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Trade: SOL/USDT/480/VWAP/SMA/1753

Strategy
SOL/USDT/480/VWAP/SMA/1753
Pair
SOL_USDT
Interval
8h
Score
402935
Daily Profit
0.291604
Profit Factor
2.339802
Profitability
55.102041
Streak
90.654815
Best Strategy
Training Data Length
1856.670000
Evaluation Time
2025-09-10 18:42
Expiration Time
2025-11-05 02:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2709610.596 -46321.2459 -2663289.3501 -2004197.0651 -24183605.5092 22179408.4441
Total P&L (%) -2709.6106 -46.3212 -2663.2894 -2004.1971 -24183.6055 22179.4084
Avg Daily Profit (%) -1.4594 -0.0249 -1.4344 0 0 0.2916
Buy And Hold Return (%) 8292.7098 8292.7098 8292.7098 8292.7098 8292.7098 8292.7098
Max Trade Drawdown -2777252 -153649 -2702295 -30632314 -25238423 -9468328
Profit Factor 0.1237 0.7991 0.0693 0.9568 0.1906 2.3398
Total Trades 98 49 49 98 49 49
Winning Trades 75 36 39 48 21 27
Losing Trades 23 13 10 50 28 22
Profitability (%) 76.5306 73.4694 79.5918 48.9796 42.8571 55.102
Ratio Avg Win / Avg Loss 0.0379 0.2886 0.0178 0.9967 0.2542 1.9065
Largest Winning Trade 16564 16564 15023 28207735 1247007 28207735
Largest Losing Trade -1866560 -62436 -1866560 -12457314 -12457314 -7788537
Avg Bars in Trades 52 50 54 52 50 54
Avg Bars in Winners 18 20 16 45 41 49
Avg Bars in Losers 164 132 205 59 57 61
Bars Traded 5163 2471 2692 5163 2471 2692
Profit Streak 38.9881 62.6548 0 0 0 90.6548
Trades During Streak 1 1 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576253 -577079 -576845 -580913 -583459 402935

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5570,
    "evaluation_days": 1856.67,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601596800000,
    "last_datapoint_time": 1757491200000,
    "evaluation_time": 1757518976034,
    "expiration_time": 1762303680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 157,
            "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": [
        [
            -2709610.596000357,
            -46321.2459413241,
            -2663289.3500590324,
            -2004197.0651193396,
            -24183605.50920406,
            22179408.44408473
        ],
        [
            -2709.610596,
            -46.321246,
            -2663.28935,
            -2004.197065,
            -24183.605509,
            22179.408444
        ],
        [
            -1.459393,
            -0.024949,
            -1.434444,
            0,
            0,
            0.291604
        ],
        [
            8292.709818,
            8292.709818,
            8292.709818,
            8292.709818,
            8292.709818,
            8292.709818
        ],
        [
            -2777252,
            -153649,
            -2702295,
            -30632314,
            -25238423,
            -9468328
        ],
        [
            0.123715,
            0.799122,
            0.069288,
            0.956837,
            0.190617,
            2.339802
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            75,
            36,
            39,
            48,
            21,
            27
        ],
        [
            23,
            13,
            10,
            50,
            28,
            22
        ],
        [
            76.530612,
            73.469388,
            79.591837,
            48.979592,
            42.857143,
            55.102041
        ],
        [
            0.037939,
            0.288572,
            0.017766,
            0.996705,
            0.254156,
            1.906505
        ],
        [
            16564,
            16564,
            15023,
            28207735,
            1247007,
            28207735
        ],
        [
            -1866560,
            -62436,
            -1866560,
            -12457314,
            -12457314,
            -7788537
        ],
        [
            52,
            50,
            54,
            52,
            50,
            54
        ],
        [
            18,
            20,
            16,
            45,
            41,
            49
        ],
        [
            164,
            132,
            205,
            59,
            57,
            61
        ],
        [
            5163,
            2471,
            2692,
            5163,
            2471,
            2692
        ],
        [
            38.988148,
            62.654815,
            0,
            0,
            0,
            90.654815
        ],
        [
            1,
            1,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576253,
            -577079,
            -576845,
            -580913,
            -583459,
            402935
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5570,
    "evaluation_days": 1856.67,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601596800000,
    "last_datapoint_time": 1757491200000,
    "evaluation_time": 1757518976034,
    "expiration_time": 1762303680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 157,
            "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)