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Trade: SOL/USDT/360/DCM/VWMA/1759

Strategy
SOL/USDT/360/DCM/VWMA/1759
Pair
SOL_USDT
Interval
6h
Score
484634
Daily Profit
0.353660
Profit Factor
1.744925
Profitability
54.400000
Streak
27.497048
Best Strategy
Training Data Length
1867.250000
Evaluation Time
2025-09-21 14:55
Expiration Time
2025-11-16 08:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -336727.3371 447798.0038 -784525.3409 72828490.434 54445093.3361 18383397.0979
Total P&L (%) -336.7273 447.798 -784.5253 72828.4904 54445.0933 18383.3971
Avg Daily Profit (%) -0.1803 0.2398 -0.4202 0.3537 0.3381 0.2799
Buy And Hold Return (%) 7442.7398 7442.7398 7442.7398 7442.7398 7442.7398 7442.7398
Max Trade Drawdown -727251 -55937 -887395 -36239088 -8559694 -30034185
Profit Factor 0.7828 2.7278 0.3922 1.7449 2.8557 1.2687
Total Trades 125 63 62 125 63 62
Winning Trades 78 37 41 68 35 33
Losing Trades 47 26 21 57 28 29
Profitability (%) 62.4 58.7302 66.129 54.4 55.5556 53.2258
Ratio Avg Win / Avg Loss 0.4717 1.9168 0.2009 1.4627 2.2846 1.1149
Largest Winning Trade 126577 126577 38694 31899464 17335861 31899464
Largest Losing Trade -347259 -33413 -347259 -25426114 -6204903 -25426114
Avg Bars in Trades 57 48 66 57 48 66
Avg Bars in Winners 51 51 51 48 44 51
Avg Bars in Losers 67 44 96 68 53 83
Bars Traded 7192 3066 4126 7192 3066 4126
Profit Streak 27.497 27.497 27.747 27.497 27.497 27.747
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577826 -297619 -732326 484634 -130750 -148364

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7469,
    "evaluation_days": 1867.25,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1600948800000,
    "last_datapoint_time": 1758434400000,
    "evaluation_time": 1758455744924,
    "expiration_time": 1763274312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 178,
            "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": [
        [
            -336727.3371460083,
            447798.0037825508,
            -784525.3409285593,
            72828490.43395679,
            54445093.33605766,
            18383397.097899105
        ],
        [
            -336.727337,
            447.798004,
            -784.525341,
            72828.490434,
            54445.093336,
            18383.397098
        ],
        [
            -0.180333,
            0.239817,
            -0.42015,
            0.35366,
            0.338051,
            0.279918
        ],
        [
            7442.739769,
            7442.739769,
            7442.739769,
            7442.739769,
            7442.739769,
            7442.739769
        ],
        [
            -727251,
            -55937,
            -887395,
            -36239088,
            -8559694,
            -30034185
        ],
        [
            0.782758,
            2.727771,
            0.392235,
            1.744925,
            2.855709,
            1.268657
        ],
        [
            125,
            63,
            62,
            125,
            63,
            62
        ],
        [
            78,
            37,
            41,
            68,
            35,
            33
        ],
        [
            47,
            26,
            21,
            57,
            28,
            29
        ],
        [
            62.4,
            58.730159,
            66.129032,
            54.4,
            55.555556,
            53.225806
        ],
        [
            0.471662,
            1.916812,
            0.200901,
            1.462658,
            2.284567,
            1.11488
        ],
        [
            126577,
            126577,
            38694,
            31899464,
            17335861,
            31899464
        ],
        [
            -347259,
            -33413,
            -347259,
            -25426114,
            -6204903,
            -25426114
        ],
        [
            57,
            48,
            66,
            57,
            48,
            66
        ],
        [
            51,
            51,
            51,
            48,
            44,
            51
        ],
        [
            67,
            44,
            96,
            68,
            53,
            83
        ],
        [
            7192,
            3066,
            4126,
            7192,
            3066,
            4126
        ],
        [
            27.497048,
            27.497048,
            27.747048,
            27.497048,
            27.497048,
            27.747048
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577826,
            -297619,
            -732326,
            484634,
            -130750,
            -148364
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7469,
    "evaluation_days": 1867.25,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1600948800000,
    "last_datapoint_time": 1758434400000,
    "evaluation_time": 1758455744924,
    "expiration_time": 1763274312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 178,
            "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)