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Trade: SOL/USDT/360/VWAP/SMA/4217

Strategy
SOL/USDT/360/VWAP/SMA/4217
Pair
SOL_USDT
Interval
6h
Score
458450
Daily Profit
0.293185
Profit Factor
3.122317
Profitability
55.813953
Streak
98.881068
Best Strategy
Training Data Length
1865.500000
Evaluation Time
2025-09-19 18:08
Expiration Time
2025-11-14 13:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2296730.9166 -44430.6069 -2252300.3097 -688569.0791 -24130472.0244 23441902.9453
Total P&L (%) -2296.7309 -44.4306 -2252.3003 -688.5691 -24130.472 23441.9029
Avg Daily Profit (%) -1.2312 -0.0238 -1.2073 0 0 0.2932
Buy And Hold Return (%) 8875.6561 8875.6561 8875.6561 8875.6561 8875.6561 8875.6561
Max Trade Drawdown -2358920 -153383 -2286621 -27681007 -24478821 -5840004
Profit Factor 0.1334 0.8071 0.0692 0.9827 0.1611 3.1223
Total Trades 86 43 43 86 43 43
Winning Trades 63 31 32 44 20 24
Losing Trades 23 12 11 42 23 19
Profitability (%) 73.2558 72.093 74.4186 51.1628 46.5116 55.814
Ratio Avg Win / Avg Loss 0.0487 0.3124 0.0238 0.938 0.1852 2.4718
Largest Winning Trade 26401 26401 13876 28145020 2075143 28145020
Largest Losing Trade -1493189 -60379 -1493189 -12434857 -12434857 -3885020
Avg Bars in Trades 80 76 84 80 76 84
Avg Bars in Winners 27 34 20 64 53 73
Avg Bars in Losers 223 182 268 96 95 97
Bars Traded 6886 3268 3618 6886 3268 3618
Profit Streak 47.8811 155.3811 0 0 0 98.8811
Trades During Streak 1 3 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576695 -576510 -577561 -580397 -582083 458450

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7462,
    "evaluation_days": 1865.5,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1601899200000,
    "last_datapoint_time": 1758283200000,
    "evaluation_time": 1758294524267,
    "expiration_time": 1763118576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 222,
            "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": [
        [
            -2296730.9166425266,
            -44430.6069130673,
            -2252300.3097294597,
            -688569.0790673431,
            -24130472.024363946,
            23441902.945296597
        ],
        [
            -2296.730917,
            -44.430607,
            -2252.30031,
            -688.569079,
            -24130.472024,
            23441.902945
        ],
        [
            -1.231161,
            -0.023817,
            -1.207344,
            0,
            0,
            0.293185
        ],
        [
            8875.656143,
            8875.656143,
            8875.656143,
            8875.656143,
            8875.656143,
            8875.656143
        ],
        [
            -2358920,
            -153383,
            -2286621,
            -27681007,
            -24478821,
            -5840004
        ],
        [
            0.133373,
            0.807092,
            0.069249,
            0.982703,
            0.161071,
            3.122317
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            63,
            31,
            32,
            44,
            20,
            24
        ],
        [
            23,
            12,
            11,
            42,
            23,
            19
        ],
        [
            73.255814,
            72.093023,
            74.418605,
            51.162791,
            46.511628,
            55.813953
        ],
        [
            0.048692,
            0.312423,
            0.023804,
            0.938035,
            0.185232,
            2.471835
        ],
        [
            26401,
            26401,
            13876,
            28145020,
            2075143,
            28145020
        ],
        [
            -1493189,
            -60379,
            -1493189,
            -12434857,
            -12434857,
            -3885020
        ],
        [
            80,
            76,
            84,
            80,
            76,
            84
        ],
        [
            27,
            34,
            20,
            64,
            53,
            73
        ],
        [
            223,
            182,
            268,
            96,
            95,
            97
        ],
        [
            6886,
            3268,
            3618,
            6886,
            3268,
            3618
        ],
        [
            47.881068,
            155.381068,
            0,
            0,
            0,
            98.881068
        ],
        [
            1,
            3,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576695,
            -576510,
            -577561,
            -580397,
            -582083,
            458450
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7462,
    "evaluation_days": 1865.5,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1601899200000,
    "last_datapoint_time": 1758283200000,
    "evaluation_time": 1758294524267,
    "expiration_time": 1763118576000,
    "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": 222,
            "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)