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Trade: SOL/USDT/480/VWAP/MIDPOINT/2196

Strategy
SOL/USDT/480/VWAP/MIDPOINT/2196
Pair
SOL_USDT
Interval
8h
Score
318868
Daily Profit
0.278967
Profit Factor
2.450267
Profitability
53.191489
Streak
0.000000
Best Strategy
Training Data Length
1854.000000
Evaluation Time
2025-09-07 19:11
Expiration Time
2025-11-02 08:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2341275.1378 -11541.3292 -2329733.8085 -1893289.8183 -19294415.7929 17401125.9746
Total P&L (%) -2341.2751 -11.5413 -2329.7338 -1893.2898 -19294.4158 17401.126
Avg Daily Profit (%) -1.2628 -0.0062 -1.2566 0 0 0.279
Buy And Hold Return (%) 7630.5633 7630.5633 7630.5633 7630.5633 7630.5633 7630.5633
Max Trade Drawdown -2438081 -147079 -2374147 -22386671 -19752610 -6528817
Profit Factor 0.1499 0.9503 0.0763 0.9462 0.1674 2.4503
Total Trades 94 47 47 94 47 47
Winning Trades 72 37 35 43 18 25
Losing Trades 22 10 12 51 29 22
Profitability (%) 76.5957 78.7234 74.4681 45.7447 38.2979 53.1915
Ratio Avg Win / Avg Loss 0.0458 0.2568 0.0262 1.1222 0.2697 2.1562
Largest Winning Trade 32736 32736 15192 22339113 944344 22339113
Largest Losing Trade -1636583 -58537 -1636583 -8869619 -8869619 -4616036
Avg Bars in Trades 55 54 55 55 54 55
Avg Bars in Winners 18 22 14 46 40 50
Avg Bars in Losers 173 170 175 62 62 62
Bars Traded 5172 2545 2627 5172 2545 2627
Profit Streak 37.0083 141.3416 37.0083 0 0 0
Trades During Streak 3 5 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575366 -575559 -576980 -580515 -585247 318868

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5562,
    "evaluation_days": 1854,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601913600000,
    "last_datapoint_time": 1757260800000,
    "evaluation_time": 1757261513330,
    "expiration_time": 1762066368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 168,
            "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": [
        [
            -2341275.1377562475,
            -11541.3292487036,
            -2329733.808507544,
            -1893289.8183174587,
            -19294415.792914603,
            17401125.97459715
        ],
        [
            -2341.275138,
            -11.541329,
            -2329.733809,
            -1893.289818,
            -19294.415793,
            17401.125975
        ],
        [
            -1.262824,
            -0.006225,
            -1.256599,
            0,
            0,
            0.278967
        ],
        [
            7630.563306,
            7630.563306,
            7630.563306,
            7630.563306,
            7630.563306,
            7630.563306
        ],
        [
            -2438081,
            -147079,
            -2374147,
            -22386671,
            -19752610,
            -6528817
        ],
        [
            0.149948,
            0.950282,
            0.076286,
            0.946172,
            0.167429,
            2.450267
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            72,
            37,
            35,
            43,
            18,
            25
        ],
        [
            22,
            10,
            12,
            51,
            29,
            22
        ],
        [
            76.595745,
            78.723404,
            74.468085,
            45.744681,
            38.297872,
            53.191489
        ],
        [
            0.045818,
            0.256833,
            0.026155,
            1.122204,
            0.269746,
            2.156235
        ],
        [
            32736,
            32736,
            15192,
            22339113,
            944344,
            22339113
        ],
        [
            -1636583,
            -58537,
            -1636583,
            -8869619,
            -8869619,
            -4616036
        ],
        [
            55,
            54,
            55,
            55,
            54,
            55
        ],
        [
            18,
            22,
            14,
            46,
            40,
            50
        ],
        [
            173,
            170,
            175,
            62,
            62,
            62
        ],
        [
            5172,
            2545,
            2627,
            5172,
            2545,
            2627
        ],
        [
            37.008256,
            141.341589,
            37.008256,
            0,
            0,
            0
        ],
        [
            3,
            5,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575366,
            -575559,
            -576980,
            -580515,
            -585247,
            318868
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5562,
    "evaluation_days": 1854,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601913600000,
    "last_datapoint_time": 1757260800000,
    "evaluation_time": 1757261513330,
    "expiration_time": 1762066368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 168,
            "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)