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Trade: SOL/USDT/360/VWAP/DCL/6814

Strategy
SOL/USDT/360/VWAP/DCL/6814
Pair
SOL_USDT
Interval
6h
Score
449925
Daily Profit
0.320094
Profit Factor
2.556517
Profitability
51.219512
Streak
153.911595
Best Strategy
Training Data Length
1859.250000
Evaluation Time
2025-09-13 12:52
Expiration Time
2025-11-08 02:39

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -13248796.4231 -16217.5718 -13232578.8513 40474017.3142 37963389.3977 2510627.9165
Total P&L (%) -13248.7964 -16.2176 -13232.5789 40474.0173 37963.3894 2510.6279
Avg Daily Profit (%) -7.1259 -0.0087 -7.1172 0.3235 0.3201 0.1756
Buy And Hold Return (%) 10612.9001 10612.9001 10612.9001 10612.9001 10612.9001 10612.9001
Max Trade Drawdown -13365696 -90961 -13313276 -38047020 -10882588 -52688522
Profit Factor 0.0295 0.9073 0.0181 1.3931 2.5565 1.0319
Total Trades 81 41 40 81 41 40
Winning Trades 63 31 32 33 21 12
Losing Trades 18 10 8 48 20 28
Profitability (%) 77.7778 75.6098 80 40.7407 51.2195 30
Ratio Avg Win / Avg Loss 0.0084 0.2927 0.0045 2.0263 2.4348 2.4079
Largest Winning Trade 39598 15634 39598 44976696 18349189 44976696
Largest Losing Trade -12780792 -51325 -12780792 -29027407 -10442677 -29027407
Avg Bars in Trades 84 31 138 84 31 138
Avg Bars in Winners 29 15 43 89 38 180
Avg Bars in Losers 275 80 519 80 24 121
Bars Traded 6845 1292 5553 6845 1292 5553
Profit Streak 78.4116 153.9116 0 78.4116 153.9116 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -592619 -576458 -576860 -10851 449925 -349971

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7437,
    "evaluation_days": 1859.25,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1602784800000,
    "last_datapoint_time": 1757743200000,
    "evaluation_time": 1757757161791,
    "expiration_time": 1762562376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 117,
            "offset": 146
        }
    }
}
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": [
        [
            -13248796.423099827,
            -16217.5718326028,
            -13232578.851267228,
            40474017.31422708,
            37963389.39770922,
            2510627.916517853
        ],
        [
            -13248.796423,
            -16.217572,
            -13232.578851,
            40474.017314,
            37963.389398,
            2510.627917
        ],
        [
            -7.125882,
            -0.008723,
            -7.11716,
            0.32354,
            0.320094,
            0.175611
        ],
        [
            10612.900097,
            10612.900097,
            10612.900097,
            10612.900097,
            10612.900097,
            10612.900097
        ],
        [
            -13365696,
            -90961,
            -13313276,
            -38047020,
            -10882588,
            -52688522
        ],
        [
            0.029505,
            0.907349,
            0.018103,
            1.39305,
            2.556517,
            1.031948
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            63,
            31,
            32,
            33,
            21,
            12
        ],
        [
            18,
            10,
            8,
            48,
            20,
            28
        ],
        [
            77.777778,
            75.609756,
            80,
            40.740741,
            51.219512,
            30
        ],
        [
            0.00843,
            0.292693,
            0.004526,
            2.026254,
            2.434778,
            2.407879
        ],
        [
            39598,
            15634,
            39598,
            44976696,
            18349189,
            44976696
        ],
        [
            -12780792,
            -51325,
            -12780792,
            -29027407,
            -10442677,
            -29027407
        ],
        [
            84,
            31,
            138,
            84,
            31,
            138
        ],
        [
            29,
            15,
            43,
            89,
            38,
            180
        ],
        [
            275,
            80,
            519,
            80,
            24,
            121
        ],
        [
            6845,
            1292,
            5553,
            6845,
            1292,
            5553
        ],
        [
            78.411595,
            153.911595,
            0,
            78.411595,
            153.911595,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -592619,
            -576458,
            -576860,
            -10851,
            449925,
            -349971
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7437,
    "evaluation_days": 1859.25,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1602784800000,
    "last_datapoint_time": 1757743200000,
    "evaluation_time": 1757757161791,
    "expiration_time": 1762562376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 117,
            "offset": 146
        }
    }
}

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)