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Trade: SOL/USDT/360/VWMA/VWMA/4523

Strategy
SOL/USDT/360/VWMA/VWMA/4523
Pair
SOL_USDT
Interval
6h
Score
359880
Daily Profit
0.277767
Profit Factor
3.146589
Profitability
50.000000
Streak
230.412992
Best Strategy
Training Data Length
1867.000000
Evaluation Time
2025-09-21 06:54
Expiration Time
2025-11-16 02:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1852718.9247 35217.8854 -1887936.8101 -1305920.5364 -18951435.9594 17645515.423
Total P&L (%) -1852.7189 35.2179 -1887.9368 -1305.9205 -18951.436 17645.5154
Avg Daily Profit (%) -0.9924 0.0189 -1.0112 0 0 0.2778
Buy And Hold Return (%) 8077.9374 8077.9374 8077.9374 8077.9374 8077.9374 8077.9374
Max Trade Drawdown -1940538 -153199 -1920282 -21735329 -19639876 -4375588
Profit Factor 0.1923 1.1543 0.086 0.9584 0.1825 3.1466
Total Trades 64 32 32 64 32 32
Winning Trades 47 24 23 26 10 16
Losing Trades 17 8 9 38 22 16
Profitability (%) 73.4375 75 71.875 40.625 31.25 50
Ratio Avg Win / Avg Loss 0.0696 0.3848 0.0336 1.4008 0.4016 3.1466
Largest Winning Trade 66168 66168 17391 19912968 1777156 19912968
Largest Losing Trade -1202685 -62440 -1202685 -8762382 -8762382 -2038598
Avg Bars in Trades 107 102 112 107 102 112
Avg Bars in Winners 47 55 39 98 80 109
Avg Bars in Losers 274 244 300 114 113 115
Bars Traded 6899 3292 3607 6899 3292 3607
Profit Streak 47.663 155.163 0 0 0 230.413
Trades During Streak 1 2 0 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -720679 -381777 -577974 -726534 -588102 359880

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7468,
    "evaluation_days": 1867,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1601532000000,
    "last_datapoint_time": 1758412800000,
    "evaluation_time": 1758426882525,
    "expiration_time": 1763252064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 16,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 205,
            "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": [
        [
            -1852718.9246852591,
            35217.8854118389,
            -1887936.8100970981,
            -1305920.5364058018,
            -18951435.959407948,
            17645515.423002135
        ],
        [
            -1852.718925,
            35.217885,
            -1887.93681,
            -1305.920536,
            -18951.435959,
            17645.515423
        ],
        [
            -0.992351,
            0.018863,
            -1.011214,
            0,
            0,
            0.277767
        ],
        [
            8077.93739,
            8077.93739,
            8077.93739,
            8077.93739,
            8077.93739,
            8077.93739
        ],
        [
            -1940538,
            -153199,
            -1920282,
            -21735329,
            -19639876,
            -4375588
        ],
        [
            0.192296,
            1.154252,
            0.085964,
            0.958415,
            0.182549,
            3.146589
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            47,
            24,
            23,
            26,
            10,
            16
        ],
        [
            17,
            8,
            9,
            38,
            22,
            16
        ],
        [
            73.4375,
            75,
            71.875,
            40.625,
            31.25,
            50
        ],
        [
            0.069554,
            0.384751,
            0.033638,
            1.400761,
            0.401607,
            3.146589
        ],
        [
            66168,
            66168,
            17391,
            19912968,
            1777156,
            19912968
        ],
        [
            -1202685,
            -62440,
            -1202685,
            -8762382,
            -8762382,
            -2038598
        ],
        [
            107,
            102,
            112,
            107,
            102,
            112
        ],
        [
            47,
            55,
            39,
            98,
            80,
            109
        ],
        [
            274,
            244,
            300,
            114,
            113,
            115
        ],
        [
            6899,
            3292,
            3607,
            6899,
            3292,
            3607
        ],
        [
            47.662992,
            155.162992,
            0,
            0,
            0,
            230.412992
        ],
        [
            1,
            2,
            0,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -720679,
            -381777,
            -577974,
            -726534,
            -588102,
            359880
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7468,
    "evaluation_days": 1867,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1601532000000,
    "last_datapoint_time": 1758412800000,
    "evaluation_time": 1758426882525,
    "expiration_time": 1763252064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 16,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 205,
            "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)