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Trade: SOL/USDT/360/PWMA/VWAP/4466

Strategy
SOL/USDT/360/PWMA/VWAP/4466
Pair
SOL_USDT
Interval
6h
Score
511441
Daily Profit
0.346376
Profit Factor
3.558782
Profitability
45.454545
Streak
0.000000
Best Strategy
Training Data Length
1866.500000
Evaluation Time
2025-09-20 17:45
Expiration Time
2025-11-15 13:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1668198.0739 1594856.3653 73341.7086 62800424.1712 63419277.1772 -618853.006
Total P&L (%) 1668.1981 1594.8564 73.3417 62800.4242 63419.2772 -618.853
Avg Daily Profit (%) 0.8938 0.8545 0.0393 0.3458 0.3464 0
Buy And Hold Return (%) 9280.5414 9280.5414 9280.5414 9280.5414 9280.5414 9280.5414
Max Trade Drawdown -105690 -48514 -77635 -14575850 -6850744 -15398017
Profit Factor 5.4868 10.8214 1.3502 1.9813 3.5588 0.9842
Total Trades 88 44 44 88 44 44
Winning Trades 35 20 15 35 20 15
Losing Trades 53 24 29 53 24 29
Profitability (%) 39.7727 45.4545 34.0909 39.7727 45.4545 34.0909
Ratio Avg Win / Avg Loss 8.3085 12.9856 2.6104 3.0003 4.2705 1.9028
Largest Winning Trade 631866 631866 62416 28813414 28813414 14034109
Largest Losing Trade -31919 -31919 -25210 -4872566 -3465182 -4872566
Avg Bars in Trades 79 82 76 79 82 76
Avg Bars in Winners 159 164 153 159 164 153
Avg Bars in Losers 25 13 35 25 13 35
Bars Traded 6964 3616 3349 6964 3616 3349
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -148120 -145745 -310818 329427 511441 -584128

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7466,
    "evaluation_days": 1866.5,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1601791200000,
    "last_datapoint_time": 1758369600000,
    "evaluation_time": 1758379500910,
    "expiration_time": 1763207568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            1668198.0738645804,
            1594856.3652707213,
            73341.7085938594,
            62800424.17116064,
            63419277.177207656,
            -618853.0060470151
        ],
        [
            1668.198074,
            1594.856365,
            73.341709,
            62800.424171,
            63419.277177,
            -618.853006
        ],
        [
            0.893757,
            0.854464,
            0.039294,
            0.345849,
            0.346376,
            0
        ],
        [
            9280.541435,
            9280.541435,
            9280.541435,
            9280.541435,
            9280.541435,
            9280.541435
        ],
        [
            -105690,
            -48514,
            -77635,
            -14575850,
            -6850744,
            -15398017
        ],
        [
            5.486759,
            10.82137,
            1.350216,
            1.981318,
            3.558782,
            0.984217
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            35,
            20,
            15,
            35,
            20,
            15
        ],
        [
            53,
            24,
            29,
            53,
            24,
            29
        ],
        [
            39.772727,
            45.454545,
            34.090909,
            39.772727,
            45.454545,
            34.090909
        ],
        [
            8.308521,
            12.985644,
            2.610418,
            3.000282,
            4.270538,
            1.90282
        ],
        [
            631866,
            631866,
            62416,
            28813414,
            28813414,
            14034109
        ],
        [
            -31919,
            -31919,
            -25210,
            -4872566,
            -3465182,
            -4872566
        ],
        [
            79,
            82,
            76,
            79,
            82,
            76
        ],
        [
            159,
            164,
            153,
            159,
            164,
            153
        ],
        [
            25,
            13,
            35,
            25,
            13,
            35
        ],
        [
            6964,
            3616,
            3349,
            6964,
            3616,
            3349
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -148120,
            -145745,
            -310818,
            329427,
            511441,
            -584128
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7466,
    "evaluation_days": 1866.5,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1601791200000,
    "last_datapoint_time": 1758369600000,
    "evaluation_time": 1758379500910,
    "expiration_time": 1763207568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)