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Trade: SOL/USDT/240/VWAP/KCL/7527

Strategy
SOL/USDT/240/VWAP/KCL/7527
Pair
SOL_USDT
Interval
4h
Score
448477
Daily Profit
0.355182
Profit Factor
1.768908
Profitability
54.455446
Streak
74.374395
Best Strategy
Training Data Length
1855.000000
Evaluation Time
2025-09-09 03:59
Expiration Time
2025-11-03 17:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2532904.9268 17632.7754 -2550537.7022 -6843279.3572 -78577594.4899 71734315.1327
Total P&L (%) -2532.9049 17.6328 -2550.5377 -6843.2794 -78577.5945 71734.3151
Avg Daily Profit (%) -1.3654 0.0095 -1.375 0 0 0.3552
Buy And Hold Return (%) 8296.7723 8296.7723 8296.7723 8296.7723 8296.7723 8296.7723
Max Trade Drawdown -2671530 -127342 -2645623 -123222833 -94566661 -62106843
Profit Factor 0.2082 1.0677 0.1321 0.9688 0.375 1.7689
Total Trades 202 101 101 202 101 101
Winning Trades 157 73 84 108 53 55
Losing Trades 45 28 17 94 48 46
Profitability (%) 77.7228 72.2772 83.1683 53.4653 52.4752 54.4554
Ratio Avg Win / Avg Loss 0.0597 0.4095 0.0267 0.8432 0.3396 1.4795
Largest Winning Trade 18463 15654 18463 58458947 3719766 58458947
Largest Losing Trade -1788567 -60045 -1788567 -47462516 -42745569 -47462516
Avg Bars in Trades 52 33 72 52 33 72
Avg Bars in Winners 16 10 21 46 22 68
Avg Bars in Losers 179 93 321 60 45 76
Bars Traded 10686 3405 7281 10686 3405 7281
Profit Streak 37.3744 76.0411 0 0 0 74.3744
Trades During Streak 1 2 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575582 -489767 -576588 -579271 -580742 448477

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11130,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1597118400000,
    "first_datapoint_time": 1600257600000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757379547733,
    "expiration_time": 1762184160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 219,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            -2532904.9267972177,
            17632.7753671641,
            -2550537.702164383,
            -6843279.35717775,
            -78577594.48987088,
            71734315.1326932
        ],
        [
            -2532.904927,
            17.632775,
            -2550.537702,
            -6843.279357,
            -78577.59449,
            71734.315133
        ],
        [
            -1.365447,
            0.009506,
            -1.374953,
            0,
            0,
            0.355182
        ],
        [
            8296.772289,
            8296.772289,
            8296.772289,
            8296.772289,
            8296.772289,
            8296.772289
        ],
        [
            -2671530,
            -127342,
            -2645623,
            -123222833,
            -94566661,
            -62106843
        ],
        [
            0.208216,
            1.067719,
            0.132058,
            0.968754,
            0.374959,
            1.768908
        ],
        [
            202,
            101,
            101,
            202,
            101,
            101
        ],
        [
            157,
            73,
            84,
            108,
            53,
            55
        ],
        [
            45,
            28,
            17,
            94,
            48,
            46
        ],
        [
            77.722772,
            72.277228,
            83.168317,
            53.465347,
            52.475248,
            54.455446
        ],
        [
            0.05968,
            0.409536,
            0.026726,
            0.843174,
            0.339586,
            1.47945
        ],
        [
            18463,
            15654,
            18463,
            58458947,
            3719766,
            58458947
        ],
        [
            -1788567,
            -60045,
            -1788567,
            -47462516,
            -42745569,
            -47462516
        ],
        [
            52,
            33,
            72,
            52,
            33,
            72
        ],
        [
            16,
            10,
            21,
            46,
            22,
            68
        ],
        [
            179,
            93,
            321,
            60,
            45,
            76
        ],
        [
            10686,
            3405,
            7281,
            10686,
            3405,
            7281
        ],
        [
            37.374395,
            76.041062,
            0,
            0,
            0,
            74.374395
        ],
        [
            1,
            2,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575582,
            -489767,
            -576588,
            -579271,
            -580742,
            448477
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11130,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1597118400000,
    "first_datapoint_time": 1600257600000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757379547733,
    "expiration_time": 1762184160000,
    "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": 219,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)