← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: SOL/USDT/360/VWAP/KCL/8281

Strategy
SOL/USDT/360/VWAP/KCL/8281
Pair
SOL_USDT
Interval
6h
Score
667708
Daily Profit
0.369749
Profit Factor
4.781462
Profitability
51.428571
Streak
180.634319
Best Strategy
Training Data Length
1855.000000
Evaluation Time
2025-09-09 06:13
Expiration Time
2025-11-03 17:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -11182210.3074 21318.102 -11203528.4094 214957253.0458 93929720.0018 121027533.044
Total P&L (%) -11182.2103 21.3181 -11203.5284 214957.253 93929.72 121027.533
Avg Daily Profit (%) -6.0281 0.0115 -6.0396 0.4145 0.3697 0.3835
Buy And Hold Return (%) 6753.7657 6753.7657 6753.7657 6753.7657 6753.7657 6753.7657
Max Trade Drawdown -11343582 -86884 -11293432 -40063785 -9084668 -54342605
Profit Factor 0.0362 1.1793 0.0244 3.2486 4.7815 2.7105
Total Trades 69 35 34 69 35 34
Winning Trades 53 25 28 31 18 13
Losing Trades 16 10 6 38 17 21
Profitability (%) 76.8116 71.4286 82.3529 44.9275 51.4286 38.2353
Ratio Avg Win / Avg Loss 0.0109 0.4717 0.0052 3.9821 4.5158 4.3784
Largest Winning Trade 35430 21886 35430 93491604 24894415 93491604
Largest Losing Trade -10814857 -31843 -10814857 -17098846 -9084668 -17098846
Avg Bars in Trades 94 14 176 94 14 176
Avg Bars in Winners 38 5 69 85 22 172
Avg Bars in Losers 277 38 677 101 6 178
Bars Traded 6502 507 5995 6502 507 5995
Profit Streak 180.6343 180.6343 196.8843 180.6343 180.6343 196.8843
Trades During Streak 4 2 5 4 2 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -681918 -364248 -575265 -90785 667708 417490

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7420,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1600171200000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757387605186,
    "expiration_time": 1762184160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 142,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            -11182210.307412844,
            21318.1020361264,
            -11203528.40944897,
            214957253.04578307,
            93929720.00179484,
            121027533.04398818
        ],
        [
            -11182.210307,
            21.318102,
            -11203.528409,
            214957.253046,
            93929.720002,
            121027.533044
        ],
        [
            -6.028146,
            0.011492,
            -6.039638,
            0.414522,
            0.369749,
            0.383452
        ],
        [
            6753.765663,
            6753.765663,
            6753.765663,
            6753.765663,
            6753.765663,
            6753.765663
        ],
        [
            -11343582,
            -86884,
            -11293432,
            -40063785,
            -9084668,
            -54342605
        ],
        [
            0.036203,
            1.179264,
            0.024365,
            3.248584,
            4.781462,
            2.710463
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            53,
            25,
            28,
            31,
            18,
            13
        ],
        [
            16,
            10,
            6,
            38,
            17,
            21
        ],
        [
            76.811594,
            71.428571,
            82.352941,
            44.927536,
            51.428571,
            38.235294
        ],
        [
            0.010929,
            0.471706,
            0.005221,
            3.982135,
            4.515825,
            4.37844
        ],
        [
            35430,
            21886,
            35430,
            93491604,
            24894415,
            93491604
        ],
        [
            -10814857,
            -31843,
            -10814857,
            -17098846,
            -9084668,
            -17098846
        ],
        [
            94,
            14,
            176,
            94,
            14,
            176
        ],
        [
            38,
            5,
            69,
            85,
            22,
            172
        ],
        [
            277,
            38,
            677,
            101,
            6,
            178
        ],
        [
            6502,
            507,
            5995,
            6502,
            507,
            5995
        ],
        [
            180.634319,
            180.634319,
            196.884319,
            180.634319,
            180.634319,
            196.884319
        ],
        [
            4,
            2,
            5,
            4,
            2,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -681918,
            -364248,
            -575265,
            -90785,
            667708,
            417490
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7420,
    "evaluation_days": 1855,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1600171200000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757387605186,
    "expiration_time": 1762184160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 142,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)