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Trade: SOL/USDT/360/PWMA/VWAP/4936

Strategy
SOL/USDT/360/PWMA/VWAP/4936
Pair
SOL_USDT
Interval
6h
Score
425928
Daily Profit
0.339774
Profit Factor
3.342604
Profitability
41.025641
Streak
78.779751
Best Strategy
Training Data Length
1867.000000
Evaluation Time
2025-09-21 03:42
Expiration Time
2025-11-16 02:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1596443.7604 1528335.9072 68107.8532 52915239.5585 56174748.851 -3259509.2925
Total P&L (%) 1596.4438 1528.3359 68.1079 52915.2396 56174.7489 -3259.5093
Avg Daily Profit (%) 0.8551 0.8186 0.0365 0.3366 0.3398 0
Buy And Hold Return (%) 9891.6576 9891.6576 9891.6576 9891.6576 9891.6576 9891.6576
Max Trade Drawdown -88682 -41933 -60958 -22844298 -10753928 -15377200
Profit Factor 5.3009 10.031 1.3372 1.8831 3.3426 0.9093
Total Trades 78 39 39 78 39 39
Winning Trades 30 16 14 30 16 14
Losing Trades 48 23 25 48 23 25
Profitability (%) 38.4615 41.0256 35.8974 38.4615 41.0256 35.8974
Ratio Avg Win / Avg Loss 8.4814 14.4195 2.3879 3.0129 4.805 1.6238
Largest Winning Trade 590253 590253 61482 26196066 26196066 13476004
Largest Losing Trade -23825 -23825 -22649 -10312231 -10218662 -10312231
Avg Bars in Trades 89 92 86 89 92 86
Avg Bars in Winners 179 192 165 179 192 165
Avg Bars in Losers 32 22 41 32 22 41
Bars Traded 6962 3608 3354 6962 3608 3354
Profit Streak 0 78.7798 0 0 78.7798 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 -187813 -146979 -313985 -31585 425928 -583463

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7468,
    "evaluation_days": 1867,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1601964000000,
    "last_datapoint_time": 1758412800000,
    "evaluation_time": 1758415370495,
    "expiration_time": 1763252064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 225,
            "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": [
        [
            1596443.760350554,
            1528335.9071762052,
            68107.8531743485,
            52915239.55845721,
            56174748.850975335,
            -3259509.292518131
        ],
        [
            1596.44376,
            1528.335907,
            68.107853,
            52915.239558,
            56174.748851,
            -3259.509293
        ],
        [
            0.855085,
            0.818605,
            0.03648,
            0.336568,
            0.339774,
            0
        ],
        [
            9891.657629,
            9891.657629,
            9891.657629,
            9891.657629,
            9891.657629,
            9891.657629
        ],
        [
            -88682,
            -41933,
            -60958,
            -22844298,
            -10753928,
            -15377200
        ],
        [
            5.300866,
            10.030964,
            1.337237,
            1.883075,
            3.342604,
            0.909312
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            48,
            23,
            25,
            48,
            23,
            25
        ],
        [
            38.461538,
            41.025641,
            35.897436,
            38.461538,
            41.025641,
            35.897436
        ],
        [
            8.481385,
            14.419511,
            2.387923,
            3.01292,
            4.804994,
            1.623771
        ],
        [
            590253,
            590253,
            61482,
            26196066,
            26196066,
            13476004
        ],
        [
            -23825,
            -23825,
            -22649,
            -10312231,
            -10218662,
            -10312231
        ],
        [
            89,
            92,
            86,
            89,
            92,
            86
        ],
        [
            179,
            192,
            165,
            179,
            192,
            165
        ],
        [
            32,
            22,
            41,
            32,
            22,
            41
        ],
        [
            6962,
            3608,
            3354,
            6962,
            3608,
            3354
        ],
        [
            0,
            78.779751,
            0,
            0,
            78.779751,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -187813,
            -146979,
            -313985,
            -31585,
            425928,
            -583463
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7468,
    "evaluation_days": 1867,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1601964000000,
    "last_datapoint_time": 1758412800000,
    "evaluation_time": 1758415370495,
    "expiration_time": 1763252064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 225,
            "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)