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Trade: SOL/USDT/360/VWMA/EMA/9952

Strategy
SOL/USDT/360/VWMA/EMA/9952
Pair
SOL_USDT
Interval
6h
Score
402006
Daily Profit
0.311058
Profit Factor
1.617179
Profitability
57.446809
Streak
68.298515
Best Strategy
Training Data Length
1856.750000
Evaluation Time
2025-09-10 22:09
Expiration Time
2025-11-05 12:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2237733.5984 80873.9818 -2318607.5802 -20871406.3849 -52716683.164 31845276.7791
Total P&L (%) -2237.7336 80.874 -2318.6076 -20871.4064 -52716.6832 31845.2768
Avg Daily Profit (%) -1.2052 0.0436 -1.2487 0 0 0.3111
Buy And Hold Return (%) 7091.9003 7091.9003 7091.9003 7091.9003 7091.9003 7091.9003
Max Trade Drawdown -2398437 -126290 -2387186 -78432306 -63238691 -29514980
Profit Factor 0.2087 1.3771 0.1128 0.8392 0.326 1.6172
Total Trades 94 47 47 94 47 47
Winning Trades 69 35 34 42 15 27
Losing Trades 25 12 13 52 32 20
Profitability (%) 73.4043 74.4681 72.3404 44.6809 31.9149 57.4468
Ratio Avg Win / Avg Loss 0.0756 0.4721 0.0431 1.039 0.6954 1.1979
Largest Winning Trade 28960 28960 19818 34289737 8293210 34289737
Largest Losing Trade -1546208 -62516 -1546208 -24404155 -24404155 -23758028
Avg Bars in Trades 73 70 76 73 70 76
Avg Bars in Winners 32 37 28 63 59 65
Avg Bars in Losers 186 168 203 82 75 92
Bars Traded 6935 3319 3616 6935 3319 3616
Profit Streak 39.0485 148.5485 0 0 0 68.2985
Trades During Streak 1 6 0 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576669 -296923 -577800 -580929 -587729 402006

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7427,
    "evaluation_days": 1856.75,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1600171200000,
    "last_datapoint_time": 1757527200000,
    "evaluation_time": 1757531391676,
    "expiration_time": 1762339896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 142,
            "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": [
        [
            -2237733.5983967395,
            80873.9817734879,
            -2318607.5801702267,
            -20871406.38487622,
            -52716683.164013505,
            31845276.779137276
        ],
        [
            -2237.733598,
            80.873982,
            -2318.60758,
            -20871.406385,
            -52716.683164,
            31845.276779
        ],
        [
            -1.205188,
            0.043557,
            -1.248745,
            0,
            0,
            0.311058
        ],
        [
            7091.900271,
            7091.900271,
            7091.900271,
            7091.900271,
            7091.900271,
            7091.900271
        ],
        [
            -2398437,
            -126290,
            -2387186,
            -78432306,
            -63238691,
            -29514980
        ],
        [
            0.208667,
            1.377102,
            0.11278,
            0.839217,
            0.325982,
            1.617179
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            69,
            35,
            34,
            42,
            15,
            27
        ],
        [
            25,
            12,
            13,
            52,
            32,
            20
        ],
        [
            73.404255,
            74.468085,
            72.340426,
            44.680851,
            31.914894,
            57.446809
        ],
        [
            0.075604,
            0.472149,
            0.043122,
            1.03903,
            0.695429,
            1.19791
        ],
        [
            28960,
            28960,
            19818,
            34289737,
            8293210,
            34289737
        ],
        [
            -1546208,
            -62516,
            -1546208,
            -24404155,
            -24404155,
            -23758028
        ],
        [
            73,
            70,
            76,
            73,
            70,
            76
        ],
        [
            32,
            37,
            28,
            63,
            59,
            65
        ],
        [
            186,
            168,
            203,
            82,
            75,
            92
        ],
        [
            6935,
            3319,
            3616,
            6935,
            3319,
            3616
        ],
        [
            39.048515,
            148.548515,
            0,
            0,
            0,
            68.298515
        ],
        [
            1,
            6,
            0,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576669,
            -296923,
            -577800,
            -580929,
            -587729,
            402006
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7427,
    "evaluation_days": 1856.75,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1600171200000,
    "last_datapoint_time": 1757527200000,
    "evaluation_time": 1757531391676,
    "expiration_time": 1762339896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 142,
            "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)