.2097 91476178.2781 119377229.722 -27901051.4439
Total P&L (%) 2412.5567 2303.1885 109.3682 91476.1783 119377.2297 -27901.0514
Avg Daily Profit (%) 1.2911 1.2325 0.0585 0.3656 0.3799 0
Buy And Hold Return (%) 7564.1576 7564.1576 7564.1576 7564.1576 7564.1576 7564.1576
Max Trade Drawdown -66055 -46848 -57534 -53204654 -25846220 -46173036
Profit Factor 8.2846 15.5379 1.6331 1.7505 3.4163 0.6151
Total Trades 85 42 43 85 42 43
Winning Trades 28 14 14 28 14 14
Losing Trades 57 28 29 57 28 29
Profitability (%) 32.9412 33.3333 32.5581 32.9412 33.3333 32.5581
Ratio Avg Win / Avg Loss 16.8651 31.0759 3.3828 3.5635 6.8327 1.2741
Largest Winning Trade 1500637 1500637 61713 65698960 65698960 20748934
Largest Losing Trade -21268 -21268 -18096 -11982712 -9449045 -11982712
Avg Bars in Trades 127 129 124 127 129 124
Avg Bars in Winners 283 313 252 283 313 252
Avg Bars in Losers 50 37 62 50 37 62
Bars Traded 10796 5450 5346 10796 5450 5346
Profit Streak 0 159.7482 0 0 159.7482 0
Trades During Streak 0 4 0 0 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -150064 -148763 -284188 229145 397908 -585843

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11212,
    "evaluation_days": 1868.67,
    "actual_first_datapoint_time": 1597118400000,
    "first_datapoint_time": 1600372800000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758563843575,
    "expiration_time": 1763400384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            2412556.689237952,
            2303188.4795349115,
            109368.2097030403,
            91476178.27809666,
            119377229.7220204,
            -27901051.443923783
        ],
        [
            2412.556689,
            2303.18848,
            109.36821,
            91476.178278,
            119377.229722,
            -27901.051444
        ],
        [
            1.291056,
            1.232528,
            0.058527,
            0.365619,
            0.379905,
            0
        ],
        [
            7564.157619,
            7564.157619,
            7564.157619,
            7564.157619,
            7564.157619,
            7564.157619
        ],
        [
            -66055,
            -46848,
            -57534,
            -53204654,
            -25846220,
            -46173036
        ],
        [
            8.284605,
            15.537935,
            1.633066,
            1.750498,
            3.416346,
            0.615069
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            28,
            14,
            14,
            28,
            14,
            14
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            32.941176,
            33.333333,
            32.55814,
            32.941176,
            33.333333,
            32.55814
        ],
        [
            16.86509,
            31.075869,
            3.38278,
            3.563514,
            6.832692,
            1.274072
        ],
        [
            1500637,
            1500637,
            61713,
            65698960,
            65698960,
            20748934
        ],
        [
            -21268,
            -21268,
            -18096,
            -11982712,
            -9449045,
            -11982712
        ],
        [
            127,
            129,
            124,
            127,
            129,
            124
        ],
        [
            283,
            313,
            252,
            283,
            313,
            252
        ],
        [
            50,
            37,
            62,
            50,
            37,
            62
        ],
        [
            10796,
            5450,
            5346,
            10796,
            5450,
            5346
        ],
        [
            0,
            159.748189,
            0,
            0,
            159.74819,
            0
        ],
        [
            0,
            4,
            0,
            0,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -150064,
            -148763,
            -284188,
            229145,
            397908,
            -585843
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11212,
    "evaluation_days": 1868.67,
    "actual_first_datapoint_time": 1597118400000,
    "first_datapoint_time": 1600372800000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758563843575,
    "expiration_time": 1763400384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)