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Trade: SOL/USDT/480/VWAP/BBL/8092

Strategy
SOL/USDT/480/VWAP/BBL/8092
Pair
SOL_USDT
Interval
8h
Score
341527
Daily Profit
0.402762
Profit Factor
2.111894
Profitability
51.219512
Streak
0.000000
Best Strategy
Training Data Length
1863.000000
Evaluation Time
2025-09-17 00:33
Expiration Time
2025-11-11 15:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -3820387.29 -38313.3046 -3782073.9854 -1759619.4843 -180377265.3592 178617645.8749
Total P&L (%) -3820.3873 -38.3133 -3782.074 -1759.6195 -180377.2654 178617.6459
Avg Daily Profit (%) -2.0507 -0.0206 -2.0301 0 0 0.4028
Buy And Hold Return (%) 8715.8041 8715.8041 8715.8041 8715.8041 8715.8041 8715.8041
Max Trade Drawdown -3930574 -128232 -3888042 -256749705 -222528368 -96576343
Profit Factor 0.1626 0.8637 0.1166 0.9962 0.415 2.1119
Total Trades 164 82 82 164 82 82
Winning Trades 122 56 66 79 37 42
Losing Trades 42 26 16 85 45 40
Profitability (%) 74.3902 68.2927 80.4878 48.1707 45.122 51.2195
Ratio Avg Win / Avg Loss 0.056 0.401 0.0283 1.0719 0.5047 2.0113
Largest Winning Trade 20463 15702 20463 78337546 21783946 78337546
Largest Losing Trade -2886685 -55616 -2886685 -108456204 -108456204 -69240199
Avg Bars in Trades 31 12 51 31 12 51
Avg Bars in Winners 11 6 16 27 10 42
Avg Bars in Losers 90 26 193 35 14 59
Bars Traded 5246 1053 4193 5246 1053 4193
Profit Streak 99.5647 99.5647 107.5647 0 0 0
Trades During Streak 4 2 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575360 -581350 -579630 -578963 -586855 341527

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5589,
    "evaluation_days": 1863,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1599465600000,
    "last_datapoint_time": 1758038400000,
    "evaluation_time": 1758058388287,
    "expiration_time": 1762867296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 83,
            "offset": 0,
            "std": 1.25734
        }
    }
}
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": [
        [
            -3820387.290012852,
            -38313.3046375288,
            -3782073.9853753257,
            -1759619.4843157092,
            -180377265.35916865,
            178617645.874853
        ],
        [
            -3820.38729,
            -38.313305,
            -3782.073985,
            -1759.619484,
            -180377.265359,
            178617.645875
        ],
        [
            -2.050664,
            -0.020565,
            -2.030099,
            0,
            0,
            0.402762
        ],
        [
            8715.804118,
            8715.804118,
            8715.804118,
            8715.804118,
            8715.804118,
            8715.804118
        ],
        [
            -3930574,
            -128232,
            -3888042,
            -256749705,
            -222528368,
            -96576343
        ],
        [
            0.162614,
            0.863702,
            0.116581,
            0.996248,
            0.415015,
            2.111894
        ],
        [
            164,
            82,
            82,
            164,
            82,
            82
        ],
        [
            122,
            56,
            66,
            79,
            37,
            42
        ],
        [
            42,
            26,
            16,
            85,
            45,
            40
        ],
        [
            74.390244,
            68.292683,
            80.487805,
            48.170732,
            45.121951,
            51.219512
        ],
        [
            0.055982,
            0.401004,
            0.028262,
            1.071912,
            0.504749,
            2.011327
        ],
        [
            20463,
            15702,
            20463,
            78337546,
            21783946,
            78337546
        ],
        [
            -2886685,
            -55616,
            -2886685,
            -108456204,
            -108456204,
            -69240199
        ],
        [
            31,
            12,
            51,
            31,
            12,
            51
        ],
        [
            11,
            6,
            16,
            27,
            10,
            42
        ],
        [
            90,
            26,
            193,
            35,
            14,
            59
        ],
        [
            5246,
            1053,
            4193,
            5246,
            1053,
            4193
        ],
        [
            99.564679,
            99.564679,
            107.564679,
            0,
            0,
            0
        ],
        [
            4,
            2,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575360,
            -581350,
            -579630,
            -578963,
            -586855,
            341527
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5589,
    "evaluation_days": 1863,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1599465600000,
    "last_datapoint_time": 1758038400000,
    "evaluation_time": 1758058388287,
    "expiration_time": 1762867296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 83,
            "offset": 0,
            "std": 1.25734
        }
    }
}

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)