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Trade: SOL/USDT/360/VWMA/DCM/1453

Strategy
SOL/USDT/360/VWMA/DCM/1453
Pair
SOL_USDT
Interval
6h
Score
522774
Daily Profit
0.287415
Profit Factor
5.364215
Profitability
51.724138
Streak
225.494951
Best Strategy
Training Data Length
1862.250000
Evaluation Time
2025-09-16 14:52
Expiration Time
2025-11-11 04:49

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1737235.2405 1707514.767 29720.4735 21562148.299 20849766.5272 712381.7717
Total P&L (%) 1737.2352 1707.5148 29.7205 21562.1483 20849.7665 712.3818
Avg Daily Profit (%) 0.9329 0.9169 0.016 0.2892 0.2874 0.1126
Buy And Hold Return (%) 8022.1969 8022.1969 8022.1969 8022.1969 8022.1969 8022.1969
Max Trade Drawdown -67177 -51350 -135493 -4744399 -3233815 -2498688
Profit Factor 6.2665 13.2591 1.1559 2.8781 5.3642 1.1063
Total Trades 58 29 29 58 29 29
Winning Trades 28 15 13 28 15 13
Losing Trades 30 14 16 30 14 16
Profitability (%) 48.2759 51.7241 44.8276 48.2759 51.7241 44.8276
Ratio Avg Win / Avg Loss 6.7141 12.3751 1.4227 3.0837 5.0066 1.3616
Largest Winning Trade 1029133 1029133 67305 6511583 6511583 4372974
Largest Losing Trade -39601 -25887 -39601 -3233815 -3233815 -2486379
Avg Bars in Trades 119 124 114 119 124 114
Avg Bars in Winners 182 198 163 182 198 163
Avg Bars in Losers 60 45 74 60 45 74
Bars Traded 6923 3604 3319 6923 3604 3319
Profit Streak 0 225.495 0 0 225.495 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -324138 -142839 -388359 -169263 522774 -313789

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7449,
    "evaluation_days": 1862.25,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1600732800000,
    "last_datapoint_time": 1758002400000,
    "evaluation_time": 1758023563764,
    "expiration_time": 1762829352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 168,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 40,
            "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": [
        [
            1737235.240513636,
            1707514.767024106,
            29720.4734895298,
            21562148.298952986,
            20849766.527216066,
            712381.7717369236
        ],
        [
            1737.235241,
            1707.514767,
            29.720473,
            21562.148299,
            20849.766527,
            712.381772
        ],
        [
            0.932869,
            0.91691,
            0.015959,
            0.289216,
            0.287415,
            0.112551
        ],
        [
            8022.196923,
            8022.196923,
            8022.196923,
            8022.196923,
            8022.196923,
            8022.196923
        ],
        [
            -67177,
            -51350,
            -135493,
            -4744399,
            -3233815,
            -2498688
        ],
        [
            6.266452,
            13.259081,
            1.155945,
            2.878143,
            5.364215,
            1.106276
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            28,
            15,
            13,
            28,
            15,
            13
        ],
        [
            30,
            14,
            16,
            30,
            14,
            16
        ],
        [
            48.275862,
            51.724138,
            44.827586,
            48.275862,
            51.724138,
            44.827586
        ],
        [
            6.714056,
            12.375142,
            1.422702,
            3.083725,
            5.006601,
            1.36157
        ],
        [
            1029133,
            1029133,
            67305,
            6511583,
            6511583,
            4372974
        ],
        [
            -39601,
            -25887,
            -39601,
            -3233815,
            -3233815,
            -2486379
        ],
        [
            119,
            124,
            114,
            119,
            124,
            114
        ],
        [
            182,
            198,
            163,
            182,
            198,
            163
        ],
        [
            60,
            45,
            74,
            60,
            45,
            74
        ],
        [
            6923,
            3604,
            3319,
            6923,
            3604,
            3319
        ],
        [
            0,
            225.494951,
            0,
            0,
            225.494951,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -324138,
            -142839,
            -388359,
            -169263,
            522774,
            -313789
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7449,
    "evaluation_days": 1862.25,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1600732800000,
    "last_datapoint_time": 1758002400000,
    "evaluation_time": 1758023563764,
    "expiration_time": 1762829352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 168,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 40,
            "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)