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Trade: SOL/USDT/240/VWAP/KCL/1390

Strategy
SOL/USDT/240/VWAP/KCL/1390
Pair
SOL_USDT
Interval
4h
Score
447413
Daily Profit
0.356995
Profit Factor
1.585497
Profitability
57.446809
Streak
81.453795
Best Strategy
Training Data Length
1856.000000
Evaluation Time
2025-09-10 05:53
Expiration Time
2025-11-04 18:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2890310.5587 25304.874 -2915615.4327 -3694591.8569 -78142060.6973 74447468.8405
Total P&L (%) -2890.3106 25.3049 -2915.6154 -3694.5919 -78142.0607 74447.4688
Avg Daily Profit (%) -1.5573 0.0136 -1.5709 0 0 0.357
Buy And Hold Return (%) 4956.8012 4956.8012 4956.8012 4956.8012 4956.8012 4956.8012
Max Trade Drawdown -3064875 -106808 -3024033 -140776560 -111612037 -77509816
Profit Factor 0.2039 1.1074 0.1412 0.9865 0.4663 1.5855
Total Trades 189 95 94 189 95 94
Winning Trades 149 70 79 98 44 54
Losing Trades 40 25 15 91 51 40
Profitability (%) 78.836 73.6842 84.0426 51.8519 46.3158 57.4468
Ratio Avg Win / Avg Loss 0.0547 0.3955 0.0268 0.916 0.5405 1.1744
Largest Winning Trade 27280 27280 18153 34468964 13834036 34468964
Largest Losing Trade -2067678 -47651 -2067678 -55135195 -53221922 -55135195
Avg Bars in Trades 56 20 93 56 20 93
Avg Bars in Winners 24 8 37 56 14 89
Avg Bars in Losers 179 52 391 57 24 99
Bars Traded 10758 1927 8831 10758 1927 8831
Profit Streak 38.4538 179.4538 0 0 0 81.4538
Trades During Streak 1 10 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575504 -439557 -576521 -579548 -582233 447413

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11136,
    "evaluation_days": 1856,
    "actual_first_datapoint_time": 1597118400000,
    "first_datapoint_time": 1598990400000,
    "last_datapoint_time": 1757462400000,
    "evaluation_time": 1757472807860,
    "expiration_time": 1762273152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 131,
            "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": [
        [
            -2890310.558749977,
            25304.8739512889,
            -2915615.432701268,
            -3694591.8568899385,
            -78142060.69734712,
            74447468.84045716
        ],
        [
            -2890.310559,
            25.304874,
            -2915.615433,
            -3694.591857,
            -78142.060697,
            74447.46884
        ],
        [
            -1.557279,
            0.013634,
            -1.570913,
            0,
            0,
            0.356995
        ],
        [
            4956.801161,
            4956.801161,
            4956.801161,
            4956.801161,
            4956.801161,
            4956.801161
        ],
        [
            -3064875,
            -106808,
            -3024033,
            -140776560,
            -111612037,
            -77509816
        ],
        [
            0.203859,
            1.107426,
            0.141164,
            0.986495,
            0.466307,
            1.585497
        ],
        [
            189,
            95,
            94,
            189,
            95,
            94
        ],
        [
            149,
            70,
            79,
            98,
            44,
            54
        ],
        [
            40,
            25,
            15,
            91,
            51,
            40
        ],
        [
            78.835979,
            73.684211,
            84.042553,
            51.851852,
            46.315789,
            57.446809
        ],
        [
            0.054727,
            0.395509,
            0.026803,
            0.916031,
            0.540492,
            1.174442
        ],
        [
            27280,
            27280,
            18153,
            34468964,
            13834036,
            34468964
        ],
        [
            -2067678,
            -47651,
            -2067678,
            -55135195,
            -53221922,
            -55135195
        ],
        [
            56,
            20,
            93,
            56,
            20,
            93
        ],
        [
            24,
            8,
            37,
            56,
            14,
            89
        ],
        [
            179,
            52,
            391,
            57,
            24,
            99
        ],
        [
            10758,
            1927,
            8831,
            10758,
            1927,
            8831
        ],
        [
            38.453795,
            179.453795,
            0,
            0,
            0,
            81.453795
        ],
        [
            1,
            10,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575504,
            -439557,
            -576521,
            -579548,
            -582233,
            447413
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11136,
    "evaluation_days": 1856,
    "actual_first_datapoint_time": 1597118400000,
    "first_datapoint_time": 1598990400000,
    "last_datapoint_time": 1757462400000,
    "evaluation_time": 1757472807860,
    "expiration_time": 1762273152000,
    "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": 131,
            "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)