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Trade: SOL/USDT/480/VWAP/MIDPRICE/6114

Strategy
SOL/USDT/480/VWAP/MIDPRICE/6114
Pair
SOL_USDT
Interval
8h
Score
302045
Daily Profit
0.293276
Profit Factor
1.665531
Profitability
56.818182
Streak
0.000000
Best Strategy
Training Data Length
1855.330000
Evaluation Time
2025-09-09 06:01
Expiration Time
2025-11-03 17:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2404351.4257 8787.1972 -2413138.623 -7282657.085 -30072514.1366 22789857.0515
Total P&L (%) -2404.3514 8.7872 -2413.1386 -7282.6571 -30072.5141 22789.8571
Avg Daily Profit (%) -1.2959 0.0047 -1.3007 0 0 0.2933
Buy And Hold Return (%) 8631.1677 8631.1677 8631.1677 8631.1677 8631.1677 8631.1677
Max Trade Drawdown -2522534 -144081 -2463895 -47488769 -33538210 -20754440
Profit Factor 0.1607 1.0391 0.0859 0.9027 0.2596 1.6655
Total Trades 88 44 44 88 44 44
Winning Trades 68 35 33 41 16 25
Losing Trades 20 9 11 47 28 19
Profitability (%) 77.2727 79.5455 75 46.5909 36.3636 56.8182
Ratio Avg Win / Avg Loss 0.0473 0.2672 0.0286 1.0348 0.4543 1.2658
Largest Winning Trade 32736 32736 23886 33175021 4213044 33175021
Largest Losing Trade -1683349 -57179 -1683349 -19552199 -14005959 -19552199
Avg Bars in Trades 58 56 60 58 56 60
Avg Bars in Winners 21 24 17 48 39 54
Avg Bars in Losers 186 182 189 67 66 68
Bars Traded 5157 2501 2656 5157 2501 2656
Profit Streak 38.126 141.4593 38.126 0 0 0
Trades During Streak 3 4 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575297 -526208 -576933 -580202 -586022 302045

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5566,
    "evaluation_days": 1855.33,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1602432000000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757386885457,
    "expiration_time": 1762185024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 186,
            "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": [
        [
            -2404351.4257168737,
            8787.1972372167,
            -2413138.6229540887,
            -7282657.085044597,
            -30072514.13659324,
            22789857.05154866
        ],
        [
            -2404.351426,
            8.787197,
            -2413.138623,
            -7282.657085,
            -30072.514137,
            22789.857052
        ],
        [
            -1.295916,
            0.004736,
            -1.300652,
            0,
            0,
            0.293276
        ],
        [
            8631.167705,
            8631.167705,
            8631.167705,
            8631.167705,
            8631.167705,
            8631.167705
        ],
        [
            -2522534,
            -144081,
            -2463895,
            -47488769,
            -33538210,
            -20754440
        ],
        [
            0.160734,
            1.039076,
            0.085915,
            0.902717,
            0.259618,
            1.665531
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            68,
            35,
            33,
            41,
            16,
            25
        ],
        [
            20,
            9,
            11,
            47,
            28,
            19
        ],
        [
            77.272727,
            79.545455,
            75,
            46.590909,
            36.363636,
            56.818182
        ],
        [
            0.047275,
            0.267191,
            0.028638,
            1.034822,
            0.454331,
            1.265803
        ],
        [
            32736,
            32736,
            23886,
            33175021,
            4213044,
            33175021
        ],
        [
            -1683349,
            -57179,
            -1683349,
            -19552199,
            -14005959,
            -19552199
        ],
        [
            58,
            56,
            60,
            58,
            56,
            60
        ],
        [
            21,
            24,
            17,
            48,
            39,
            54
        ],
        [
            186,
            182,
            189,
            67,
            66,
            68
        ],
        [
            5157,
            2501,
            2656,
            5157,
            2501,
            2656
        ],
        [
            38.125989,
            141.459322,
            38.125989,
            0,
            0,
            0
        ],
        [
            3,
            4,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575297,
            -526208,
            -576933,
            -580202,
            -586022,
            302045
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5566,
    "evaluation_days": 1855.33,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1602432000000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757386885457,
    "expiration_time": 1762185024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 186,
            "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)