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Trade: SOL/USDT/480/VWAP/DCM/1109

Strategy
SOL/USDT/480/VWAP/DCM/1109
Pair
SOL_USDT
Interval
8h
Score
302956
Daily Profit
0.287336
Profit Factor
2.715545
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1866.330000
Evaluation Time
2025-09-20 07:19
Expiration Time
2025-11-15 01:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2763441.0546 -62276.5955 -2701164.459 -1541568.4045 -22607040.1605 21065471.7561
Total P&L (%) -2763.4411 -62.2766 -2701.1645 -1541.5684 -22607.0402 21065.4718
Avg Daily Profit (%) -1.4807 -0.0334 -1.4473 0 0 0.2873
Buy And Hold Return (%) 9599.8086 9599.8086 9599.8086 9599.8086 9599.8086 9599.8086
Max Trade Drawdown -2820501 -166183 -2738050 -27579575 -23647339 -6080019
Profit Factor 0.1154 0.7425 0.0627 0.9601 0.1413 2.7155
Total Trades 84 42 42 84 42 42
Winning Trades 61 32 29 36 15 21
Losing Trades 23 10 13 48 27 21
Profitability (%) 72.619 76.1905 69.0476 42.8571 35.7143 50
Ratio Avg Win / Avg Loss 0.0435 0.232 0.0281 1.2801 0.2543 2.7155
Largest Winning Trade 23092 17886 23092 26413544 1167689 26413544
Largest Losing Trade -1907982 -60288 -1907982 -11118741 -11118741 -4490239
Avg Bars in Trades 61 60 62 61 60 62
Avg Bars in Winners 19 21 18 51 39 60
Avg Bars in Losers 171 184 161 68 71 64
Bars Traded 5158 2526 2632 5158 2526 2632
Profit Streak 49.1803 72.1803 49.1803 0 0 0
Trades During Streak 3 2 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575926 -576372 -577702 -581664 -586290 302956

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5599,
    "evaluation_days": 1866.33,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601798400000,
    "last_datapoint_time": 1758326400000,
    "evaluation_time": 1758341982095,
    "expiration_time": 1763163936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 164,
            "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": [
        [
            -2763441.054562691,
            -62276.5955361965,
            -2701164.459026494,
            -1541568.4044622623,
            -22607040.16054787,
            21065471.7560856
        ],
        [
            -2763.441055,
            -62.276596,
            -2701.164459,
            -1541.568404,
            -22607.040161,
            21065.471756
        ],
        [
            -1.480682,
            -0.033368,
            -1.447313,
            0,
            0,
            0.287336
        ],
        [
            9599.808562,
            9599.808562,
            9599.808562,
            9599.808562,
            9599.808562,
            9599.808562
        ],
        [
            -2820501,
            -166183,
            -2738050,
            -27579575,
            -23647339,
            -6080019
        ],
        [
            0.115354,
            0.742476,
            0.062731,
            0.960069,
            0.14128,
            2.715545
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            61,
            32,
            29,
            36,
            15,
            21
        ],
        [
            23,
            10,
            13,
            48,
            27,
            21
        ],
        [
            72.619048,
            76.190476,
            69.047619,
            42.857143,
            35.714286,
            50
        ],
        [
            0.043494,
            0.232024,
            0.028121,
            1.280092,
            0.254304,
            2.715545
        ],
        [
            23092,
            17886,
            23092,
            26413544,
            1167689,
            26413544
        ],
        [
            -1907982,
            -60288,
            -1907982,
            -11118741,
            -11118741,
            -4490239
        ],
        [
            61,
            60,
            62,
            61,
            60,
            62
        ],
        [
            19,
            21,
            18,
            51,
            39,
            60
        ],
        [
            171,
            184,
            161,
            68,
            71,
            64
        ],
        [
            5158,
            2526,
            2632,
            5158,
            2526,
            2632
        ],
        [
            49.180348,
            72.180348,
            49.180348,
            0,
            0,
            0
        ],
        [
            3,
            2,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575926,
            -576372,
            -577702,
            -581664,
            -586290,
            302956
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5599,
    "evaluation_days": 1866.33,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601798400000,
    "last_datapoint_time": 1758326400000,
    "evaluation_time": 1758341982095,
    "expiration_time": 1763163936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 164,
            "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)