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Trade: SOL/USDT/360/PWMA/VWAP/6166

Strategy
SOL/USDT/360/PWMA/VWAP/6166
Pair
SOL_USDT
Interval
6h
Score
364994
Daily Profit
0.340383
Profit Factor
2.777484
Profitability
40.000000
Streak
75.632657
Best Strategy
Training Data Length
1863.750000
Evaluation Time
2025-09-18 00:11
Expiration Time
2025-11-12 17:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1489726.577 1434991.7875 54734.7895 42273443.5037 56190939.3119 -13917495.8082
Total P&L (%) 1489.7266 1434.9918 54.7348 42273.4435 56190.9393 -13917.4958
Avg Daily Profit (%) 0.7993 0.7699 0.0294 0.3251 0.3404 0
Buy And Hold Return (%) 10605.276 10605.276 10605.276 10605.276 10605.276 10605.276
Max Trade Drawdown -64352 -30320 -64058 -31401895 -15715688 -21618126
Profit Factor 4.7153 9.6589 1.2327 1.5648 2.7775 0.6781
Total Trades 90 45 45 90 45 45
Winning Trades 32 18 14 32 18 14
Losing Trades 58 27 31 58 27 31
Profitability (%) 35.5556 40 31.1111 35.5556 40 31.1111
Ratio Avg Win / Avg Loss 8.5466 14.4883 2.7295 2.8362 4.1662 1.5015
Largest Winning Trade 497669 497669 62021 32465351 32465351 11106702
Largest Losing Trade -22649 -19867 -22649 -11315964 -11315964 -10337447
Avg Bars in Trades 77 80 74 77 80 74
Avg Bars in Winners 168 172 163 168 172 163
Avg Bars in Losers 26 18 34 26 18 34
Bars Traded 6962 3602 3360 6962 3602 3360
Profit Streak 0 75.6327 0 0 75.6327 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 -150408 -147605 -325922 155098 364994 -585279

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7455,
    "evaluation_days": 1863.75,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1602050400000,
    "last_datapoint_time": 1758132000000,
    "evaluation_time": 1758143461556,
    "expiration_time": 1762962840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 229,
            "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": [
        [
            1489726.576981244,
            1434991.7874586864,
            54734.7895225585,
            42273443.50369106,
            56190939.31191111,
            -13917495.80822006
        ],
        [
            1489.726577,
            1434.991787,
            54.73479,
            42273.443504,
            56190.939312,
            -13917.495808
        ],
        [
            0.799317,
            0.769949,
            0.029368,
            0.325094,
            0.340383,
            0
        ],
        [
            10605.276007,
            10605.276007,
            10605.276007,
            10605.276007,
            10605.276007,
            10605.276007
        ],
        [
            -64352,
            -30320,
            -64058,
            -31401895,
            -15715688,
            -21618126
        ],
        [
            4.71534,
            9.658864,
            1.232675,
            1.56478,
            2.777484,
            0.67811
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            32,
            18,
            14,
            32,
            18,
            14
        ],
        [
            58,
            27,
            31,
            58,
            27,
            31
        ],
        [
            35.555556,
            40,
            31.111111,
            35.555556,
            40,
            31.111111
        ],
        [
            8.546554,
            14.488296,
            2.729495,
            2.836164,
            4.166226,
            1.501528
        ],
        [
            497669,
            497669,
            62021,
            32465351,
            32465351,
            11106702
        ],
        [
            -22649,
            -19867,
            -22649,
            -11315964,
            -11315964,
            -10337447
        ],
        [
            77,
            80,
            74,
            77,
            80,
            74
        ],
        [
            168,
            172,
            163,
            168,
            172,
            163
        ],
        [
            26,
            18,
            34,
            26,
            18,
            34
        ],
        [
            6962,
            3602,
            3360,
            6962,
            3602,
            3360
        ],
        [
            0,
            75.632657,
            0,
            0,
            75.632657,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -150408,
            -147605,
            -325922,
            155098,
            364994,
            -585279
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7455,
    "evaluation_days": 1863.75,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1602050400000,
    "last_datapoint_time": 1758132000000,
    "evaluation_time": 1758143461556,
    "expiration_time": 1762962840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 229,
            "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)