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Trade: SOL/USDT/480/VWAP/SWMA/3874

Strategy
SOL/USDT/480/VWAP/SWMA/3874
Pair
SOL_USDT
Interval
8h
Score
308821
Daily Profit
0.283017
Profit Factor
2.835864
Profitability
54.347826
Streak
0.000000
Best Strategy
Training Data Length
1868.000000
Evaluation Time
2025-09-21 23:37
Expiration Time
2025-11-16 18:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2236226.9253 -34580.1832 -2201646.7421 -982083.8419 -20505127.8066 19523043.9647
Total P&L (%) -2236.2269 -34.5802 -2201.6467 -982.0838 -20505.1278 19523.044
Avg Daily Profit (%) -1.1971 -0.0185 -1.1786 0 0 0.283
Buy And Hold Return (%) 9294.8013 9294.8013 9294.8013 9294.8013 9294.8013 9294.8013
Max Trade Drawdown -2314334 -164433 -2242315 -25490848 -21773454 -4939414
Profit Factor 0.1488 0.8555 0.078 0.9723 0.1735 2.8359
Total Trades 92 46 46 92 46 46
Winning Trades 70 34 36 47 22 25
Losing Trades 22 12 10 45 24 21
Profitability (%) 76.087 73.913 78.2609 51.087 47.8261 54.3478
Ratio Avg Win / Avg Loss 0.0468 0.302 0.0217 0.9309 0.1893 2.3821
Largest Winning Trade 36930 36930 14936 23647301 1053803 23647301
Largest Losing Trade -1412694 -63051 -1412694 -11295790 -11295790 -3235193
Avg Bars in Trades 55 53 57 55 53 57
Avg Bars in Winners 18 20 16 44 42 46
Avg Bars in Losers 173 147 204 66 64 69
Bars Traded 5090 2467 2623 5090 2467 2623
Profit Streak 0 0 108.8596 101.8596 102.8596 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 -576873 -577604 -576478 -579831 -580989 308821

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5604,
    "evaluation_days": 1868,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1602259200000,
    "last_datapoint_time": 1758470400000,
    "evaluation_time": 1758487068457,
    "expiration_time": 1763312256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 180,
            "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": [
        [
            -2236226.92528229,
            -34580.1832285617,
            -2201646.7420537286,
            -982083.8419355598,
            -20505127.806617048,
            19523043.964681488
        ],
        [
            -2236.226925,
            -34.580183,
            -2201.646742,
            -982.083842,
            -20505.127807,
            19523.043965
        ],
        [
            -1.197124,
            -0.018512,
            -1.178612,
            0,
            0,
            0.283017
        ],
        [
            9294.801296,
            9294.801296,
            9294.801296,
            9294.801296,
            9294.801296,
            9294.801296
        ],
        [
            -2314334,
            -164433,
            -2242315,
            -25490848,
            -21773454,
            -4939414
        ],
        [
            0.148818,
            0.855536,
            0.077973,
            0.972292,
            0.173526,
            2.835864
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            70,
            34,
            36,
            47,
            22,
            25
        ],
        [
            22,
            12,
            10,
            45,
            24,
            21
        ],
        [
            76.086957,
            73.913043,
            78.26087,
            51.086957,
            47.826087,
            54.347826
        ],
        [
            0.046771,
            0.301954,
            0.021659,
            0.930918,
            0.189301,
            2.382125
        ],
        [
            36930,
            36930,
            14936,
            23647301,
            1053803,
            23647301
        ],
        [
            -1412694,
            -63051,
            -1412694,
            -11295790,
            -11295790,
            -3235193
        ],
        [
            55,
            53,
            57,
            55,
            53,
            57
        ],
        [
            18,
            20,
            16,
            44,
            42,
            46
        ],
        [
            173,
            147,
            204,
            66,
            64,
            69
        ],
        [
            5090,
            2467,
            2623,
            5090,
            2467,
            2623
        ],
        [
            0,
            0,
            108.859589,
            101.859589,
            102.859589,
            0
        ],
        [
            0,
            0,
            1,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576873,
            -577604,
            -576478,
            -579831,
            -580989,
            308821
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5604,
    "evaluation_days": 1868,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1602259200000,
    "last_datapoint_time": 1758470400000,
    "evaluation_time": 1758487068457,
    "expiration_time": 1763312256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 180,
            "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)