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Trade: SOL/USDT/360/VWAP/VWMA/5516

Strategy
SOL/USDT/360/VWAP/VWMA/5516
Pair
SOL_USDT
Interval
6h
Score
362271
Daily Profit
0.285448
Profit Factor
3.102090
Profitability
51.020408
Streak
0.000000
Best Strategy
Training Data Length
1866.250000
Evaluation Time
2025-09-20 13:09
Expiration Time
2025-11-15 07:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2804736.2798 -84351.3369 -2720384.943 -682843.5489 -21012645.6755 20329802.1267
Total P&L (%) -2804.7363 -84.3513 -2720.3849 -682.8435 -21012.6457 20329.8021
Avg Daily Profit (%) -1.5029 -0.0452 -1.4577 0 0 0.2854
Buy And Hold Return (%) 8822.765 8822.765 8822.765 8822.765 8822.765 8822.765
Max Trade Drawdown -2852626 -168493 -2745472 -24438823 -21859762 -4627807
Profit Factor 0.1047 0.6677 0.055 0.9805 0.1731 3.1021
Total Trades 98 49 49 98 49 49
Winning Trades 71 37 34 46 21 25
Losing Trades 27 12 15 52 28 24
Profitability (%) 72.449 75.5102 69.3878 46.9388 42.8571 51.0204
Ratio Avg Win / Avg Loss 0.0398 0.2166 0.0243 1.1084 0.2308 2.978
Largest Winning Trade 15418 15418 15242 25548043 1883667 25548043
Largest Losing Trade -1932102 -63286 -1932102 -11287476 -11287476 -2687568
Avg Bars in Trades 70 67 73 70 67 73
Avg Bars in Winners 20 24 16 59 49 67
Avg Bars in Losers 200 198 202 80 80 79
Bars Traded 6898 3297 3601 6898 3297 3601
Profit Streak 49.4232 72.4232 49.4232 0 0 0
Trades During Streak 3 2 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575912 -576408 -577604 -580040 -583459 362271

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7465,
    "evaluation_days": 1866.25,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1601704800000,
    "last_datapoint_time": 1758348000000,
    "evaluation_time": 1758362964192,
    "expiration_time": 1763185320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 213,
            "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": [
        [
            -2804736.279831908,
            -84351.3368760096,
            -2720384.942955898,
            -682843.5488764707,
            -21012645.675546143,
            20329802.12666967
        ],
        [
            -2804.73628,
            -84.351337,
            -2720.384943,
            -682.843549,
            -21012.645676,
            20329.802127
        ],
        [
            -1.502873,
            -0.045198,
            -1.457674,
            0,
            0,
            0.285448
        ],
        [
            8822.764991,
            8822.764991,
            8822.764991,
            8822.764991,
            8822.764991,
            8822.764991
        ],
        [
            -2852626,
            -168493,
            -2745472,
            -24438823,
            -21859762,
            -4627807
        ],
        [
            0.104687,
            0.667746,
            0.055033,
            0.980536,
            0.173107,
            3.10209
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            71,
            37,
            34,
            46,
            21,
            25
        ],
        [
            27,
            12,
            15,
            52,
            28,
            24
        ],
        [
            72.44898,
            75.510204,
            69.387755,
            46.938776,
            42.857143,
            51.020408
        ],
        [
            0.039811,
            0.216566,
            0.024279,
            1.108432,
            0.23081,
            2.978007
        ],
        [
            15418,
            15418,
            15242,
            25548043,
            1883667,
            25548043
        ],
        [
            -1932102,
            -63286,
            -1932102,
            -11287476,
            -11287476,
            -2687568
        ],
        [
            70,
            67,
            73,
            70,
            67,
            73
        ],
        [
            20,
            24,
            16,
            59,
            49,
            67
        ],
        [
            200,
            198,
            202,
            80,
            80,
            79
        ],
        [
            6898,
            3297,
            3601,
            6898,
            3297,
            3601
        ],
        [
            49.423197,
            72.423197,
            49.423197,
            0,
            0,
            0
        ],
        [
            3,
            2,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575912,
            -576408,
            -577604,
            -580040,
            -583459,
            362271
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7465,
    "evaluation_days": 1866.25,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1601704800000,
    "last_datapoint_time": 1758348000000,
    "evaluation_time": 1758362964192,
    "expiration_time": 1763185320000,
    "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": 213,
            "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)