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Trade: SOL/USDT/480/VWAP/MIDPOINT/3270

Strategy
SOL/USDT/480/VWAP/MIDPOINT/3270
Pair
SOL_USDT
Interval
8h
Score
399087
Daily Profit
0.293721
Profit Factor
2.591879
Profitability
51.111111
Streak
51.782770
Best Strategy
Training Data Length
1872.330000
Evaluation Time
2025-09-26 05:47
Expiration Time
2025-11-21 06:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2072105.6079 31428.9266 -2103534.5346 -1923872.5468 -26082737.6191 24158865.0724
Total P&L (%) -2072.1056 31.4289 -2103.5345 -1923.8725 -26082.7376 24158.8651
Avg Daily Profit (%) -1.1067 0.0168 -1.1235 0 0 0.2937
Buy And Hold Return (%) 9302.0826 9302.0826 9302.0826 9302.0826 9302.0826 9302.0826
Max Trade Drawdown -2188143 -149276 -2144328 -29907861 -26591569 -8747387
Profit Factor 0.1852 1.1383 0.0916 0.9583 0.1562 2.5919
Total Trades 89 44 45 89 44 45
Winning Trades 70 36 34 38 15 23
Losing Trades 19 8 11 51 29 22
Profitability (%) 78.6517 81.8182 75.5556 42.6966 34.0909 51.1111
Ratio Avg Win / Avg Loss 0.0503 0.253 0.0296 1.2861 0.3019 2.4792
Largest Winning Trade 55310 55310 18834 29386218 1265374 29386218
Largest Losing Trade -1384191 -58537 -1384191 -11884840 -11884840 -6765536
Avg Bars in Trades 59 57 61 59 57 61
Avg Bars in Winners 20 25 16 54 42 62
Avg Bars in Losers 203 204 202 63 65 60
Bars Traded 5321 2548 2773 5321 2548 2773
Profit Streak 0 159.7828 0 50.1161 0 51.7828
Trades During Streak 0 5 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576548 -400728 -577399 -581149 -586906 399087

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5617,
    "evaluation_days": 1872.33,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1602115200000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758854831362,
    "expiration_time": 1763697888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 175,
            "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": [
        [
            -2072105.6079282984,
            31428.9266394118,
            -2103534.534567709,
            -1923872.5467618024,
            -26082737.619146626,
            24158865.072384838
        ],
        [
            -2072.105608,
            31.428927,
            -2103.534535,
            -1923.872547,
            -26082.737619,
            24158.865072
        ],
        [
            -1.106699,
            0.016786,
            -1.123485,
            0,
            0,
            0.293721
        ],
        [
            9302.082634,
            9302.082634,
            9302.082634,
            9302.082634,
            9302.082634,
            9302.082634
        ],
        [
            -2188143,
            -149276,
            -2144328,
            -29907861,
            -26591569,
            -8747387
        ],
        [
            0.185161,
            1.138302,
            0.091626,
            0.958254,
            0.156151,
            2.591879
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            70,
            36,
            34,
            38,
            15,
            23
        ],
        [
            19,
            8,
            11,
            51,
            29,
            22
        ],
        [
            78.651685,
            81.818182,
            75.555556,
            42.696629,
            34.090909,
            51.111111
        ],
        [
            0.050258,
            0.252956,
            0.029644,
            1.286078,
            0.301893,
            2.479189
        ],
        [
            55310,
            55310,
            18834,
            29386218,
            1265374,
            29386218
        ],
        [
            -1384191,
            -58537,
            -1384191,
            -11884840,
            -11884840,
            -6765536
        ],
        [
            59,
            57,
            61,
            59,
            57,
            61
        ],
        [
            20,
            25,
            16,
            54,
            42,
            62
        ],
        [
            203,
            204,
            202,
            63,
            65,
            60
        ],
        [
            5321,
            2548,
            2773,
            5321,
            2548,
            2773
        ],
        [
            0,
            159.78277,
            0,
            50.116104,
            0,
            51.78277
        ],
        [
            0,
            5,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576548,
            -400728,
            -577399,
            -581149,
            -586906,
            399087
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5617,
    "evaluation_days": 1872.33,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1602115200000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758854831362,
    "expiration_time": 1763697888000,
    "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": 175,
            "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)