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Trade: SOL/USDT/480/VWAP/VWMA/4453

Strategy
SOL/USDT/480/VWAP/VWMA/4453
Pair
SOL_USDT
Interval
8h
Score
408376
Daily Profit
0.303996
Profit Factor
3.003888
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1865.000000
Evaluation Time
2025-09-19 01:34
Expiration Time
2025-11-13 16:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2351348.9651 -11780.9844 -2339567.9807 -1386520.9881 -30028180.451 28641659.4629
Total P&L (%) -2351.349 -11.781 -2339.568 -1386.521 -30028.1805 28641.6595
Avg Daily Profit (%) -1.2608 -0.0063 -1.2545 0 0 0.304
Buy And Hold Return (%) 10679.8305 10679.8305 10679.8305 10679.8305 10679.8305 10679.8305
Max Trade Drawdown -2457097 -157306 -2385497 -34405645 -30510819 -7137150
Profit Factor 0.1487 0.9497 0.0745 0.9722 0.154 3.0039
Total Trades 92 46 46 92 46 46
Winning Trades 75 38 37 40 17 23
Losing Trades 17 8 9 52 29 23
Profitability (%) 81.5217 82.6087 80.4348 43.4783 36.9565 50
Ratio Avg Win / Avg Loss 0.0337 0.1999 0.0181 1.2638 0.2627 3.0039
Largest Winning Trade 23092 16564 23092 35086985 1942651 35086985
Largest Losing Trade -1603234 -62278 -1603234 -15242804 -15242804 -5063166
Avg Bars in Trades 56 53 58 56 53 58
Avg Bars in Winners 20 22 18 46 35 54
Avg Bars in Losers 213 203 222 63 63 62
Bars Traded 5170 2463 2707 5170 2463 2707
Profit Streak 105.2737 153.9404 105.2737 0 0 0
Trades During Streak 9 5 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574633 -575149 -575380 -581402 -585776 408376

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5595,
    "evaluation_days": 1865,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1602086400000,
    "last_datapoint_time": 1758211200000,
    "evaluation_time": 1758234847178,
    "expiration_time": 1763045280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 174,
            "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": [
        [
            -2351348.965132643,
            -11780.9844496374,
            -2339567.980683005,
            -1386520.988113011,
            -30028180.450979568,
            28641659.462866552
        ],
        [
            -2351.348965,
            -11.780984,
            -2339.567981,
            -1386.520988,
            -30028.180451,
            28641.659463
        ],
        [
            -1.260777,
            -0.006317,
            -1.25446,
            0,
            0,
            0.303996
        ],
        [
            10679.830472,
            10679.830472,
            10679.830472,
            10679.830472,
            10679.830472,
            10679.830472
        ],
        [
            -2457097,
            -157306,
            -2385497,
            -34405645,
            -30510819,
            -7137150
        ],
        [
            0.148668,
            0.949682,
            0.074477,
            0.972151,
            0.154014,
            3.003888
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            75,
            38,
            37,
            40,
            17,
            23
        ],
        [
            17,
            8,
            9,
            52,
            29,
            23
        ],
        [
            81.521739,
            82.608696,
            80.434783,
            43.478261,
            36.956522,
            50
        ],
        [
            0.033698,
            0.199933,
            0.018116,
            1.263797,
            0.26273,
            3.003888
        ],
        [
            23092,
            16564,
            23092,
            35086985,
            1942651,
            35086985
        ],
        [
            -1603234,
            -62278,
            -1603234,
            -15242804,
            -15242804,
            -5063166
        ],
        [
            56,
            53,
            58,
            56,
            53,
            58
        ],
        [
            20,
            22,
            18,
            46,
            35,
            54
        ],
        [
            213,
            203,
            222,
            63,
            63,
            62
        ],
        [
            5170,
            2463,
            2707,
            5170,
            2463,
            2707
        ],
        [
            105.273694,
            153.940361,
            105.273694,
            0,
            0,
            0
        ],
        [
            9,
            5,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574633,
            -575149,
            -575380,
            -581402,
            -585776,
            408376
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5595,
    "evaluation_days": 1865,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1602086400000,
    "last_datapoint_time": 1758211200000,
    "evaluation_time": 1758234847178,
    "expiration_time": 1763045280000,
    "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": 174,
            "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)