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Trade: SOL/USDT/3/VWAP/VWMA/8644

Strategy
SOL/USDT/3/VWAP/VWMA/8644
Pair
SOL_USDT
Interval
3m
Score
473155
Daily Profit
0.967195
Profit Factor
1.597400
Profitability
55.172414
Streak
0.000000
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-09-07 18:01
Expiration Time
2025-11-21 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 53901.9817 35449.6902 18452.2915 65085.6996 43413.8217 21671.878
Total P&L (%) 53.902 35.4497 18.4523 65.0857 43.4138 21.6719
Avg Daily Profit (%) 1.035 0.6807 0.3543 0.9672 0.6947 0.3774
Buy And Hold Return (%) 12.4358 12.4358 12.4358 12.4358 12.4358 12.4358
Max Trade Drawdown -12618 -10669 -12605 -13772 -10173 -11957
Profit Factor 1.5545 1.8041 1.3474 1.5974 1.9052 1.3554
Total Trades 174 87 87 174 87 87
Winning Trades 96 50 46 96 50 46
Losing Trades 78 37 41 78 37 41
Profitability (%) 55.1724 57.4713 52.8736 55.1724 57.4713 52.8736
Ratio Avg Win / Avg Loss 1.2631 1.3351 1.2009 1.2979 1.4098 1.208
Largest Winning Trade 12385 12385 6184 13923 13923 8525
Largest Losing Trade -6226 -6226 -5247 -8430 -6562 -8430
Avg Bars in Trades 140 121 159 140 121 159
Avg Bars in Winners 141 130 154 141 130 154
Avg Bars in Losers 139 110 165 139 110 165
Bars Traded 24483 10598 13885 24483 10598 13885
Profit Streak 0 1.1136 0 0 1.1136 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 438935 235234 -7953 473155 267071 -1051

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1752757380000,
    "first_datapoint_time": 1752801120000,
    "last_datapoint_time": 1757257200000,
    "evaluation_time": 1757257298410,
    "expiration_time": 1763737200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 244,
            "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": [
        [
            53901.9817138011,
            35449.690181815,
            18452.2915319861,
            65085.6996480434,
            43413.8216552721,
            21671.8779927713
        ],
        [
            53.901982,
            35.44969,
            18.452292,
            65.0857,
            43.413822,
            21.671878
        ],
        [
            1.034984,
            0.680678,
            0.354307,
            0.967195,
            0.69473,
            0.377357
        ],
        [
            12.435805,
            12.435805,
            12.435805,
            12.435805,
            12.435805,
            12.435805
        ],
        [
            -12618,
            -10669,
            -12605,
            -13772,
            -10173,
            -11957
        ],
        [
            1.554542,
            1.804135,
            1.347392,
            1.5974,
            1.90519,
            1.355351
        ],
        [
            174,
            87,
            87,
            174,
            87,
            87
        ],
        [
            96,
            50,
            46,
            96,
            50,
            46
        ],
        [
            78,
            37,
            41,
            78,
            37,
            41
        ],
        [
            55.172414,
            57.471264,
            52.873563,
            55.172414,
            57.471264,
            52.873563
        ],
        [
            1.263066,
            1.33506,
            1.200937,
            1.297888,
            1.40984,
            1.20803
        ],
        [
            12385,
            12385,
            6184,
            13923,
            13923,
            8525
        ],
        [
            -6226,
            -6226,
            -5247,
            -8430,
            -6562,
            -8430
        ],
        [
            140,
            121,
            159,
            140,
            121,
            159
        ],
        [
            141,
            130,
            154,
            141,
            130,
            154
        ],
        [
            139,
            110,
            165,
            139,
            110,
            165
        ],
        [
            24483,
            10598,
            13885,
            24483,
            10598,
            13885
        ],
        [
            0,
            1.113639,
            0,
            0,
            1.113639,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            438935,
            235234,
            -7953,
            473155,
            267071,
            -1051
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1752757380000,
    "first_datapoint_time": 1752801120000,
    "last_datapoint_time": 1757257200000,
    "evaluation_time": 1757257298410,
    "expiration_time": 1763737200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 244,
            "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)