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Trade: SOL/USDT/480/VWAP/SMA/7783

Strategy
SOL/USDT/480/VWAP/SMA/7783
Pair
SOL_USDT
Interval
8h
Score
408701
Daily Profit
0.298484
Profit Factor
2.495332
Profitability
54.761905
Streak
91.189973
Best Strategy
Training Data Length
1858.000000
Evaluation Time
2025-09-11 23:33
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 -1913573.9744 19362.2692 -1932936.2437 -1676514.471 -26982781.7598 25306267.2888
Total P&L (%) -1913.574 19.3623 -1932.9362 -1676.5145 -26982.7818 25306.2673
Avg Daily Profit (%) -1.0299 0.0104 -1.0403 0 0 0.2985
Buy And Hold Return (%) 9884.9544 9884.9544 9884.9544 9884.9544 9884.9544 9884.9544
Max Trade Drawdown -2002552 -157387 -1975235 -33221579 -27883614 -10109406
Profit Factor 0.1887 1.0852 0.0931 0.9664 0.1821 2.4953
Total Trades 84 42 42 84 42 42
Winning Trades 67 34 33 40 17 23
Losing Trades 17 8 9 44 25 19
Profitability (%) 79.7619 80.9524 78.5714 47.619 40.4762 54.7619
Ratio Avg Win / Avg Loss 0.0479 0.2553 0.0254 1.0631 0.2678 2.0614
Largest Winning Trade 43977 43977 23092 30823565 1336164 30823565
Largest Losing Trade -1192844 -60178 -1192844 -13347970 -13347970 -8649657
Avg Bars in Trades 61 58 64 61 58 64
Avg Bars in Winners 23 26 18 50 40 58
Avg Bars in Losers 212 191 231 71 70 72
Bars Traded 5161 2448 2713 5161 2448 2713
Profit Streak 39.8566 146.8566 0 0 0 91.19
Trades During Streak 1 3 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575870 -467781 -577031 -579812 -584438 408701

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5574,
    "evaluation_days": 1858,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1602057600000,
    "last_datapoint_time": 1757606400000,
    "evaluation_time": 1757622813670,
    "expiration_time": 1762422336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 173,
            "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": [
        [
            -1913573.9744438257,
            19362.2692475912,
            -1932936.243691417,
            -1676514.4709792912,
            -26982781.759768613,
            25306267.288789332
        ],
        [
            -1913.573974,
            19.362269,
            -1932.936244,
            -1676.514471,
            -26982.78176,
            25306.267289
        ],
        [
            -1.029911,
            0.010421,
            -1.040332,
            0,
            0,
            0.298484
        ],
        [
            9884.954421,
            9884.954421,
            9884.954421,
            9884.954421,
            9884.954421,
            9884.954421
        ],
        [
            -2002552,
            -157387,
            -1975235,
            -33221579,
            -27883614,
            -10109406
        ],
        [
            0.188657,
            1.085205,
            0.093065,
            0.966411,
            0.182077,
            2.495332
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            67,
            34,
            33,
            40,
            17,
            23
        ],
        [
            17,
            8,
            9,
            44,
            25,
            19
        ],
        [
            79.761905,
            80.952381,
            78.571429,
            47.619048,
            40.47619,
            54.761905
        ],
        [
            0.047868,
            0.255342,
            0.025381,
            1.063052,
            0.267761,
            2.061361
        ],
        [
            43977,
            43977,
            23092,
            30823565,
            1336164,
            30823565
        ],
        [
            -1192844,
            -60178,
            -1192844,
            -13347970,
            -13347970,
            -8649657
        ],
        [
            61,
            58,
            64,
            61,
            58,
            64
        ],
        [
            23,
            26,
            18,
            50,
            40,
            58
        ],
        [
            212,
            191,
            231,
            71,
            70,
            72
        ],
        [
            5161,
            2448,
            2713,
            5161,
            2448,
            2713
        ],
        [
            39.85664,
            146.85664,
            0,
            0,
            0,
            91.189973
        ],
        [
            1,
            3,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575870,
            -467781,
            -577031,
            -579812,
            -584438,
            408701
        ]
    ]
}
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": 1602057600000,
    "last_datapoint_time": 1757606400000,
    "evaluation_time": 1757622813670,
    "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": "sma",
        "factors": {
            "length": 173,
            "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)