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Trade: SOL/USDT/480/PWMA/VWAP/5384

Strategy
SOL/USDT/480/PWMA/VWAP/5384
Pair
SOL_USDT
Interval
8h
Score
367261
Daily Profit
0.355080
Profit Factor
2.938245
Profitability
37.500000
Streak
0.000000
Best Strategy
Training Data Length
1858.000000
Evaluation Time
2025-09-12 00:29
Expiration Time
2025-11-06 11:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1667580.5367 1589413.8369 78166.6998 70629128.6404 72365412.1524 -1736283.5119
Total P&L (%) 1667.5805 1589.4138 78.1667 70629.1286 72365.4122 -1736.2835
Avg Daily Profit (%) 0.8975 0.8554 0.0421 0.3538 0.3551 0
Buy And Hold Return (%) 7842.807 7842.807 7842.807 7842.807 7842.807 7842.807
Max Trade Drawdown -106331 -57178 -77779 -17371261 -11398128 -25012229
Profit Factor 5.1765 9.448 1.3702 1.8013 2.9382 0.9658
Total Trades 96 48 48 96 48 48
Winning Trades 36 18 18 36 18 18
Losing Trades 60 30 30 60 30 30
Profitability (%) 37.5 37.5 37.5 37.5 37.5 37.5
Ratio Avg Win / Avg Loss 8.6276 15.7467 2.2837 3.0022 4.8971 1.6097
Largest Winning Trade 646407 646407 63773 30234848 30234848 23374887
Largest Losing Trade -25025 -25025 -21669 -6646160 -5236723 -6646160
Avg Bars in Trades 54 56 52 54 56 52
Avg Bars in Winners 116 116 117 116 116 117
Avg Bars in Losers 17 20 13 17 20 13
Bars Traded 5224 2700 2524 5224 2700 2524
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -149208 -148807 -305639 293889 367261 -582772

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5574,
    "evaluation_days": 1858,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601539200000,
    "last_datapoint_time": 1757606400000,
    "evaluation_time": 1757626178672,
    "expiration_time": 1762422336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 155,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            1667580.5366524972,
            1589413.8368931997,
            78166.6997592978,
            70629128.64041406,
            72365412.15235598,
            -1736283.5119419578
        ],
        [
            1667.580537,
            1589.413837,
            78.1667,
            70629.12864,
            72365.412152,
            -1736.283512
        ],
        [
            0.897514,
            0.855443,
            0.04207,
            0.35377,
            0.35508,
            0
        ],
        [
            7842.807018,
            7842.807018,
            7842.807018,
            7842.807018,
            7842.807018,
            7842.807018
        ],
        [
            -106331,
            -57178,
            -77779,
            -17371261,
            -11398128,
            -25012229
        ],
        [
            5.176548,
            9.44804,
            1.370226,
            1.801336,
            2.938245,
            0.965824
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            37.5,
            37.5,
            37.5,
            37.5,
            37.5,
            37.5
        ],
        [
            8.627581,
            15.746733,
            2.28371,
            3.002226,
            4.897075,
            1.609706
        ],
        [
            646407,
            646407,
            63773,
            30234848,
            30234848,
            23374887
        ],
        [
            -25025,
            -25025,
            -21669,
            -6646160,
            -5236723,
            -6646160
        ],
        [
            54,
            56,
            52,
            54,
            56,
            52
        ],
        [
            116,
            116,
            117,
            116,
            116,
            117
        ],
        [
            17,
            20,
            13,
            17,
            20,
            13
        ],
        [
            5224,
            2700,
            2524,
            5224,
            2700,
            2524
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -149208,
            -148807,
            -305639,
            293889,
            367261,
            -582772
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5574,
    "evaluation_days": 1858,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601539200000,
    "last_datapoint_time": 1757606400000,
    "evaluation_time": 1757626178672,
    "expiration_time": 1762422336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 155,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)