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Trade: SOL/USDT/240/VWAP/KCL/1110

Strategy
SOL/USDT/240/VWAP/KCL/1110
Pair
SOL_USDT
Interval
4h
Score
456902
Daily Profit
0.361894
Profit Factor
1.820898
Profitability
55.102041
Streak
86.251131
Best Strategy
Training Data Length
1860.830000
Evaluation Time
2025-09-15 01:01
Expiration Time
2025-11-09 17:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2850105.3356 26492.066 -2876597.4016 -3367611.5566 -86320889.335 82953277.7785
Total P&L (%) -2850.1053 26.4921 -2876.5974 -3367.6116 -86320.8893 82953.2778
Avg Daily Profit (%) -1.5316 0.0142 -1.5459 0 0 0.3619
Buy And Hold Return (%) 6165.8423 6165.8423 6165.8423 6165.8423 6165.8423 6165.8423
Max Trade Drawdown -3057064 -121017 -3005099 -145360750 -112151169 -63752172
Profit Factor 0.2055 1.1105 0.1407 0.9862 0.3976 1.8209
Total Trades 197 99 98 197 99 98
Winning Trades 150 68 82 95 41 54
Losing Trades 47 31 16 102 58 44
Profitability (%) 76.1421 68.6869 83.6735 48.2234 41.4141 55.102
Ratio Avg Win / Avg Loss 0.0644 0.5062 0.0275 1.0589 0.5625 1.4837
Largest Winning Trade 27280 27280 20602 43703869 13914101 43703869
Largest Losing Trade -2023135 -48967 -2023135 -62308743 -62308743 -42780697
Avg Bars in Trades 54 20 89 54 20 89
Avg Bars in Winners 20 8 30 55 14 86
Avg Bars in Losers 163 45 392 53 23 93
Bars Traded 10758 1992 8766 10758 1992 8766
Profit Streak 43.2511 168.7511 0 0 0 86.2511
Trades During Streak 1 10 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575805 -436026 -576547 -578770 -584129 456902

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11165,
    "evaluation_days": 1860.83,
    "actual_first_datapoint_time": 1597118400000,
    "first_datapoint_time": 1599091200000,
    "last_datapoint_time": 1757880000000,
    "evaluation_time": 1757887297705,
    "expiration_time": 1762703280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 138,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            -2850105.3356372025,
            26492.0659535539,
            -2876597.4015907575,
            -3367611.556563322,
            -86320889.33504185,
            82953277.77847858
        ],
        [
            -2850.105336,
            26.492066,
            -2876.597402,
            -3367.611557,
            -86320.889335,
            82953.277778
        ],
        [
            -1.531631,
            0.014237,
            -1.545868,
            0,
            0,
            0.361894
        ],
        [
            6165.84227,
            6165.84227,
            6165.84227,
            6165.84227,
            6165.84227,
            6165.84227
        ],
        [
            -3057064,
            -121017,
            -3005099,
            -145360750,
            -112151169,
            -63752172
        ],
        [
            0.205535,
            1.11048,
            0.140715,
            0.986219,
            0.397648,
            1.820898
        ],
        [
            197,
            99,
            98,
            197,
            99,
            98
        ],
        [
            150,
            68,
            82,
            95,
            41,
            54
        ],
        [
            47,
            31,
            16,
            102,
            58,
            44
        ],
        [
            76.142132,
            68.686869,
            83.673469,
            48.22335,
            41.414141,
            55.102041
        ],
        [
            0.064401,
            0.506248,
            0.027457,
            1.058887,
            0.562526,
            1.483695
        ],
        [
            27280,
            27280,
            20602,
            43703869,
            13914101,
            43703869
        ],
        [
            -2023135,
            -48967,
            -2023135,
            -62308743,
            -62308743,
            -42780697
        ],
        [
            54,
            20,
            89,
            54,
            20,
            89
        ],
        [
            20,
            8,
            30,
            55,
            14,
            86
        ],
        [
            163,
            45,
            392,
            53,
            23,
            93
        ],
        [
            10758,
            1992,
            8766,
            10758,
            1992,
            8766
        ],
        [
            43.251131,
            168.751131,
            0,
            0,
            0,
            86.251131
        ],
        [
            1,
            10,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575805,
            -436026,
            -576547,
            -578770,
            -584129,
            456902
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11165,
    "evaluation_days": 1860.83,
    "actual_first_datapoint_time": 1597118400000,
    "first_datapoint_time": 1599091200000,
    "last_datapoint_time": 1757880000000,
    "evaluation_time": 1757887297705,
    "expiration_time": 1762703280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 138,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)