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Trade: SOL/USDT/240/VWAP/KCL/5301

Strategy
SOL/USDT/240/VWAP/KCL/5301
Pair
SOL_USDT
Interval
4h
Score
423328
Daily Profit
0.304348
Profit Factor
1.923778
Profitability
65.909091
Streak
402.555526
Best Strategy
Training Data Length
1857.170000
Evaluation Time
2025-09-11 08:19
Expiration Time
2025-11-05 23:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -3299943.6575 15219.1442 -3315162.8018 114295953.5786 28149870.2626 86146083.3159
Total P&L (%) -3299.9437 15.2191 -3315.1628 114295.9536 28149.8703 86146.0833
Avg Daily Profit (%) -1.7769 0.0082 -1.7851 0.3799 0.3043 0.3646
Buy And Hold Return (%) 6417.1234 6417.1234 6417.1234 6417.1234 6417.1234 6417.1234
Max Trade Drawdown -3402220 -34233 -3391454 -98080388 -19934672 -93816162
Profit Factor 0.1399 1.2284 0.1206 1.3528 1.9238 1.2935
Total Trades 87 44 43 87 44 43
Winning Trades 55 28 27 57 29 28
Losing Trades 32 16 16 30 15 15
Profitability (%) 63.2184 63.6364 62.7907 65.5172 65.9091 65.1163
Ratio Avg Win / Avg Loss 0.0814 0.7019 0.0715 0.712 0.9951 0.693
Largest Winning Trade 36539 7664 36539 125674304 9004569 125674304
Largest Losing Trade -2101528 -21956 -2101528 -90969424 -15094456 -90969424
Avg Bars in Trades 117 3 233 117 3 233
Avg Bars in Winners 38 2 75 95 2 191
Avg Bars in Losers 252 5 500 158 4 312
Bars Traded 10186 139 10047 10186 139 10047
Profit Streak 103.2222 402.5555 0 103.2222 402.5555 0
Trades During Streak 1 8 0 1 8 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577993 -346139 -579069 410318 423328 353986

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11143,
    "evaluation_days": 1857.17,
    "actual_first_datapoint_time": 1597118400000,
    "first_datapoint_time": 1597564800000,
    "last_datapoint_time": 1757563200000,
    "evaluation_time": 1757567997408,
    "expiration_time": 1762376976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 32,
            "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": [
        [
            -3299943.6575146294,
            15219.1442386223,
            -3315162.8017532527,
            114295953.57856786,
            28149870.262620136,
            86146083.31594774
        ],
        [
            -3299.943658,
            15.219144,
            -3315.162802,
            114295.953579,
            28149.870263,
            86146.083316
        ],
        [
            -1.776867,
            0.008195,
            -1.785062,
            0.379912,
            0.304348,
            0.364647
        ],
        [
            6417.123388,
            6417.123388,
            6417.123388,
            6417.123388,
            6417.123388,
            6417.123388
        ],
        [
            -3402220,
            -34233,
            -3391454,
            -98080388,
            -19934672,
            -93816162
        ],
        [
            0.139862,
            1.228366,
            0.120619,
            1.3528,
            1.923778,
            1.293518
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            55,
            28,
            27,
            57,
            29,
            28
        ],
        [
            32,
            16,
            16,
            30,
            15,
            15
        ],
        [
            63.218391,
            63.636364,
            62.790698,
            65.517241,
            65.909091,
            65.116279
        ],
        [
            0.081374,
            0.701923,
            0.071478,
            0.712,
            0.995057,
            0.692956
        ],
        [
            36539,
            7664,
            36539,
            125674304,
            9004569,
            125674304
        ],
        [
            -2101528,
            -21956,
            -2101528,
            -90969424,
            -15094456,
            -90969424
        ],
        [
            117,
            3,
            233,
            117,
            3,
            233
        ],
        [
            38,
            2,
            75,
            95,
            2,
            191
        ],
        [
            252,
            5,
            500,
            158,
            4,
            312
        ],
        [
            10186,
            139,
            10047,
            10186,
            139,
            10047
        ],
        [
            103.222192,
            402.555525,
            0,
            103.222192,
            402.555526,
            0
        ],
        [
            1,
            8,
            0,
            1,
            8,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577993,
            -346139,
            -579069,
            410318,
            423328,
            353986
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11143,
    "evaluation_days": 1857.17,
    "actual_first_datapoint_time": 1597118400000,
    "first_datapoint_time": 1597564800000,
    "last_datapoint_time": 1757563200000,
    "evaluation_time": 1757567997408,
    "expiration_time": 1762376976000,
    "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": 32,
            "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)