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Trade: SOL/USDT/480/VWAP/KCL/1548

Strategy
SOL/USDT/480/VWAP/KCL/1548
Pair
SOL_USDT
Interval
8h
Score
685499
Daily Profit
0.359787
Profit Factor
5.192495
Profitability
50.000000
Streak
183.142831
Best Strategy
Training Data Length
1865.330000
Evaluation Time
2025-09-19 06:25
Expiration Time
2025-11-14 01:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -10199945.2392 21182.6158 -10221127.8551 175717984.3875 81073844.5447 94644139.8428
Total P&L (%) -10199.9452 21.1826 -10221.1279 175717.9844 81073.8445 94644.1398
Avg Daily Profit (%) -5.4682 0.0114 -5.4795 0.4014 0.3598 0.3681
Buy And Hold Return (%) 10278.8927 10278.8927 10278.8927 10278.8927 10278.8927 10278.8927
Max Trade Drawdown -10348294 -84410 -10299676 -29367880 -9487974 -37227885
Profit Factor 0.0362 1.171 0.0228 2.977 5.1925 2.361
Total Trades 75 38 37 75 38 37
Winning Trades 61 30 31 33 19 14
Losing Trades 14 8 6 42 19 23
Profitability (%) 81.3333 78.9474 83.7838 44 50 37.8378
Ratio Avg Win / Avg Loss 0.0083 0.3123 0.0044 3.7889 5.1925 3.8787
Largest Winning Trade 23716 16410 23716 80529020 13320012 80529020
Largest Losing Trade -9830088 -51443 -9830088 -17023487 -9487974 -17023487
Avg Bars in Trades 68 19 118 68 19 118
Avg Bars in Winners 22 7 36 64 27 114
Avg Bars in Losers 266 63 537 70 11 120
Bars Traded 5104 736 4368 5104 736 4368
Profit Streak 88.8095 183.1428 0 88.8095 183.1428 0
Trades During Streak 1 5 0 1 5 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -637200 -372085 -576515 -47607 685499 332894

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5596,
    "evaluation_days": 1865.33,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1602374400000,
    "last_datapoint_time": 1758240000000,
    "evaluation_time": 1758252340631,
    "expiration_time": 1763074944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 184,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            -10199945.239239683,
            21182.6158232864,
            -10221127.855062975,
            175717984.3874949,
            81073844.5447209,
            94644139.84277394
        ],
        [
            -10199.945239,
            21.182616,
            -10221.127855,
            175717.984387,
            81073.844545,
            94644.139843
        ],
        [
            -5.468172,
            0.011356,
            -5.479528,
            0.401378,
            0.359787,
            0.368105
        ],
        [
            10278.892661,
            10278.892661,
            10278.892661,
            10278.892661,
            10278.892661,
            10278.892661
        ],
        [
            -10348294,
            -84410,
            -10299676,
            -29367880,
            -9487974,
            -37227885
        ],
        [
            0.036203,
            1.170997,
            0.022762,
            2.977014,
            5.192495,
            2.360951
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            61,
            30,
            31,
            33,
            19,
            14
        ],
        [
            14,
            8,
            6,
            42,
            19,
            23
        ],
        [
            81.333333,
            78.947368,
            83.783784,
            44,
            50,
            37.837838
        ],
        [
            0.008309,
            0.312266,
            0.004406,
            3.788926,
            5.192495,
            3.878705
        ],
        [
            23716,
            16410,
            23716,
            80529020,
            13320012,
            80529020
        ],
        [
            -9830088,
            -51443,
            -9830088,
            -17023487,
            -9487974,
            -17023487
        ],
        [
            68,
            19,
            118,
            68,
            19,
            118
        ],
        [
            22,
            7,
            36,
            64,
            27,
            114
        ],
        [
            266,
            63,
            537,
            70,
            11,
            120
        ],
        [
            5104,
            736,
            4368,
            5104,
            736,
            4368
        ],
        [
            88.809498,
            183.142831,
            0,
            88.809498,
            183.142831,
            0
        ],
        [
            1,
            5,
            0,
            1,
            5,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -637200,
            -372085,
            -576515,
            -47607,
            685499,
            332894
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5596,
    "evaluation_days": 1865.33,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1602374400000,
    "last_datapoint_time": 1758240000000,
    "evaluation_time": 1758252340631,
    "expiration_time": 1763074944000,
    "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": 184,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)