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Trade: SOL/USDT/240/SINWMA/VWAP/7497

Strategy
SOL/USDT/240/SINWMA/VWAP/7497
Pair
SOL_USDT
Interval
4h
Score
310648
Daily Profit
0.349572
Profit Factor
3.308413
Profitability
31.818182
Streak
0.000000
Best Strategy
Training Data Length
1858.170000
Evaluation Time
2025-09-12 09:03
Expiration Time
2025-11-06 23:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2247041.881 2184386.8198 62655.0611 48567122.3485 65378478.0273 -16811355.6788
Total P&L (%) 2247.0419 2184.3868 62.6551 48567.1223 65378.478 -16811.3557
Avg Daily Profit (%) 1.2093 1.1756 0.0337 0.3335 0.3496 0
Buy And Hold Return (%) 7633.5151 7633.5151 7633.5151 7633.5151 7633.5151 7633.5151
Max Trade Drawdown -54998 -38316 -70313 -26683104 -12390242 -23473754
Profit Factor 7.3737 15.0434 1.318 1.7299 3.3084 0.5601
Total Trades 88 44 44 88 44 44
Winning Trades 25 14 11 25 14 11
Losing Trades 63 30 33 63 30 33
Profitability (%) 28.4091 31.8182 25 28.4091 31.8182 25
Ratio Avg Win / Avg Loss 18.5817 32.2359 3.9541 4.3594 7.0895 1.6802
Largest Winning Trade 1414246 1414246 61263 36745796 36745796 11747157
Largest Losing Trade -18096 -16983 -18096 -4803315 -3471193 -4803315
Avg Bars in Trades 118 123 113 118 123 113
Avg Bars in Winners 307 327 283 307 327 283
Avg Bars in Losers 43 28 57 43 28 57
Bars Traded 10440 5435 5005 10440 5435 5005
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -158282 -150769 -342076 -2521 310648 -607756

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11149,
    "evaluation_days": 1858.17,
    "actual_first_datapoint_time": 1597118400000,
    "first_datapoint_time": 1600488000000,
    "last_datapoint_time": 1757649600000,
    "evaluation_time": 1757657027256,
    "expiration_time": 1762465968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 106,
            "offset": 129
        }
    },
    "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": [
        [
            2247041.8809630335,
            2184386.8198494785,
            62655.0611135539,
            48567122.34854075,
            65378478.027312025,
            -16811355.67877128
        ],
        [
            2247.041881,
            2184.38682,
            62.655061,
            48567.122349,
            65378.478027,
            -16811.355679
        ],
        [
            1.209277,
            1.175558,
            0.033719,
            0.333549,
            0.349572,
            0
        ],
        [
            7633.515146,
            7633.515146,
            7633.515146,
            7633.515146,
            7633.515146,
            7633.515146
        ],
        [
            -54998,
            -38316,
            -70313,
            -26683104,
            -12390242,
            -23473754
        ],
        [
            7.373676,
            15.043436,
            1.318037,
            1.729935,
            3.308413,
            0.560078
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            25,
            14,
            11,
            25,
            14,
            11
        ],
        [
            63,
            30,
            33,
            63,
            30,
            33
        ],
        [
            28.409091,
            31.818182,
            25,
            28.409091,
            31.818182,
            25
        ],
        [
            18.581664,
            32.235934,
            3.954112,
            4.359436,
            7.089456,
            1.680234
        ],
        [
            1414246,
            1414246,
            61263,
            36745796,
            36745796,
            11747157
        ],
        [
            -18096,
            -16983,
            -18096,
            -4803315,
            -3471193,
            -4803315
        ],
        [
            118,
            123,
            113,
            118,
            123,
            113
        ],
        [
            307,
            327,
            283,
            307,
            327,
            283
        ],
        [
            43,
            28,
            57,
            43,
            28,
            57
        ],
        [
            10440,
            5435,
            5005,
            10440,
            5435,
            5005
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -158282,
            -150769,
            -342076,
            -2521,
            310648,
            -607756
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11149,
    "evaluation_days": 1858.17,
    "actual_first_datapoint_time": 1597118400000,
    "first_datapoint_time": 1600488000000,
    "last_datapoint_time": 1757649600000,
    "evaluation_time": 1757657027256,
    "expiration_time": 1762465968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 106,
            "offset": 129
        }
    },
    "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)