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Trade: SOL/USDT/360/DCM/VWMA/5290

Strategy
SOL/USDT/360/DCM/VWMA/5290
Pair
SOL_USDT
Interval
6h
Score
500354
Daily Profit
0.307563
Profit Factor
2.519800
Profitability
56.756757
Streak
231.292335
Best Strategy
Training Data Length
1868.500000
Evaluation Time
2025-09-22 16:00
Expiration Time
2025-11-17 15:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1753537.0573 1724036.591 29500.4663 22492872.8534 30944320.7045 -8451447.8511
Total P&L (%) 1753.5371 1724.0366 29.5005 22492.8729 30944.3207 -8451.4479
Avg Daily Profit (%) 0.9385 0.9227 0.0158 0.2905 0.3076 0
Buy And Hold Return (%) 6772.206 6772.206 6772.206 6772.206 6772.206 6772.206
Max Trade Drawdown -68611 -67413 -70310 -13509890 -6377747 -13186240
Profit Factor 5.0502 9.6909 1.1258 1.5522 2.5198 0.5852
Total Trades 74 37 37 74 37 37
Winning Trades 38 21 17 38 21 17
Losing Trades 36 16 20 36 16 20
Profitability (%) 51.3514 56.7568 45.9459 51.3514 56.7568 45.9459
Ratio Avg Win / Avg Loss 4.7844 7.3835 1.3244 1.4705 1.9198 0.6884
Largest Winning Trade 924923 924923 63532 22156082 22156082 5285268
Largest Losing Trade -45044 -38146 -45044 -6377747 -6377747 -5066650
Avg Bars in Trades 93 95 91 93 95 91
Avg Bars in Winners 133 132 136 133 132 136
Avg Bars in Losers 51 47 54 51 47 54
Bars Traded 6932 3538 3394 6932 3538 3394
Profit Streak 0 231.2923 0 0 231.2923 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 -213262 -142122 -421297 -60991 500354 -582349

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7474,
    "evaluation_days": 1868.5,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1600149600000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758546057777,
    "expiration_time": 1763385552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 46,
            "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": [
        [
            1753537.057322928,
            1724036.5910412981,
            29500.4662816291,
            22492872.853364352,
            30944320.70446056,
            -8451447.85109621
        ],
        [
            1753.537057,
            1724.036591,
            29.500466,
            22492.872853,
            30944.320704,
            -8451.447851
        ],
        [
            0.938473,
            0.922685,
            0.015788,
            0.290505,
            0.307563,
            0
        ],
        [
            6772.20595,
            6772.20595,
            6772.20595,
            6772.20595,
            6772.20595,
            6772.20595
        ],
        [
            -68611,
            -67413,
            -70310,
            -13509890,
            -6377747,
            -13186240
        ],
        [
            5.050156,
            9.690859,
            1.125758,
            1.552197,
            2.5198,
            0.585157
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            38,
            21,
            17,
            38,
            21,
            17
        ],
        [
            36,
            16,
            20,
            36,
            16,
            20
        ],
        [
            51.351351,
            56.756757,
            45.945946,
            51.351351,
            56.756757,
            45.945946
        ],
        [
            4.784359,
            7.383512,
            1.324421,
            1.470503,
            1.919848,
            0.68842
        ],
        [
            924923,
            924923,
            63532,
            22156082,
            22156082,
            5285268
        ],
        [
            -45044,
            -38146,
            -45044,
            -6377747,
            -6377747,
            -5066650
        ],
        [
            93,
            95,
            91,
            93,
            95,
            91
        ],
        [
            133,
            132,
            136,
            133,
            132,
            136
        ],
        [
            51,
            47,
            54,
            51,
            47,
            54
        ],
        [
            6932,
            3538,
            3394,
            6932,
            3538,
            3394
        ],
        [
            0,
            231.292335,
            0,
            0,
            231.292335,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -213262,
            -142122,
            -421297,
            -60991,
            500354,
            -582349
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7474,
    "evaluation_days": 1868.5,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1600149600000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758546057777,
    "expiration_time": 1763385552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 46,
            "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)