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Trade: SOL/USDT/480/VWAP/SINWMA/3981

Strategy
SOL/USDT/480/VWAP/SINWMA/3981
Pair
SOL_USDT
Interval
8h
Score
363629
Daily Profit
0.287934
Profit Factor
2.645963
Profitability
55.555556
Streak
0.000000
Best Strategy
Training Data Length
1858.000000
Evaluation Time
2025-09-11 22:21
Expiration Time
2025-11-06 11:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2164748.1725 -6928.8032 -2157819.3693 -1673520.4725 -22468990.4855 20795470.013
Total P&L (%) -2164.7482 -6.9288 -2157.8194 -1673.5205 -22468.9905 20795.47
Avg Daily Profit (%) -1.1651 -0.0037 -1.1614 0 0 0.2879
Buy And Hold Return (%) 8829.9257 8829.9257 8829.9257 8829.9257 8829.9257 8829.9257
Max Trade Drawdown -2235077 -155434 -2191466 -26631726 -23290010 -6569119
Profit Factor 0.1623 0.9693 0.0852 0.9577 0.1645 2.646
Total Trades 90 45 45 90 45 45
Winning Trades 71 35 36 46 21 25
Losing Trades 19 10 9 44 24 20
Profitability (%) 78.8889 77.7778 80 51.1111 46.6667 55.5556
Ratio Avg Win / Avg Loss 0.0434 0.2769 0.0213 0.916 0.188 2.1168
Largest Winning Trade 32736 32736 15023 26233291 1137181 26233291
Largest Losing Trade -1412694 -63160 -1412694 -11360178 -11360178 -4907165
Avg Bars in Trades 56 54 58 56 54 58
Avg Bars in Winners 20 24 17 44 36 51
Avg Bars in Losers 189 160 221 69 70 67
Bars Traded 5090 2457 2633 5090 2457 2633
Profit Streak 0 0 98.8068 91.8068 93.1401 0
Trades During Streak 0 0 1 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576515 -577111 -576263 -579834 -581449 363629

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5574,
    "evaluation_days": 1858,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1602288000000,
    "last_datapoint_time": 1757606400000,
    "evaluation_time": 1757618506869,
    "expiration_time": 1762422336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 181,
            "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": [
        [
            -2164748.1725041596,
            -6928.8032436702,
            -2157819.3692604885,
            -1673520.4725021494,
            -22468990.48554975,
            20795470.01304759
        ],
        [
            -2164.748173,
            -6.928803,
            -2157.819369,
            -1673.520473,
            -22468.990486,
            20795.470013
        ],
        [
            -1.165096,
            -0.003729,
            -1.161367,
            0,
            0,
            0.287934
        ],
        [
            8829.925739,
            8829.925739,
            8829.925739,
            8829.925739,
            8829.925739,
            8829.925739
        ],
        [
            -2235077,
            -155434,
            -2191466,
            -26631726,
            -23290010,
            -6569119
        ],
        [
            0.162265,
            0.969256,
            0.085159,
            0.957663,
            0.164539,
            2.645963
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            71,
            35,
            36,
            46,
            21,
            25
        ],
        [
            19,
            10,
            9,
            44,
            24,
            20
        ],
        [
            78.888889,
            77.777778,
            80,
            51.111111,
            46.666667,
            55.555556
        ],
        [
            0.043423,
            0.27693,
            0.02129,
            0.916025,
            0.188045,
            2.116771
        ],
        [
            32736,
            32736,
            15023,
            26233291,
            1137181,
            26233291
        ],
        [
            -1412694,
            -63160,
            -1412694,
            -11360178,
            -11360178,
            -4907165
        ],
        [
            56,
            54,
            58,
            56,
            54,
            58
        ],
        [
            20,
            24,
            17,
            44,
            36,
            51
        ],
        [
            189,
            160,
            221,
            69,
            70,
            67
        ],
        [
            5090,
            2457,
            2633,
            5090,
            2457,
            2633
        ],
        [
            0,
            0,
            98.806792,
            91.806792,
            93.140126,
            0
        ],
        [
            0,
            0,
            1,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576515,
            -577111,
            -576263,
            -579834,
            -581449,
            363629
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5574,
    "evaluation_days": 1858,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1602288000000,
    "last_datapoint_time": 1757606400000,
    "evaluation_time": 1757618506869,
    "expiration_time": 1762422336000,
    "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": 181,
            "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)