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Trade: SOL/USDT/360/VWAP/SWMA/6388

Strategy
SOL/USDT/360/VWAP/SWMA/6388
Pair
SOL_USDT
Interval
6h
Score
451826
Daily Profit
0.294394
Profit Factor
3.685381
Profitability
52.173913
Streak
0.000000
Best Strategy
Training Data Length
1855.750000
Evaluation Time
2025-09-09 23:48
Expiration Time
2025-11-04 12:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2255579.033 -54492.1555 -2201086.8775 -599885.4137 -23896707.9445 23296822.5307
Total P&L (%) -2255.579 -54.4922 -2201.0869 -599.8854 -23896.7079 23296.8225
Avg Daily Profit (%) -1.2155 -0.0294 -1.1861 0 0 0.2944
Buy And Hold Return (%) 9012.5833 9012.5833 9012.5833 9012.5833 9012.5833 9012.5833
Max Trade Drawdown -2326512 -182458 -2241125 -25737955 -24186637 -4372056
Profit Factor 0.1363 0.779 0.0693 0.9828 0.0866 3.6854
Total Trades 92 46 46 92 46 46
Winning Trades 64 32 32 41 17 24
Losing Trades 28 14 14 51 29 22
Profitability (%) 69.5652 69.5652 69.5652 44.5652 36.9565 52.1739
Ratio Avg Win / Avg Loss 0.0596 0.3408 0.0303 1.2225 0.1478 3.3783
Largest Winning Trade 43198 43198 15000 28442126 971966 28442126
Largest Losing Trade -1402977 -62671 -1402977 -12174843 -12174843 -2547677
Avg Bars in Trades 73 71 76 73 71 76
Avg Bars in Winners 24 29 20 61 60 62
Avg Bars in Losers 185 166 204 83 77 90
Bars Traded 6786 3284 3502 6786 3284 3502
Profit Streak 0 0 91.3673 89.8673 91.1173 0
Trades During Streak 0 0 1 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577718 -578168 -577609 -580420 -585218 451826

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7423,
    "evaluation_days": 1855.75,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1602374400000,
    "last_datapoint_time": 1757440800000,
    "evaluation_time": 1757450930727,
    "expiration_time": 1762250904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 234,
            "offset": 10
        }
    }
}
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": [
        [
            -2255579.0330236224,
            -54492.1554843041,
            -2201086.877539319,
            -599885.4137441607,
            -23896707.94448258,
            23296822.530738413
        ],
        [
            -2255.579033,
            -54.492155,
            -2201.086878,
            -599.885414,
            -23896.707944,
            23296.822531
        ],
        [
            -1.215454,
            -0.029364,
            -1.18609,
            0,
            0,
            0.294394
        ],
        [
            9012.58334,
            9012.58334,
            9012.58334,
            9012.58334,
            9012.58334,
            9012.58334
        ],
        [
            -2326512,
            -182458,
            -2241125,
            -25737955,
            -24186637,
            -4372056
        ],
        [
            0.136295,
            0.778962,
            0.069303,
            0.982781,
            0.086633,
            3.685381
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            64,
            32,
            32,
            41,
            17,
            24
        ],
        [
            28,
            14,
            14,
            51,
            29,
            22
        ],
        [
            69.565217,
            69.565217,
            69.565217,
            44.565217,
            36.956522,
            52.173913
        ],
        [
            0.059629,
            0.340796,
            0.03032,
            1.222484,
            0.147786,
            3.378266
        ],
        [
            43198,
            43198,
            15000,
            28442126,
            971966,
            28442126
        ],
        [
            -1402977,
            -62671,
            -1402977,
            -12174843,
            -12174843,
            -2547677
        ],
        [
            73,
            71,
            76,
            73,
            71,
            76
        ],
        [
            24,
            29,
            20,
            61,
            60,
            62
        ],
        [
            185,
            166,
            204,
            83,
            77,
            90
        ],
        [
            6786,
            3284,
            3502,
            6786,
            3284,
            3502
        ],
        [
            0,
            0,
            91.367254,
            89.867254,
            91.117254,
            0
        ],
        [
            0,
            0,
            1,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577718,
            -578168,
            -577609,
            -580420,
            -585218,
            451826
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7423,
    "evaluation_days": 1855.75,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1602374400000,
    "last_datapoint_time": 1757440800000,
    "evaluation_time": 1757450930727,
    "expiration_time": 1762250904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 234,
            "offset": 10
        }
    }
}

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)