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Trade: SOL/USDT/360/VWAP/VWMA/4977

Strategy
SOL/USDT/360/VWAP/VWMA/4977
Pair
SOL_USDT
Interval
6h
Score
397453
Daily Profit
0.307483
Profit Factor
3.407550
Profitability
46.666667
Streak
0.000000
Best Strategy
Training Data Length
1857.000000
Evaluation Time
2025-09-11 03:48
Expiration Time
2025-11-05 19:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2568131.767 -40016.2532 -2528115.5138 -953979.5055 -30776477.7729 29822498.2674
Total P&L (%) -2568.1318 -40.0163 -2528.1155 -953.9795 -30776.4778 29822.4983
Avg Daily Profit (%) -1.3829 -0.0215 -1.3614 0 0 0.3075
Buy And Hold Return (%) 10292.5553 10292.5553 10292.5553 10292.5553 10292.5553 10292.5553
Max Trade Drawdown -2656331 -170427 -2568966 -34874084 -31085753 -5950131
Profit Factor 0.1276 0.835 0.0641 0.9801 0.1331 3.4076
Total Trades 90 45 45 90 45 45
Winning Trades 71 37 34 38 17 21
Losing Trades 19 8 11 52 28 24
Profitability (%) 78.8889 82.2222 75.5556 42.2222 37.7778 46.6667
Ratio Avg Win / Avg Loss 0.0341 0.1805 0.0207 1.3412 0.2192 3.8943
Largest Winning Trade 20252 15648 20252 36734906 2033511 36734906
Largest Losing Trade -1764690 -63025 -1764690 -16038110 -16038110 -3780123
Avg Bars in Trades 76 73 80 76 73 80
Avg Bars in Winners 25 30 19 63 47 75
Avg Bars in Losers 269 270 268 86 88 84
Bars Traded 6896 3285 3611 6896 3285 3611
Profit Streak 39.5334 146.0334 39.5334 0 0 0
Trades During Streak 3 4 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575086 -575224 -576852 -581895 -585465 397453

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7428,
    "evaluation_days": 1857,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1602136800000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757551689348,
    "expiration_time": 1762362144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 233,
            "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": [
        [
            -2568131.767006974,
            -40016.2531669936,
            -2528115.5138399815,
            -953979.5054820752,
            -30776477.77288859,
            29822498.267406505
        ],
        [
            -2568.131767,
            -40.016253,
            -2528.115514,
            -953.979505,
            -30776.477773,
            29822.498267
        ],
        [
            -1.382947,
            -0.021549,
            -1.361398,
            0,
            0,
            0.307483
        ],
        [
            10292.555304,
            10292.555304,
            10292.555304,
            10292.555304,
            10292.555304,
            10292.555304
        ],
        [
            -2656331,
            -170427,
            -2568966,
            -34874084,
            -31085753,
            -5950131
        ],
        [
            0.127599,
            0.834973,
            0.0641,
            0.980079,
            0.133108,
            3.40755
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            71,
            37,
            34,
            38,
            17,
            21
        ],
        [
            19,
            8,
            11,
            52,
            28,
            24
        ],
        [
            78.888889,
            82.222222,
            75.555556,
            42.222222,
            37.777778,
            46.666667
        ],
        [
            0.034146,
            0.180535,
            0.020738,
            1.341161,
            0.219237,
            3.894343
        ],
        [
            20252,
            15648,
            20252,
            36734906,
            2033511,
            36734906
        ],
        [
            -1764690,
            -63025,
            -1764690,
            -16038110,
            -16038110,
            -3780123
        ],
        [
            76,
            73,
            80,
            76,
            73,
            80
        ],
        [
            25,
            30,
            19,
            63,
            47,
            75
        ],
        [
            269,
            270,
            268,
            86,
            88,
            84
        ],
        [
            6896,
            3285,
            3611,
            6896,
            3285,
            3611
        ],
        [
            39.533441,
            146.033441,
            39.533441,
            0,
            0,
            0
        ],
        [
            3,
            4,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575086,
            -575224,
            -576852,
            -581895,
            -585465,
            397453
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7428,
    "evaluation_days": 1857,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1602136800000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757551689348,
    "expiration_time": 1762362144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 233,
            "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)