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Trade: SOL/USDT/240/VWAP/KCL/8397

Strategy
SOL/USDT/240/VWAP/KCL/8397
Pair
SOL_USDT
Interval
4h
Score
473690
Daily Profit
0.331474
Profit Factor
1.945955
Profitability
55.445545
Streak
76.181028
Best Strategy
Training Data Length
1856.670000
Evaluation Time
2025-09-10 19:20
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 -2598912.1823 -16710.5443 -2582201.6381 -3790838.8564 -50291515.9644 46500677.108
Total P&L (%) -2598.9122 -16.7105 -2582.2016 -3790.8389 -50291.516 46500.6771
Avg Daily Profit (%) -1.3998 -0.009 -1.3908 0 0 0.3315
Buy And Hold Return (%) 7772.3179 7772.3179 7772.3179 7772.3179 7772.3179 7772.3179
Max Trade Drawdown -2685696 -129366 -2648718 -72783879 -61769118 -34383715
Profit Factor 0.1841 0.9358 0.1172 0.9703 0.3582 1.946
Total Trades 202 101 101 202 101 101
Winning Trades 162 77 85 107 51 56
Losing Trades 40 24 16 95 50 45
Profitability (%) 80.198 76.2376 84.1584 52.9703 50.4951 55.4455
Ratio Avg Win / Avg Loss 0.0454 0.2917 0.0221 0.8615 0.3512 1.5637
Largest Winning Trade 15715 9860 15715 34325704 2620052 34325704
Largest Losing Trade -1788567 -57499 -1788567 -26439437 -26439437 -24107802
Avg Bars in Trades 52 34 70 52 34 70
Avg Bars in Winners 16 11 21 46 23 67
Avg Bars in Losers 199 108 335 59 46 74
Bars Traded 10661 3509 7151 10661 3509 7151
Profit Streak 39.0144 77.681 0 0 0 76.181
Trades During Streak 1 2 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575265 -576420 -576492 -579335 -580998 473690

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": 1600704000000,
    "last_datapoint_time": 1757520000000,
    "evaluation_time": 1757521240822,
    "expiration_time": 1762332480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 250,
            "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": [
        [
            -2598912.182318953,
            -16710.5442520816,
            -2582201.638066869,
            -3790838.8563970802,
            -50291515.96440758,
            46500677.10801054
        ],
        [
            -2598.912182,
            -16.710544,
            -2582.201638,
            -3790.838856,
            -50291.515964,
            46500.677108
        ],
        [
            -1.399771,
            -0.009,
            -1.39077,
            0,
            0,
            0.331474
        ],
        [
            7772.317899,
            7772.317899,
            7772.317899,
            7772.317899,
            7772.317899,
            7772.317899
        ],
        [
            -2685696,
            -129366,
            -2648718,
            -72783879,
            -61769118,
            -34383715
        ],
        [
            0.184061,
            0.935773,
            0.117197,
            0.970272,
            0.358207,
            1.945955
        ],
        [
            202,
            101,
            101,
            202,
            101,
            101
        ],
        [
            162,
            77,
            85,
            107,
            51,
            56
        ],
        [
            40,
            24,
            16,
            95,
            50,
            45
        ],
        [
            80.19802,
            76.237624,
            84.158416,
            52.970297,
            50.49505,
            55.445545
        ],
        [
            0.045447,
            0.291669,
            0.022061,
            0.861457,
            0.351184,
            1.563714
        ],
        [
            15715,
            9860,
            15715,
            34325704,
            2620052,
            34325704
        ],
        [
            -1788567,
            -57499,
            -1788567,
            -26439437,
            -26439437,
            -24107802
        ],
        [
            52,
            34,
            70,
            52,
            34,
            70
        ],
        [
            16,
            11,
            21,
            46,
            23,
            67
        ],
        [
            199,
            108,
            335,
            59,
            46,
            74
        ],
        [
            10661,
            3509,
            7151,
            10661,
            3509,
            7151
        ],
        [
            39.014361,
            77.681028,
            0,
            0,
            0,
            76.181028
        ],
        [
            1,
            2,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575265,
            -576420,
            -576492,
            -579335,
            -580998,
            473690
        ]
    ]
}
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": 1600704000000,
    "last_datapoint_time": 1757520000000,
    "evaluation_time": 1757521240822,
    "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": "kcl",
        "factors": {
            "length": 250,
            "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)