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Trade: SOL/USDT/360/VWAP/LINREG/9279

Strategy
SOL/USDT/360/VWAP/LINREG/9279
Pair
SOL_USDT
Interval
6h
Score
639700
Daily Profit
0.367004
Profit Factor
4.300730
Profitability
57.142857
Streak
0.000000
Best Strategy
Training Data Length
1863.750000
Evaluation Time
2025-09-18 02:09
Expiration Time
2025-11-12 17:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1598339.3444 1485085.3003 113254.0441 85401607.9367 92189764.2861 -6788156.3494
Total P&L (%) 1598.3393 1485.0853 113.254 85401.6079 92189.7643 -6788.1563
Avg Daily Profit (%) 0.8576 0.7968 0.0608 0.3629 0.367 0
Buy And Hold Return (%) 9418.6029 9418.6029 9418.6029 9418.6029 9418.6029 9418.6029
Max Trade Drawdown -52407 -30157 -79598 -17664961 -13927262 -34146919
Profit Factor 5.0146 13.237 1.4092 2.0046 4.3007 0.8811
Total Trades 99 49 50 99 49 50
Winning Trades 57 28 29 57 28 29
Losing Trades 42 21 21 42 21 21
Profitability (%) 57.5758 57.1429 58 57.5758 57.1429 58
Ratio Avg Win / Avg Loss 3.695 9.9278 1.0205 1.4771 3.2255 0.638
Largest Winning Trade 605027 605027 61101 43632893 43632893 14894425
Largest Losing Trade -50909 -24114 -50909 -13392900 -13392900 -9839424
Avg Bars in Trades 72 73 72 72 73 72
Avg Bars in Winners 85 92 78 85 92 78
Avg Bars in Losers 55 47 63 55 47 63
Bars Traded 7214 3588 3626 7214 3588 3626
Profit Streak 23.7148 0 24.2148 23.7148 0 24.2148
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -142965 -143088 -455284 501079 639700 -759251

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7455,
    "evaluation_days": 1863.75,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1600236000000,
    "last_datapoint_time": 1758132000000,
    "evaluation_time": 1758150562624,
    "expiration_time": 1762962840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 113
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 145,
            "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": [
        [
            1598339.3443843375,
            1485085.3003184437,
            113254.0440658931,
            85401607.93674108,
            92189764.2861407,
            -6788156.349399619
        ],
        [
            1598.339344,
            1485.0853,
            113.254044,
            85401.607937,
            92189.764286,
            -6788.156349
        ],
        [
            0.857593,
            0.796826,
            0.060767,
            0.36289,
            0.367004,
            0
        ],
        [
            9418.602944,
            9418.602944,
            9418.602944,
            9418.602944,
            9418.602944,
            9418.602944
        ],
        [
            -52407,
            -30157,
            -79598,
            -17664961,
            -13927262,
            -34146919
        ],
        [
            5.01463,
            13.237031,
            1.409201,
            2.00457,
            4.30073,
            0.881083
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            57.575758,
            57.142857,
            58,
            57.575758,
            57.142857,
            58
        ],
        [
            3.694991,
            9.927773,
            1.020456,
            1.477052,
            3.225547,
            0.638025
        ],
        [
            605027,
            605027,
            61101,
            43632893,
            43632893,
            14894425
        ],
        [
            -50909,
            -24114,
            -50909,
            -13392900,
            -13392900,
            -9839424
        ],
        [
            72,
            73,
            72,
            72,
            73,
            72
        ],
        [
            85,
            92,
            78,
            85,
            92,
            78
        ],
        [
            55,
            47,
            63,
            55,
            47,
            63
        ],
        [
            7214,
            3588,
            3626,
            7214,
            3588,
            3626
        ],
        [
            23.714845,
            0,
            24.214845,
            23.714845,
            0,
            24.214845
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -142965,
            -143088,
            -455284,
            501079,
            639700,
            -759251
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7455,
    "evaluation_days": 1863.75,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1600236000000,
    "last_datapoint_time": 1758132000000,
    "evaluation_time": 1758150562624,
    "expiration_time": 1762962840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 113
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 145,
            "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)