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Trade: SOL/USDT/480/VWAP/SINWMA/2244

Strategy
SOL/USDT/480/VWAP/SINWMA/2244
Pair
SOL_USDT
Interval
8h
Score
330888
Daily Profit
0.274136
Profit Factor
3.017864
Profitability
51.282051
Streak
231.565895
Best Strategy
Training Data Length
1870.330000
Evaluation Time
2025-09-24 08:34
Expiration Time
2025-11-19 04:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1988168.2816 -16377.1859 -1971791.0957 -897247.9562 -17534694.8758 16637446.9196
Total P&L (%) -1988.1683 -16.3772 -1971.7911 -897.248 -17534.6949 16637.4469
Avg Daily Profit (%) -1.063 -0.0088 -1.0542 0 0 0.2741
Buy And Hold Return (%) 8027.0692 8027.0692 8027.0692 8027.0692 8027.0692 8027.0692
Max Trade Drawdown -2069096 -170348 -2003227 -19655695 -18025365 -3993714
Profit Factor 0.164 0.9283 0.0828 0.9685 0.132 3.0179
Total Trades 78 39 39 78 39 39
Winning Trades 57 29 28 36 16 20
Losing Trades 21 10 11 42 23 19
Profitability (%) 73.0769 74.359 71.7949 46.1538 41.0256 51.2821
Ratio Avg Win / Avg Loss 0.0604 0.3201 0.0325 1.1299 0.1898 2.867
Largest Winning Trade 55310 55310 14720 20463863 752258 20463863
Largest Losing Trade -1192844 -60178 -1192844 -8813862 -8813862 -2656060
Avg Bars in Trades 65 62 67 65 62 67
Avg Bars in Winners 23 26 19 56 52 60
Avg Bars in Losers 179 167 189 72 70 75
Bars Traded 5088 2449 2640 5088 2449 2640
Profit Streak 0 0 0 106.2326 106.2326 231.5659
Trades During Streak 0 0 0 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -616286 -577599 -577932 -618426 -583686 330888
Evaluation Data
{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5611,
    "evaluation_days": 1870.33,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1602489600000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758692093340,
    "expiration_time": 1763519904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 188,
            "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": [
        [
            -1988168.2815720444,
            -16377.185872201,
            -1971791.0956998435,
            -897247.9562463146,
            -17534694.875845324,
            16637446.919599012
        ],
        [
            -1988.168282,
            -16.377186,
            -1971.791096,
            -897.247956,
            -17534.694876,
            16637.44692
        ],
        [
            -1.063004,
            -0.008756,
            -1.054248,
            0,
            0,
            0.274136
        ],
        [
            8027.06921,
            8027.06921,
            8027.06921,
            8027.06921,
            8027.06921,
            8027.06921
        ],
        [
            -2069096,
            -170348,
            -2003227,
            -19655695,
            -18025365,
            -3993714
        ],
        [
            0.163983,
            0.928291,
            0.082786,
            0.968459,
            0.132033,
            3.017864
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            57,
            29,
            28,
            36,
            16,
            20
        ],
        [
            21,
            10,
            11,
            42,
            23,
            19
        ],
        [
            73.076923,
            74.358974,
            71.794872,
            46.153846,
            41.025641,
            51.282051
        ],
        [
            0.060415,
            0.3201,
            0.032523,
            1.129869,
            0.189797,
            2.866971
        ],
        [
            55310,
            55310,
            14720,
            20463863,
            752258,
            20463863
        ],
        [
            -1192844,
            -60178,
            -1192844,
            -8813862,
            -8813862,
            -2656060
        ],
        [
            65,
            62,
            67,
            65,
            62,
            67
        ],
        [
            23,
            26,
            19,
            56,
            52,
            60
        ],
        [
            179,
            167,
            189,
            72,
            70,
            75
        ],
        [
            5088,
            2449,
            2640,
            5088,
            2449,
            2640
        ],
        [
            0,
            0,
            0,
            106.232562,
            106.232562,
            231.565895
        ],
        [
            0,
            0,
            0,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -616286,
            -577599,
            -577932,
            -618426,
            -583686,
            330888
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5611,
    "evaluation_days": 1870.33,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1602489600000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758692093340,
    "expiration_time": 1763519904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 188,
            "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)