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Trade: SOL/USDT/480/HILO/VWMA/4744

Strategy
SOL/USDT/480/HILO/VWMA/4744
Pair
SOL_USDT
Interval
8h
Score
437088
Daily Profit
0.288413
Profit Factor
2.483738
Profitability
55.813953
Streak
169.548484
Best Strategy
Training Data Length
1861.330000
Evaluation Time
2025-09-15 08:09
Expiration Time
2025-11-09 22:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1255514.0911 1235530.3646 19983.7266 9570704.1121 21184962.8578 -11614258.7457
Total P&L (%) 1255.5141 1235.5304 19.9837 9570.7041 21184.9629 -11614.2587
Avg Daily Profit (%) 0.6745 0.6638 0.0107 0.2459 0.2884 0
Buy And Hold Return (%) 7188.39 7188.39 7188.39 7188.39 7188.39 7188.39
Max Trade Drawdown -68938 -33681 -129899 -12328871 -5786240 -19788556
Profit Factor 3.5009 7.9936 1.0614 1.2325 2.4837 0.568
Total Trades 86 43 43 86 43 43
Winning Trades 45 24 21 45 24 21
Losing Trades 41 19 22 41 19 22
Profitability (%) 52.3256 55.814 48.8372 52.3256 55.814 48.8372
Ratio Avg Win / Avg Loss 3.1897 6.3283 1.112 1.1229 1.9663 0.5951
Largest Winning Trade 498676 498676 62234 15776684 15776684 3735451
Largest Losing Trade -61406 -30468 -61406 -5858326 -4047854 -5858326
Avg Bars in Trades 63 68 57 63 68 57
Avg Bars in Winners 80 94 63 80 94 63
Avg Bars in Losers 44 35 51 44 35 51
Bars Traded 5421 2941 2480 5421 2941 2480
Profit Streak 0 169.5485 0 0 169.5485 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 -146457 -143475 -497637 -54039 437088 -581179

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5584,
    "evaluation_days": 1861.33,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1599926400000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757912988978,
    "expiration_time": 1762718976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 77
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 88,
            "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": [
        [
            1255514.0911185313,
            1235530.3645594188,
            19983.7265591126,
            9570704.112122787,
            21184962.857824437,
            -11614258.745701645
        ],
        [
            1255.514091,
            1235.530365,
            19.983727,
            9570.704112,
            21184.962858,
            -11614.258746
        ],
        [
            0.674525,
            0.663789,
            0.010736,
            0.245916,
            0.288413,
            0
        ],
        [
            7188.389963,
            7188.389963,
            7188.389963,
            7188.389963,
            7188.389963,
            7188.389963
        ],
        [
            -68938,
            -33681,
            -129899,
            -12328871,
            -5786240,
            -19788556
        ],
        [
            3.500865,
            7.993639,
            1.061419,
            1.232504,
            2.483738,
            0.568012
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            45,
            24,
            21,
            45,
            24,
            21
        ],
        [
            41,
            19,
            22,
            41,
            19,
            22
        ],
        [
            52.325581,
            55.813953,
            48.837209,
            52.325581,
            55.813953,
            48.837209
        ],
        [
            3.189677,
            6.328298,
            1.111963,
            1.122948,
            1.966292,
            0.59506
        ],
        [
            498676,
            498676,
            62234,
            15776684,
            15776684,
            3735451
        ],
        [
            -61406,
            -30468,
            -61406,
            -5858326,
            -4047854,
            -5858326
        ],
        [
            63,
            68,
            57,
            63,
            68,
            57
        ],
        [
            80,
            94,
            63,
            80,
            94,
            63
        ],
        [
            44,
            35,
            51,
            44,
            35,
            51
        ],
        [
            5421,
            2941,
            2480,
            5421,
            2941,
            2480
        ],
        [
            0,
            169.548483,
            0,
            0,
            169.548484,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -146457,
            -143475,
            -497637,
            -54039,
            437088,
            -581179
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5584,
    "evaluation_days": 1861.33,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1599926400000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757912988978,
    "expiration_time": 1762718976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 77
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 88,
            "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)