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Trade: SOL/USDT/360/VWAP/SMA/3088

Strategy
SOL/USDT/360/VWAP/SMA/3088
Pair
SOL_USDT
Interval
6h
Score
424584
Daily Profit
0.299388
Profit Factor
2.982630
Profitability
51.162791
Streak
96.166707
Best Strategy
Training Data Length
1862.750000
Evaluation Time
2025-09-17 01:00
Expiration Time
2025-11-11 17:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2179141.1291 -22915.5241 -2156225.605 -876065.7438 -26980665.3517 26104599.608
Total P&L (%) -2179.1411 -22.9155 -2156.2256 -876.0657 -26980.6654 26104.5996
Avg Daily Profit (%) -1.1699 -0.0123 -1.1576 0 0 0.2994
Buy And Hold Return (%) 10419.6809 10419.6809 10419.6809 10419.6809 10419.6809 10419.6809
Max Trade Drawdown -2245180 -152942 -2191181 -31450053 -27437426 -7339611
Profit Factor 0.1485 0.8963 0.0779 0.9807 0.1626 2.9826
Total Trades 86 43 43 86 43 43
Winning Trades 65 32 33 42 20 22
Losing Trades 21 11 10 44 23 21
Profitability (%) 75.5814 74.4186 76.7442 48.8372 46.5116 51.1628
Ratio Avg Win / Avg Loss 0.048 0.3081 0.0236 1.0274 0.187 2.8471
Largest Winning Trade 33988 33988 20252 31308706 2308403 31308706
Largest Losing Trade -1402977 -60198 -1402977 -13832617 -13832617 -5257523
Avg Bars in Trades 80 75 84 80 75 84
Avg Bars in Winners 29 36 22 68 58 76
Avg Bars in Losers 236 190 288 91 90 91
Bars Traded 6884 3266 3618 6884 3266 3618
Profit Streak 44.9167 151.9167 0 0 0 96.1667
Trades During Streak 1 3 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576398 -576209 -577260 -579333 -582083 424584

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7451,
    "evaluation_days": 1862.75,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1602028800000,
    "last_datapoint_time": 1758045600000,
    "evaluation_time": 1758060003471,
    "expiration_time": 1762873848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 228,
            "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": [
        [
            -2179141.129128753,
            -22915.5241130036,
            -2156225.605015751,
            -876065.743758356,
            -26980665.351712205,
            26104599.60795385
        ],
        [
            -2179.141129,
            -22.915524,
            -2156.225605,
            -876.065744,
            -26980.665352,
            26104.599608
        ],
        [
            -1.169852,
            -0.012302,
            -1.15755,
            0,
            0,
            0.299388
        ],
        [
            10419.680875,
            10419.680875,
            10419.680875,
            10419.680875,
            10419.680875,
            10419.680875
        ],
        [
            -2245180,
            -152942,
            -2191181,
            -31450053,
            -27437426,
            -7339611
        ],
        [
            0.148548,
            0.896269,
            0.07791,
            0.980698,
            0.162648,
            2.98263
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            65,
            32,
            33,
            42,
            20,
            22
        ],
        [
            21,
            11,
            10,
            44,
            23,
            21
        ],
        [
            75.581395,
            74.418605,
            76.744186,
            48.837209,
            46.511628,
            51.162791
        ],
        [
            0.047992,
            0.308092,
            0.023609,
            1.027398,
            0.187046,
            2.847056
        ],
        [
            33988,
            33988,
            20252,
            31308706,
            2308403,
            31308706
        ],
        [
            -1402977,
            -60198,
            -1402977,
            -13832617,
            -13832617,
            -5257523
        ],
        [
            80,
            75,
            84,
            80,
            75,
            84
        ],
        [
            29,
            36,
            22,
            68,
            58,
            76
        ],
        [
            236,
            190,
            288,
            91,
            90,
            91
        ],
        [
            6884,
            3266,
            3618,
            6884,
            3266,
            3618
        ],
        [
            44.916707,
            151.916707,
            0,
            0,
            0,
            96.166707
        ],
        [
            1,
            3,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576398,
            -576209,
            -577260,
            -579333,
            -582083,
            424584
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7451,
    "evaluation_days": 1862.75,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1602028800000,
    "last_datapoint_time": 1758045600000,
    "evaluation_time": 1758060003471,
    "expiration_time": 1762873848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 228,
            "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)