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Trade: SOL/USDT/480/VWAP/KCU/3110

Strategy
SOL/USDT/480/VWAP/KCU/3110
Pair
SOL_USDT
Interval
8h
Score
424079
Daily Profit
0.281446
Profit Factor
1.824923
Profitability
83.333333
Streak
136.052929
Best Strategy
Training Data Length
1869.000000
Evaluation Time
2025-09-23 04:16
Expiration Time
2025-11-17 19:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1097839.1937 1062137.7107 35701.4829 22494958.3429 19010720.3033 3484238.0396
Total P&L (%) 1097.8392 1062.1377 35.7015 22494.9583 19010.7203 3484.238
Avg Daily Profit (%) 0.5874 0.5683 0.0191 0.2904 0.2814 0.1917
Buy And Hold Return (%) 6442.9345 6442.9345 6442.9345 6442.9345 6442.9345 6442.9345
Max Trade Drawdown -92800 -92800 -12503 -14793888 -14793888 -598493
Profit Factor 7.2586 8.5922 2.0052 1.8998 1.8249 2.7818
Total Trades 61 30 31 61 30 31
Winning Trades 44 25 19 44 25 19
Losing Trades 17 5 12 17 5 12
Profitability (%) 72.1311 83.3333 61.2903 72.1311 83.3333 61.2903
Ratio Avg Win / Avg Loss 2.8044 1.7184 1.2665 0.734 0.365 1.7569
Largest Winning Trade 240041 240041 11480 4909404 4909404 1530653
Largest Losing Trade -92800 -92800 -10271 -14793888 -14793888 -404753
Avg Bars in Trades 87 175 1 87 175 1
Avg Bars in Winners 77 135 1 77 135 1
Avg Bars in Losers 112 376 2 112 376 2
Bars Traded 5317 5257 60 5317 5257 60
Profit Streak 62.7196 136.0529 62.7196 62.7196 136.0529 62.7196
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -307586 -140547 -327740 -154720 424079 -149826

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5607,
    "evaluation_days": 1869,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1597737600000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758590173025,
    "expiration_time": 1763401248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 23,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            1097839.1936766626,
            1062137.7107434436,
            35701.4829332193,
            22494958.342896946,
            19010720.303311445,
            3484238.0395855005
        ],
        [
            1097.839194,
            1062.137711,
            35.701483,
            22494.958343,
            19010.720303,
            3484.23804
        ],
        [
            0.587394,
            0.568292,
            0.019102,
            0.290432,
            0.281446,
            0.191683
        ],
        [
            6442.934475,
            6442.934475,
            6442.934475,
            6442.934475,
            6442.934475,
            6442.934475
        ],
        [
            -92800,
            -92800,
            -12503,
            -14793888,
            -14793888,
            -598493
        ],
        [
            7.25857,
            8.592203,
            2.005244,
            1.899767,
            1.824923,
            2.781821
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            44,
            25,
            19,
            44,
            25,
            19
        ],
        [
            17,
            5,
            12,
            17,
            5,
            12
        ],
        [
            72.131148,
            83.333333,
            61.290323,
            72.131148,
            83.333333,
            61.290323
        ],
        [
            2.804447,
            1.718441,
            1.26647,
            0.734001,
            0.364985,
            1.756939
        ],
        [
            240041,
            240041,
            11480,
            4909404,
            4909404,
            1530653
        ],
        [
            -92800,
            -92800,
            -10271,
            -14793888,
            -14793888,
            -404753
        ],
        [
            87,
            175,
            1,
            87,
            175,
            1
        ],
        [
            77,
            135,
            1,
            77,
            135,
            1
        ],
        [
            112,
            376,
            2,
            112,
            376,
            2
        ],
        [
            5317,
            5257,
            60,
            5317,
            5257,
            60
        ],
        [
            62.719595,
            136.052928,
            62.719595,
            62.719595,
            136.052929,
            62.719595
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -307586,
            -140547,
            -327740,
            -154720,
            424079,
            -149826
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5607,
    "evaluation_days": 1869,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1597737600000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758590173025,
    "expiration_time": 1763401248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 23,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)