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Trade: SOL/USDT/360/VWAP/LINREG/1439

Strategy
SOL/USDT/360/VWAP/LINREG/1439
Pair
SOL_USDT
Interval
6h
Score
508326
Daily Profit
0.291641
Profit Factor
3.577702
Profitability
52.083333
Streak
213.661549
Best Strategy
Training Data Length
1864.500000
Evaluation Time
2025-09-18 18:52
Expiration Time
2025-11-13 12:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1528222.0992 1495908.3311 32313.7681 17018050.981 22708891.8116 -5690840.8306
Total P&L (%) 1528.2221 1495.9083 32.3138 17018.051 22708.8918 -5690.8408
Avg Daily Profit (%) 0.8196 0.8023 0.0173 0.2762 0.2916 0
Buy And Hold Return (%) 7740.4749 7740.4749 7740.4749 7740.4749 7740.4749 7740.4749
Max Trade Drawdown -70664 -53616 -111527 -11054219 -3149885 -13022762
Profit Factor 4.3151 9.7097 1.1117 1.6633 3.5777 0.6622
Total Trades 96 48 48 96 48 48
Winning Trades 49 25 24 49 25 24
Losing Trades 47 23 24 47 23 24
Profitability (%) 51.0417 52.0833 50 51.0417 52.0833 50
Ratio Avg Win / Avg Loss 4.139 8.9329 1.1117 1.5954 3.2915 0.6622
Largest Winning Trade 760982 760982 61052 11078431 11078431 2112127
Largest Losing Trade -42384 -25510 -42384 -3292693 -2143584 -3292693
Avg Bars in Trades 74 76 72 74 76 72
Avg Bars in Winners 100 111 88 100 111 88
Avg Bars in Losers 47 38 56 47 38 56
Bars Traded 7186 3685 3501 7186 3685 3501
Profit Streak 213.6615 213.6615 241.4115 213.6615 213.6615 241.4115
Trades During Streak 7 3 6 7 3 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -143453 -142364 -431595 292445 508326 -579265

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7458,
    "evaluation_days": 1864.5,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1599976800000,
    "last_datapoint_time": 1758196800000,
    "evaluation_time": 1758210757809,
    "expiration_time": 1763029584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 132
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 73,
            "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": [
        [
            1528222.099217995,
            1495908.3311357202,
            32313.7680822748,
            17018050.981017556,
            22708891.81164913,
            -5690840.830631578
        ],
        [
            1528.222099,
            1495.908331,
            32.313768,
            17018.050981,
            22708.891812,
            -5690.840831
        ],
        [
            0.819642,
            0.802311,
            0.017331,
            0.276204,
            0.291641,
            0
        ],
        [
            7740.474912,
            7740.474912,
            7740.474912,
            7740.474912,
            7740.474912,
            7740.474912
        ],
        [
            -70664,
            -53616,
            -111527,
            -11054219,
            -3149885,
            -13022762
        ],
        [
            4.315136,
            9.709667,
            1.111723,
            1.663331,
            3.577702,
            0.662178
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            47,
            23,
            24,
            47,
            23,
            24
        ],
        [
            51.041667,
            52.083333,
            50,
            51.041667,
            52.083333,
            50
        ],
        [
            4.139008,
            8.932894,
            1.111723,
            1.59544,
            3.291486,
            0.662178
        ],
        [
            760982,
            760982,
            61052,
            11078431,
            11078431,
            2112127
        ],
        [
            -42384,
            -25510,
            -42384,
            -3292693,
            -2143584,
            -3292693
        ],
        [
            74,
            76,
            72,
            74,
            76,
            72
        ],
        [
            100,
            111,
            88,
            100,
            111,
            88
        ],
        [
            47,
            38,
            56,
            47,
            38,
            56
        ],
        [
            7186,
            3685,
            3501,
            7186,
            3685,
            3501
        ],
        [
            213.661549,
            213.661549,
            241.411549,
            213.661549,
            213.661549,
            241.411549
        ],
        [
            7,
            3,
            6,
            7,
            3,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -143453,
            -142364,
            -431595,
            292445,
            508326,
            -579265
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7458,
    "evaluation_days": 1864.5,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1599976800000,
    "last_datapoint_time": 1758196800000,
    "evaluation_time": 1758210757809,
    "expiration_time": 1763029584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 132
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 73,
            "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)