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Trade: SOL/USDT/480/MIDPRICE/VWMA/5788

Strategy
SOL/USDT/480/MIDPRICE/VWMA/5788
Pair
SOL_USDT
Interval
8h
Score
368873
Daily Profit
0.330280
Profit Factor
1.303722
Profitability
51.879699
Streak
16.621707
Best Strategy
Training Data Length
1856.670000
Evaluation Time
2025-09-10 17:55
Expiration Time
2025-11-05 02:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -284899.707 501247.6201 -786147.3271 45482315.5412 25354153.0574 20128162.4838
Total P&L (%) -284.8997 501.2476 -786.1473 45482.3155 25354.1531 20128.1625
Avg Daily Profit (%) -0.1534 0.27 -0.4234 0.3303 0.2988 0.2864
Buy And Hold Return (%) 7597.9609 7597.9609 7597.9609 7597.9609 7597.9609 7597.9609
Max Trade Drawdown -659144 -38747 -856156 -49876600 -14411591 -45149754
Profit Factor 0.8228 2.4976 0.3826 1.3037 1.4653 1.2113
Total Trades 133 67 66 133 67 66
Winning Trades 77 39 38 69 37 32
Losing Trades 56 28 28 64 30 34
Profitability (%) 57.8947 58.209 57.5758 51.8797 55.2239 48.4848
Ratio Avg Win / Avg Loss 0.5984 1.7932 0.2819 1.2093 1.188 1.287
Largest Winning Trade 154564 154564 37036 73378994 15324696 73378994
Largest Losing Trade -340860 -38747 -340860 -42055869 -6734901 -42055869
Avg Bars in Trades 40 35 45 40 35 45
Avg Bars in Winners 37 38 37 36 36 37
Avg Bars in Losers 44 31 57 44 34 54
Bars Traded 5393 2367 3027 5393 2367 3027
Profit Streak 16.6217 16.6217 18.2884 16.6217 16.6217 18.2884
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578333 -267424 -702910 368873 -108265 -118808

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5570,
    "evaluation_days": 1856.67,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1600761600000,
    "last_datapoint_time": 1757491200000,
    "evaluation_time": 1757516115525,
    "expiration_time": 1762303680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 104,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 128,
            "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": [
        [
            -284899.7069937898,
            501247.6200795199,
            -786147.3270733096,
            45482315.54124838,
            25354153.057436477,
            20128162.483811904
        ],
        [
            -284.899707,
            501.24762,
            -786.147327,
            45482.315541,
            25354.153057,
            20128.162484
        ],
        [
            -0.153447,
            0.269971,
            -0.423418,
            0.33028,
            0.2988,
            0.286387
        ],
        [
            7597.960874,
            7597.960874,
            7597.960874,
            7597.960874,
            7597.960874,
            7597.960874
        ],
        [
            -659144,
            -38747,
            -856156,
            -49876600,
            -14411591,
            -45149754
        ],
        [
            0.822831,
            2.497627,
            0.382625,
            1.303722,
            1.465254,
            1.21131
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            77,
            39,
            38,
            69,
            37,
            32
        ],
        [
            56,
            28,
            28,
            64,
            30,
            34
        ],
        [
            57.894737,
            58.208955,
            57.575758,
            51.879699,
            55.223881,
            48.484848
        ],
        [
            0.598422,
            1.793168,
            0.281935,
            1.20925,
            1.188043,
            1.287017
        ],
        [
            154564,
            154564,
            37036,
            73378994,
            15324696,
            73378994
        ],
        [
            -340860,
            -38747,
            -340860,
            -42055869,
            -6734901,
            -42055869
        ],
        [
            40,
            35,
            45,
            40,
            35,
            45
        ],
        [
            37,
            38,
            37,
            36,
            36,
            37
        ],
        [
            44,
            31,
            57,
            44,
            34,
            54
        ],
        [
            5393,
            2367,
            3027,
            5393,
            2367,
            3027
        ],
        [
            16.621707,
            16.621707,
            18.288374,
            16.621707,
            16.621707,
            18.288374
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -578333,
            -267424,
            -702910,
            368873,
            -108265,
            -118808
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5570,
    "evaluation_days": 1856.67,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1600761600000,
    "last_datapoint_time": 1757491200000,
    "evaluation_time": 1757516115525,
    "expiration_time": 1762303680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 104,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 128,
            "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)