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Trade: SOL/USDT/360/VWAP/T3/5539

Strategy
SOL/USDT/360/VWAP/T3/5539
Pair
SOL_USDT
Interval
6h
Score
347163
Daily Profit
0.277847
Profit Factor
2.340715
Profitability
55.813953
Streak
93.192739
Best Strategy
Training Data Length
1860.000000
Evaluation Time
2025-09-14 07:37
Expiration Time
2025-11-08 21:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2297973.9971 -21249.9811 -2276724.016 -1879536.5096 -19209618.2142 17330081.7045
Total P&L (%) -2297.974 -21.25 -2276.724 -1879.5365 -19209.6182 17330.0817
Avg Daily Profit (%) -1.2355 -0.0114 -1.224 0 0 0.2778
Buy And Hold Return (%) 7530.9542 7530.9542 7530.9542 7530.9542 7530.9542 7530.9542
Max Trade Drawdown -2369889 -155831 -2316646 -26453415 -21641681 -7658406
Profit Factor 0.1447 0.907 0.0738 0.9508 0.2395 2.3407
Total Trades 86 43 43 86 43 43
Winning Trades 65 33 32 42 18 24
Losing Trades 21 10 11 44 25 19
Profitability (%) 75.5814 76.7442 74.4186 48.8372 41.8605 55.814
Ratio Avg Win / Avg Loss 0.0467 0.2748 0.0254 0.9961 0.3326 1.8531
Largest Winning Trade 43198 43198 13876 20681963 2160843 20681963
Largest Losing Trade -1546208 -59672 -1546208 -10852648 -10852648 -6555145
Avg Bars in Trades 80 76 84 80 76 84
Avg Bars in Winners 27 32 22 64 57 70
Avg Bars in Losers 242 220 262 94 89 101
Bars Traded 6884 3271 3613 6884 3271 3613
Profit Streak 42.1927 148.1927 0 0 0 93.1927
Trades During Streak 1 3 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576403 -575908 -577561 -581000 -583892 347163

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7440,
    "evaluation_days": 1860,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1600149600000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757824652643,
    "expiration_time": 1762629120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 141,
            "offset": 0,
            "a": 0.43481
        }
    }
}
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": [
        [
            -2297973.997097158,
            -21249.9810925516,
            -2276724.0160046066,
            -1879536.509648124,
            -19209618.214164753,
            17330081.704516634
        ],
        [
            -2297.973997,
            -21.249981,
            -2276.724016,
            -1879.53651,
            -19209.618214,
            17330.081705
        ],
        [
            -1.23547,
            -0.011425,
            -1.224045,
            0,
            0,
            0.277847
        ],
        [
            7530.954216,
            7530.954216,
            7530.954216,
            7530.954216,
            7530.954216,
            7530.954216
        ],
        [
            -2369889,
            -155831,
            -2316646,
            -26453415,
            -21641681,
            -7658406
        ],
        [
            0.144673,
            0.906983,
            0.073829,
            0.950778,
            0.239484,
            2.340715
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            65,
            33,
            32,
            42,
            18,
            24
        ],
        [
            21,
            10,
            11,
            44,
            25,
            19
        ],
        [
            75.581395,
            76.744186,
            74.418605,
            48.837209,
            41.860465,
            55.813953
        ],
        [
            0.046741,
            0.274843,
            0.025379,
            0.996053,
            0.332617,
            1.853066
        ],
        [
            43198,
            43198,
            13876,
            20681963,
            2160843,
            20681963
        ],
        [
            -1546208,
            -59672,
            -1546208,
            -10852648,
            -10852648,
            -6555145
        ],
        [
            80,
            76,
            84,
            80,
            76,
            84
        ],
        [
            27,
            32,
            22,
            64,
            57,
            70
        ],
        [
            242,
            220,
            262,
            94,
            89,
            101
        ],
        [
            6884,
            3271,
            3613,
            6884,
            3271,
            3613
        ],
        [
            42.192739,
            148.192739,
            0,
            0,
            0,
            93.192739
        ],
        [
            1,
            3,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576403,
            -575908,
            -577561,
            -581000,
            -583892,
            347163
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7440,
    "evaluation_days": 1860,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1600149600000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757824652643,
    "expiration_time": 1762629120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 141,
            "offset": 0,
            "a": 0.43481
        }
    }
}

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)