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Trade: SOL/USDT/360/VWAP/KCL/9501

Strategy
SOL/USDT/360/VWAP/KCL/9501
Pair
SOL_USDT
Interval
6h
Score
460829
Daily Profit
0.371763
Profit Factor
1.780987
Profitability
55.769231
Streak
75.734147
Best Strategy
Training Data Length
1856.500000
Evaluation Time
2025-09-10 20:37
Expiration Time
2025-11-05 06:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2592984.8506 22355.9955 -2615340.846 -8724817.6432 -106765213.7404 98040396.0973
Total P&L (%) -2592.9849 22.356 -2615.3408 -8724.8176 -106765.2137 98040.3961
Avg Daily Profit (%) -1.3967 0.012 -1.4087 0 0 0.3718
Buy And Hold Return (%) 8674.3083 8674.3083 8674.3083 8674.3083 8674.3083 8674.3083
Max Trade Drawdown -2765268 -107509 -2737476 -163727155 -121639575 -78880308
Profit Factor 0.2207 1.0878 0.1489 0.9717 0.4162 1.781
Total Trades 208 104 104 208 104 104
Winning Trades 162 75 87 111 53 58
Losing Trades 46 29 17 97 51 46
Profitability (%) 77.8846 72.1154 83.6538 53.3654 50.9615 55.7692
Ratio Avg Win / Avg Loss 0.0627 0.4206 0.0291 0.8492 0.4005 1.4125
Largest Winning Trade 20402 13135 20402 51665133 10808807 51665133
Largest Losing Trade -1787765 -58742 -1787765 -76907505 -76907505 -45295115
Avg Bars in Trades 34 17 51 34 17 51
Avg Bars in Winners 11 6 15 30 12 47
Avg Bars in Losers 114 45 232 38 23 55
Bars Traded 7158 1820 5337 7158 1820 5337
Profit Streak 39.2341 93.9841 0 0 0 75.7341
Trades During Streak 1 6 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575527 -463478 -576533 -579252 -580652 460829

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 12038,
    "actual_packets": 7426,
    "evaluation_days": 1856.5,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1599458400000,
    "last_datapoint_time": 1757505600000,
    "evaluation_time": 1757525830322,
    "expiration_time": 1762317648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 109,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            -2592984.8505837084,
            22355.9954524179,
            -2615340.8460361254,
            -8724817.643188402,
            -106765213.74044064,
            98040396.0972522
        ],
        [
            -2592.984851,
            22.355995,
            -2615.340846,
            -8724.817643,
            -106765.21374,
            98040.396097
        ],
        [
            -1.396706,
            0.012042,
            -1.408748,
            0,
            0,
            0.371763
        ],
        [
            8674.3083,
            8674.3083,
            8674.3083,
            8674.3083,
            8674.3083,
            8674.3083
        ],
        [
            -2765268,
            -107509,
            -2737476,
            -163727155,
            -121639575,
            -78880308
        ],
        [
            0.220731,
            1.087832,
            0.148909,
            0.971711,
            0.416203,
            1.780987
        ],
        [
            208,
            104,
            104,
            208,
            104,
            104
        ],
        [
            162,
            75,
            87,
            111,
            53,
            58
        ],
        [
            46,
            29,
            17,
            97,
            51,
            46
        ],
        [
            77.884615,
            72.115385,
            83.653846,
            53.365385,
            50.961538,
            55.769231
        ],
        [
            0.062677,
            0.420628,
            0.029097,
            0.849153,
            0.400497,
            1.412507
        ],
        [
            20402,
            13135,
            20402,
            51665133,
            10808807,
            51665133
        ],
        [
            -1787765,
            -58742,
            -1787765,
            -76907505,
            -76907505,
            -45295115
        ],
        [
            34,
            17,
            51,
            34,
            17,
            51
        ],
        [
            11,
            6,
            15,
            30,
            12,
            47
        ],
        [
            114,
            45,
            232,
            38,
            23,
            55
        ],
        [
            7158,
            1820,
            5337,
            7158,
            1820,
            5337
        ],
        [
            39.234147,
            93.984147,
            0,
            0,
            0,
            75.734147
        ],
        [
            1,
            6,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575527,
            -463478,
            -576533,
            -579252,
            -580652,
            460829
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 12038,
    "actual_packets": 7426,
    "evaluation_days": 1856.5,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1599458400000,
    "last_datapoint_time": 1757505600000,
    "evaluation_time": 1757525830322,
    "expiration_time": 1762317648000,
    "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": 109,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)