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Trade: SOL/USDT/480/VWAP/KCL/1299

Strategy
SOL/USDT/480/VWAP/KCL/1299
Pair
SOL_USDT
Interval
8h
Score
417366
Daily Profit
0.392146
Profit Factor
1.491449
Profitability
63.829787
Streak
93.250278
Best Strategy
Training Data Length
1868.330000
Evaluation Time
2025-09-22 09:00
Expiration Time
2025-11-17 03:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2551065.1224 72456.3764 -2623521.4988 -8639056.9888 -158393054.3498 149753997.3611
Total P&L (%) -2551.0651 72.4564 -2623.5215 -8639.057 -158393.0544 149753.9974
Avg Daily Profit (%) -1.3654 0.0388 -1.4042 0 0 0.3921
Buy And Hold Return (%) 6192.2854 6192.2854 6192.2854 6192.2854 6192.2854 6192.2854
Max Trade Drawdown -2751395 -81551 -2753150 -351544075 -190094815 -202928561
Profit Factor 0.2408 1.3588 0.1693 0.9857 0.4673 1.4914
Total Trades 189 95 94 189 95 94
Winning Trades 145 66 79 110 50 60
Losing Trades 44 29 15 79 45 34
Profitability (%) 76.7196 69.4737 84.0426 58.2011 52.6316 63.8298
Ratio Avg Win / Avg Loss 0.0731 0.5971 0.0322 0.7079 0.4206 0.8452
Largest Winning Trade 34453 34453 25972 58326215 32368451 58326215
Largest Losing Trade -1806372 -48546 -1806372 -155922515 -154212923 -155922515
Avg Bars in Trades 28 7 49 28 7 49
Avg Bars in Winners 13 4 21 26 5 43
Avg Bars in Losers 77 16 195 31 10 59
Bars Traded 5381 755 4626 5381 755 4626
Profit Streak 0 0 0 90.5836 90.5836 93.2503
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576046 -305320 -576521 -577487 -579901 417366

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5605,
    "evaluation_days": 1868.33,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1598428800000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758520824051,
    "expiration_time": 1763341920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 47,
            "offset": 35,
            "scalar": 2
        }
    }
}
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": [
        [
            -2551065.1223967625,
            72456.3764172358,
            -2623521.4988140003,
            -8639056.98878913,
            -158393054.34984368,
            149753997.36105478
        ],
        [
            -2551.065122,
            72.456376,
            -2623.521499,
            -8639.056989,
            -158393.05435,
            149753.997361
        ],
        [
            -1.365425,
            0.038781,
            -1.404207,
            0,
            0,
            0.392146
        ],
        [
            6192.285394,
            6192.285394,
            6192.285394,
            6192.285394,
            6192.285394,
            6192.285394
        ],
        [
            -2751395,
            -81551,
            -2753150,
            -351544075,
            -190094815,
            -202928561
        ],
        [
            0.240802,
            1.358831,
            0.169321,
            0.985651,
            0.467294,
            1.491449
        ],
        [
            189,
            95,
            94,
            189,
            95,
            94
        ],
        [
            145,
            66,
            79,
            110,
            50,
            60
        ],
        [
            44,
            29,
            15,
            79,
            45,
            34
        ],
        [
            76.719577,
            69.473684,
            84.042553,
            58.201058,
            52.631579,
            63.829787
        ],
        [
            0.073071,
            0.597062,
            0.03215,
            0.707876,
            0.420565,
            0.845154
        ],
        [
            34453,
            34453,
            25972,
            58326215,
            32368451,
            58326215
        ],
        [
            -1806372,
            -48546,
            -1806372,
            -155922515,
            -154212923,
            -155922515
        ],
        [
            28,
            7,
            49,
            28,
            7,
            49
        ],
        [
            13,
            4,
            21,
            26,
            5,
            43
        ],
        [
            77,
            16,
            195,
            31,
            10,
            59
        ],
        [
            5381,
            755,
            4626,
            5381,
            755,
            4626
        ],
        [
            0,
            0,
            0,
            90.583612,
            90.583612,
            93.250278
        ],
        [
            0,
            0,
            0,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576046,
            -305320,
            -576521,
            -577487,
            -579901,
            417366
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5605,
    "evaluation_days": 1868.33,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1598428800000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758520824051,
    "expiration_time": 1763341920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 47,
            "offset": 35,
            "scalar": 2
        }
    }
}

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)