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Trade: SOL/USDT/480/VWAP/DCM/8115

Strategy
SOL/USDT/480/VWAP/DCM/8115
Pair
SOL_USDT
Interval
8h
Score
306477
Daily Profit
0.290781
Profit Factor
1.624898
Profitability
58.695652
Streak
0.000000
Best Strategy
Training Data Length
1855.670000
Evaluation Time
2025-09-09 18:03
Expiration Time
2025-11-04 02:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2370957.9563 24179.4979 -2395137.4542 -10906229.7299 -32684928.9603 21778699.2305
Total P&L (%) -2370.958 24.1795 -2395.1375 -10906.2297 -32684.929 21778.6992
Avg Daily Profit (%) -1.2777 0.013 -1.2907 0 0 0.2908
Buy And Hold Return (%) 8375.4848 8375.4848 8375.4848 8375.4848 8375.4848 8375.4848
Max Trade Drawdown -2532697 -147476 -2468752 -49000626 -37406444 -19997095
Profit Factor 0.1692 1.1074 0.0889 0.8632 0.2712 1.6249
Total Trades 92 46 46 92 46 46
Winning Trades 69 35 34 42 15 27
Losing Trades 23 11 12 50 31 19
Profitability (%) 75 76.087 73.913 45.6522 32.6087 58.6957
Ratio Avg Win / Avg Loss 0.0564 0.348 0.0314 1.0276 0.5604 1.1434
Largest Winning Trade 32736 32736 23886 34916884 5961219 34916884
Largest Losing Trade -1683349 -57218 -1683349 -18599343 -14652354 -18599343
Avg Bars in Trades 56 54 57 56 54 57
Avg Bars in Winners 18 20 15 44 33 51
Avg Bars in Losers 169 161 175 65 64 66
Bars Traded 5157 2508 2649 5157 2508 2649
Profit Streak 38.6274 141.6274 38.6274 0 0 0
Trades During Streak 3 4 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575583 -440411 -577058 -580556 -587467 306477

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5567,
    "evaluation_days": 1855.67,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1602489600000,
    "last_datapoint_time": 1757404800000,
    "evaluation_time": 1757430207151,
    "expiration_time": 1762214688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 188,
            "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": [
        [
            -2370957.95629815,
            24179.497939092,
            -2395137.4542372413,
            -10906229.729864225,
            -32684928.960314285,
            21778699.23045007
        ],
        [
            -2370.957956,
            24.179498,
            -2395.137454,
            -10906.22973,
            -32684.92896,
            21778.69923
        ],
        [
            -1.277683,
            0.01303,
            -1.290713,
            0,
            0,
            0.290781
        ],
        [
            8375.484786,
            8375.484786,
            8375.484786,
            8375.484786,
            8375.484786,
            8375.484786
        ],
        [
            -2532697,
            -147476,
            -2468752,
            -49000626,
            -37406444,
            -19997095
        ],
        [
            0.169208,
            1.107414,
            0.088867,
            0.863153,
            0.271155,
            1.624898
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            69,
            35,
            34,
            42,
            15,
            27
        ],
        [
            23,
            11,
            12,
            50,
            31,
            19
        ],
        [
            75,
            76.086957,
            73.913043,
            45.652174,
            32.608696,
            58.695652
        ],
        [
            0.056403,
            0.348044,
            0.031365,
            1.027563,
            0.560387,
            1.143447
        ],
        [
            32736,
            32736,
            23886,
            34916884,
            5961219,
            34916884
        ],
        [
            -1683349,
            -57218,
            -1683349,
            -18599343,
            -14652354,
            -18599343
        ],
        [
            56,
            54,
            57,
            56,
            54,
            57
        ],
        [
            18,
            20,
            15,
            44,
            33,
            51
        ],
        [
            169,
            161,
            175,
            65,
            64,
            66
        ],
        [
            5157,
            2508,
            2649,
            5157,
            2508,
            2649
        ],
        [
            38.627397,
            141.627397,
            38.627397,
            0,
            0,
            0
        ],
        [
            3,
            4,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575583,
            -440411,
            -577058,
            -580556,
            -587467,
            306477
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5567,
    "evaluation_days": 1855.67,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1602489600000,
    "last_datapoint_time": 1757404800000,
    "evaluation_time": 1757430207151,
    "expiration_time": 1762214688000,
    "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": 188,
            "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)