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Trade: SOL/USDT/240/VWAP/KCB/3933

Strategy
SOL/USDT/240/VWAP/KCB/3933
Pair
SOL_USDT
Interval
4h
Score
366974
Daily Profit
0.294086
Profit Factor
1.796230
Profitability
61.904762
Streak
64.739893
Best Strategy
Training Data Length
1856.670000
Evaluation Time
2025-09-10 20:45
Expiration Time
2025-11-05 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2713046.4542 -26079.6671 -2686966.7871 -3268472.8881 -26495362.3422 23226889.4541
Total P&L (%) -2713.0465 -26.0797 -2686.9668 -3268.4729 -26495.3623 23226.8895
Avg Daily Profit (%) -1.4612 -0.014 -1.4472 0 0 0.2941
Buy And Hold Return (%) 7418.4259 7418.4259 7418.4259 7418.4259 7418.4259 7418.4259
Max Trade Drawdown -2788159 -133857 -2722447 -42103403 -30534443 -17594445
Profit Factor 0.1553 0.9042 0.086 0.9529 0.3416 1.7962
Total Trades 168 84 84 168 84 84
Winning Trades 131 66 65 100 48 52
Losing Trades 37 18 19 68 36 32
Profitability (%) 77.9762 78.5714 77.381 59.5238 57.1429 61.9048
Ratio Avg Win / Avg Loss 0.0439 0.2466 0.0251 0.648 0.2562 1.1054
Largest Winning Trade 25610 25610 17665 29263703 1935013 29263703
Largest Losing Trade -1880852 -61183 -1880852 -15889954 -15889954 -14807900
Avg Bars in Trades 61 59 63 61 59 63
Avg Bars in Winners 17 20 14 46 38 54
Avg Bars in Losers 218 204 232 84 88 78
Bars Traded 10406 5036 5370 10406 5036 5370
Profit Streak 40.5732 73.2399 0 0 0 64.7399
Trades During Streak 1 4 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575722 -575701 -577280 -578663 -580181 366974

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11140,
    "evaluation_days": 1856.67,
    "actual_first_datapoint_time": 1597118400000,
    "first_datapoint_time": 1600574400000,
    "last_datapoint_time": 1757520000000,
    "evaluation_time": 1757526326720,
    "expiration_time": 1762332480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 241,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            -2713046.45419366,
            -26079.6670988056,
            -2686966.7870948557,
            -3268472.8880920573,
            -26495362.342239216,
            23226889.45414714
        ],
        [
            -2713.046454,
            -26.079667,
            -2686.966787,
            -3268.472888,
            -26495.362342,
            23226.889454
        ],
        [
            -1.461243,
            -0.014046,
            -1.447197,
            0,
            0,
            0.294086
        ],
        [
            7418.425857,
            7418.425857,
            7418.425857,
            7418.425857,
            7418.425857,
            7418.425857
        ],
        [
            -2788159,
            -133857,
            -2722447,
            -42103403,
            -30534443,
            -17594445
        ],
        [
            0.155284,
            0.904168,
            0.085956,
            0.952914,
            0.341619,
            1.79623
        ],
        [
            168,
            84,
            84,
            168,
            84,
            84
        ],
        [
            131,
            66,
            65,
            100,
            48,
            52
        ],
        [
            37,
            18,
            19,
            68,
            36,
            32
        ],
        [
            77.97619,
            78.571429,
            77.380952,
            59.52381,
            57.142857,
            61.904762
        ],
        [
            0.043859,
            0.246591,
            0.025126,
            0.647981,
            0.256214,
            1.105372
        ],
        [
            25610,
            25610,
            17665,
            29263703,
            1935013,
            29263703
        ],
        [
            -1880852,
            -61183,
            -1880852,
            -15889954,
            -15889954,
            -14807900
        ],
        [
            61,
            59,
            63,
            61,
            59,
            63
        ],
        [
            17,
            20,
            14,
            46,
            38,
            54
        ],
        [
            218,
            204,
            232,
            84,
            88,
            78
        ],
        [
            10406,
            5036,
            5370,
            10406,
            5036,
            5370
        ],
        [
            40.573226,
            73.239892,
            0,
            0,
            0,
            64.739893
        ],
        [
            1,
            4,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575722,
            -575701,
            -577280,
            -578663,
            -580181,
            366974
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11140,
    "evaluation_days": 1856.67,
    "actual_first_datapoint_time": 1597118400000,
    "first_datapoint_time": 1600574400000,
    "last_datapoint_time": 1757520000000,
    "evaluation_time": 1757526326720,
    "expiration_time": 1762332480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 241,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)