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Trade: SOL/USDT/240/VWMA/MIDPOINT/5050

Strategy
SOL/USDT/240/VWMA/MIDPOINT/5050
Pair
SOL_USDT
Interval
4h
Score
358101
Daily Profit
0.296755
Profit Factor
3.672939
Profitability
40.540541
Streak
217.806881
Best Strategy
Training Data Length
1855.170000
Evaluation Time
2025-09-09 10:21
Expiration Time
2025-11-03 21:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1877928.8106 1848205.2249 29723.5857 22749806.8618 24299720.396 -1549913.5342
Total P&L (%) 1877.9288 1848.2052 29.7236 22749.8069 24299.7204 -1549.9135
Avg Daily Profit (%) 1.0123 0.9962 0.016 0.2932 0.2968 0
Buy And Hold Return (%) 7891.2536 7891.2536 7891.2536 7891.2536 7891.2536 7891.2536
Max Trade Drawdown -68362 -69695 -79993 -6864513 -3318165 -4829876
Profit Factor 6.1433 12.5648 1.1448 2.0453 3.6729 0.8777
Total Trades 74 37 37 74 37 37
Winning Trades 29 15 14 29 15 14
Losing Trades 45 22 23 45 22 23
Profitability (%) 39.1892 40.5405 37.8378 39.1892 40.5405 37.8378
Ratio Avg Win / Avg Loss 9.5327 18.4283 1.8807 3.1738 5.387 1.4419
Largest Winning Trade 1075384 1075384 63609 10908041 10908041 5504297
Largest Losing Trade -37349 -28374 -37349 -4419262 -2133731 -4419262
Avg Bars in Trades 140 143 137 140 143 137
Avg Bars in Winners 246 283 206 246 283 206
Avg Bars in Losers 71 47 94 71 47 94
Bars Traded 10386 5309 5077 10386 5309 5077
Profit Streak 0 217.8069 0 0 217.8069 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 -216881 -146611 -402108 -63474 358101 -583835

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11131,
    "evaluation_days": 1855.17,
    "actual_first_datapoint_time": 1597118400000,
    "first_datapoint_time": 1600228800000,
    "last_datapoint_time": 1757390400000,
    "evaluation_time": 1757402514549,
    "expiration_time": 1762198992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 61,
            "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": [
        [
            1877928.8106349737,
            1848205.2249364702,
            29723.5856985034,
            22749806.861802526,
            24299720.395952646,
            -1549913.5341501231
        ],
        [
            1877.928811,
            1848.205225,
            29.723586,
            22749.806862,
            24299.720396,
            -1549.913534
        ],
        [
            1.012268,
            0.996246,
            0.016022,
            0.293207,
            0.296755,
            0
        ],
        [
            7891.253644,
            7891.253644,
            7891.253644,
            7891.253644,
            7891.253644,
            7891.253644
        ],
        [
            -68362,
            -69695,
            -79993,
            -6864513,
            -3318165,
            -4829876
        ],
        [
            6.143311,
            12.564771,
            1.144776,
            2.045348,
            3.672939,
            0.877689
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            45,
            22,
            23,
            45,
            22,
            23
        ],
        [
            39.189189,
            40.540541,
            37.837838,
            39.189189,
            40.540541,
            37.837838
        ],
        [
            9.532723,
            18.42833,
            1.880704,
            3.173817,
            5.386978,
            1.441917
        ],
        [
            1075384,
            1075384,
            63609,
            10908041,
            10908041,
            5504297
        ],
        [
            -37349,
            -28374,
            -37349,
            -4419262,
            -2133731,
            -4419262
        ],
        [
            140,
            143,
            137,
            140,
            143,
            137
        ],
        [
            246,
            283,
            206,
            246,
            283,
            206
        ],
        [
            71,
            47,
            94,
            71,
            47,
            94
        ],
        [
            10386,
            5309,
            5077,
            10386,
            5309,
            5077
        ],
        [
            0,
            217.806881,
            0,
            0,
            217.806881,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -216881,
            -146611,
            -402108,
            -63474,
            358101,
            -583835
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11131,
    "evaluation_days": 1855.17,
    "actual_first_datapoint_time": 1597118400000,
    "first_datapoint_time": 1600228800000,
    "last_datapoint_time": 1757390400000,
    "evaluation_time": 1757402514549,
    "expiration_time": 1762198992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 61,
            "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)