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Trade: SOL/USDT/480/VWAP/VWMA/3939

Strategy
SOL/USDT/480/VWAP/VWMA/3939
Pair
SOL_USDT
Interval
8h
Score
319342
Daily Profit
0.284554
Profit Factor
3.046118
Profitability
54.347826
Streak
0.000000
Best Strategy
Training Data Length
1864.670000
Evaluation Time
2025-09-18 11:09
Expiration Time
2025-11-13 08:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2390744.4625 -45765.0233 -2344979.4392 -768485.7549 -20671181.9389 19902696.184
Total P&L (%) -2390.7445 -45.765 -2344.9794 -768.4858 -20671.1819 19902.6962
Avg Daily Profit (%) -1.2821 -0.0245 -1.2576 0 0 0.2846
Buy And Hold Return (%) 9562.0286 9562.0286 9562.0286 9562.0286 9562.0286 9562.0286
Max Trade Drawdown -2455746 -160224 -2379686 -23446328 -21071503 -4412674
Profit Factor 0.1329 0.8081 0.069 0.9774 0.1472 3.0461
Total Trades 92 46 46 92 46 46
Winning Trades 71 37 34 44 19 25
Losing Trades 21 9 12 48 27 21
Profitability (%) 77.1739 80.4348 73.913 47.8261 41.3043 54.3478
Ratio Avg Win / Avg Loss 0.0393 0.1966 0.0243 1.0662 0.2092 2.5587
Largest Winning Trade 16564 16564 15774 25006811 1358534 25006811
Largest Losing Trade -1603234 -63563 -1603234 -10659593 -10659593 -2759149
Avg Bars in Trades 56 53 59 56 53 59
Avg Bars in Winners 19 20 18 45 36 53
Avg Bars in Losers 180 188 174 65 65 65
Bars Traded 5172 2455 2717 5172 2455 2717
Profit Streak 47.3402 70.3402 47.3402 0 0 0
Trades During Streak 3 2 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575314 -575805 -577044 -579711 -584086 319342

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5594,
    "evaluation_days": 1864.67,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601942400000,
    "last_datapoint_time": 1758182400000,
    "evaluation_time": 1758182990751,
    "expiration_time": 1763015616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 169,
            "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": [
        [
            -2390744.4625151902,
            -45765.0233257166,
            -2344979.4391894727,
            -768485.7548878472,
            -20671181.938896358,
            19902696.184008513
        ],
        [
            -2390.744463,
            -45.765023,
            -2344.979439,
            -768.485755,
            -20671.181939,
            19902.696184
        ],
        [
            -1.282127,
            -0.024543,
            -1.257584,
            0,
            0,
            0.284554
        ],
        [
            9562.028619,
            9562.028619,
            9562.028619,
            9562.028619,
            9562.028619,
            9562.028619
        ],
        [
            -2455746,
            -160224,
            -2379686,
            -23446328,
            -21071503,
            -4412674
        ],
        [
            0.132923,
            0.80812,
            0.068986,
            0.977375,
            0.147221,
            3.046118
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            71,
            37,
            34,
            44,
            19,
            25
        ],
        [
            21,
            9,
            12,
            48,
            27,
            21
        ],
        [
            77.173913,
            80.434783,
            73.913043,
            47.826087,
            41.304348,
            54.347826
        ],
        [
            0.039315,
            0.19657,
            0.024348,
            1.066228,
            0.209209,
            2.558739
        ],
        [
            16564,
            16564,
            15774,
            25006811,
            1358534,
            25006811
        ],
        [
            -1603234,
            -63563,
            -1603234,
            -10659593,
            -10659593,
            -2759149
        ],
        [
            56,
            53,
            59,
            56,
            53,
            59
        ],
        [
            19,
            20,
            18,
            45,
            36,
            53
        ],
        [
            180,
            188,
            174,
            65,
            65,
            65
        ],
        [
            5172,
            2455,
            2717,
            5172,
            2455,
            2717
        ],
        [
            47.340171,
            70.340171,
            47.340171,
            0,
            0,
            0
        ],
        [
            3,
            2,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575314,
            -575805,
            -577044,
            -579711,
            -584086,
            319342
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5594,
    "evaluation_days": 1864.67,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601942400000,
    "last_datapoint_time": 1758182400000,
    "evaluation_time": 1758182990751,
    "expiration_time": 1763015616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 169,
            "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)