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Trade: SOL/USDT/360/PWMA/VWAP/8646

Strategy
SOL/USDT/360/PWMA/VWAP/8646
Pair
SOL_USDT
Interval
6h
Score
446541
Daily Profit
0.337385
Profit Factor
2.929742
Profitability
45.454545
Streak
0.000000
Best Strategy
Training Data Length
1862.250000
Evaluation Time
2025-09-16 12:56
Expiration Time
2025-11-11 04:49

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1981193.9768 1938790.1426 42403.8342 34562174.6283 52873972.1559 -18311797.5275
Total P&L (%) 1981.194 1938.7901 42.4038 34562.1746 52873.9722 -18311.7975
Avg Daily Profit (%) 1.0639 1.0411 0.0228 0.3145 0.3374 0
Buy And Hold Return (%) 8871.374 8871.374 8871.374 8871.374 8871.374 8871.374
Max Trade Drawdown -68219 -30922 -72960 -29517930 -15097148 -23041609
Profit Factor 6.8867 15.3679 1.2103 1.5389 2.9297 0.5014
Total Trades 88 44 44 88 44 44
Winning Trades 30 20 10 30 20 10
Losing Trades 58 24 34 58 24 34
Profitability (%) 34.0909 45.4545 22.7273 34.0909 45.4545 22.7273
Ratio Avg Win / Avg Loss 13.3143 18.4415 4.1151 2.9753 3.5157 1.7049
Largest Winning Trade 1197398 1197398 64933 32925925 32925925 10124832
Largest Losing Trade -25291 -16028 -25291 -8200809 -6622647 -8200809
Avg Bars in Trades 79 83 75 79 83 75
Avg Bars in Winners 165 156 184 165 156 184
Avg Bars in Losers 34 21 43 34 21 43
Bars Traded 6961 3652 3308 6961 3652 3308
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 -149806 -145583 -367350 122587 446541 -617773

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7449,
    "evaluation_days": 1862.25,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1602504000000,
    "last_datapoint_time": 1758002400000,
    "evaluation_time": 1758016586121,
    "expiration_time": 1762829352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 250,
            "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": [
        [
            1981193.9768361256,
            1938790.1426214378,
            42403.8342146886,
            34562174.628324404,
            52873972.15587228,
            -18311797.527547885
        ],
        [
            1981.193977,
            1938.790143,
            42.403834,
            34562.174628,
            52873.972156,
            -18311.797528
        ],
        [
            1.063871,
            1.041101,
            0.02277,
            0.314535,
            0.337385,
            0
        ],
        [
            8871.374046,
            8871.374046,
            8871.374046,
            8871.374046,
            8871.374046,
            8871.374046
        ],
        [
            -68219,
            -30922,
            -72960,
            -29517930,
            -15097148,
            -23041609
        ],
        [
            6.886702,
            15.367947,
            1.21032,
            1.538945,
            2.929742,
            0.501446
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            30,
            20,
            10,
            30,
            20,
            10
        ],
        [
            58,
            24,
            34,
            58,
            24,
            34
        ],
        [
            34.090909,
            45.454545,
            22.727273,
            34.090909,
            45.454545,
            22.727273
        ],
        [
            13.314291,
            18.441537,
            4.115089,
            2.975293,
            3.51569,
            1.704917
        ],
        [
            1197398,
            1197398,
            64933,
            32925925,
            32925925,
            10124832
        ],
        [
            -25291,
            -16028,
            -25291,
            -8200809,
            -6622647,
            -8200809
        ],
        [
            79,
            83,
            75,
            79,
            83,
            75
        ],
        [
            165,
            156,
            184,
            165,
            156,
            184
        ],
        [
            34,
            21,
            43,
            34,
            21,
            43
        ],
        [
            6961,
            3652,
            3308,
            6961,
            3652,
            3308
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -149806,
            -145583,
            -367350,
            122587,
            446541,
            -617773
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7449,
    "evaluation_days": 1862.25,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1602504000000,
    "last_datapoint_time": 1758002400000,
    "evaluation_time": 1758016586121,
    "expiration_time": 1762829352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 250,
            "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)