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Trade: SOL/USDT/240/VWMA/DCM/3216

Strategy
SOL/USDT/240/VWMA/DCM/3216
Pair
SOL_USDT
Interval
4h
Score
487281
Daily Profit
0.326218
Profit Factor
3.960930
Profitability
44.117647
Streak
218.444361
Best Strategy
Training Data Length
1855.330000
Evaluation Time
2025-09-09 13:39
Expiration Time
2025-11-04 01:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1844441.0653 1780993.8336 63447.2317 41951354.4895 41997023.3156 -45668.8261
Total P&L (%) 1844.4411 1780.9938 63.4472 41951.3545 41997.0233 -45.6688
Avg Daily Profit (%) 0.9941 0.9599 0.0342 0.3262 0.3262 -0.0329
Buy And Hold Return (%) 8276.0028 8276.0028 8276.0028 8276.0028 8276.0028 8276.0028
Max Trade Drawdown -54640 -41176 -83313 -8800134 -6019095 -7488457
Profit Factor 6.957 14.8153 1.3511 2.4347 3.9609 0.997
Total Trades 68 34 34 68 34 34
Winning Trades 32 15 17 32 15 17
Losing Trades 36 19 17 36 19 17
Profitability (%) 47.0588 44.1176 50 47.0588 44.1176 50
Ratio Avg Win / Avg Loss 7.8267 18.7661 1.3511 2.739 5.0172 0.997
Largest Winning Trade 1029133 1029133 64821 15862964 15862964 9015469
Largest Losing Trade -38437 -25727 -38437 -7488457 -6019095 -7488457
Avg Bars in Trades 152 157 147 152 157 147
Avg Bars in Winners 244 292 202 244 292 202
Avg Bars in Losers 70 51 92 70 51 92
Bars Traded 10388 5370 5018 10388 5370 5018
Profit Streak 0 218.4444 0 0 218.4444 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -258836 -145275 -312609 -102453 487281 -580795

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11132,
    "evaluation_days": 1855.33,
    "actual_first_datapoint_time": 1597118400000,
    "first_datapoint_time": 1600344000000,
    "last_datapoint_time": 1757404800000,
    "evaluation_time": 1757414392769,
    "expiration_time": 1762213824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 57,
            "offset": 0
        }
    }
}
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": [
        [
            1844441.065284924,
            1780993.8335673558,
            63447.2317175684,
            41951354.48949214,
            41997023.31563826,
            -45668.8261461221
        ],
        [
            1844.441065,
            1780.993834,
            63.447232,
            41951.354489,
            41997.023316,
            -45.668826
        ],
        [
            0.994131,
            0.959934,
            0.034197,
            0.326159,
            0.326218,
            -0.032877
        ],
        [
            8276.002764,
            8276.002764,
            8276.002764,
            8276.002764,
            8276.002764,
            8276.002764
        ],
        [
            -54640,
            -41176,
            -83313,
            -8800134,
            -6019095,
            -7488457
        ],
        [
            6.957047,
            14.815337,
            1.351101,
            2.434659,
            3.96093,
            0.996967
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            32,
            15,
            17,
            32,
            15,
            17
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            47.058824,
            44.117647,
            50,
            47.058824,
            44.117647,
            50
        ],
        [
            7.826678,
            18.766094,
            1.351101,
            2.738992,
            5.017178,
            0.996967
        ],
        [
            1029133,
            1029133,
            64821,
            15862964,
            15862964,
            9015469
        ],
        [
            -38437,
            -25727,
            -38437,
            -7488457,
            -6019095,
            -7488457
        ],
        [
            152,
            157,
            147,
            152,
            157,
            147
        ],
        [
            244,
            292,
            202,
            244,
            292,
            202
        ],
        [
            70,
            51,
            92,
            70,
            51,
            92
        ],
        [
            10388,
            5370,
            5018,
            10388,
            5370,
            5018
        ],
        [
            0,
            218.444361,
            0,
            0,
            218.444361,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -258836,
            -145275,
            -312609,
            -102453,
            487281,
            -580795
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11132,
    "evaluation_days": 1855.33,
    "actual_first_datapoint_time": 1597118400000,
    "first_datapoint_time": 1600344000000,
    "last_datapoint_time": 1757404800000,
    "evaluation_time": 1757414392769,
    "expiration_time": 1762213824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 57,
            "offset": 0
        }
    }
}

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)