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Trade: SOL/USDT/480/VWAP/VWMA/5006

Strategy
SOL/USDT/480/VWAP/VWMA/5006
Pair
SOL_USDT
Interval
8h
Score
520444
Daily Profit
0.285672
Profit Factor
4.259166
Profitability
53.191489
Streak
107.527714
Best Strategy
Training Data Length
1868.330000
Evaluation Time
2025-09-22 07:39
Expiration Time
2025-11-17 03:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1261768.7429 1228626.8893 33141.8536 16123978.6312 20537485.6623 -4413507.0311
Total P&L (%) 1261.7687 1228.6269 33.1419 16123.9786 20537.4857 -4413.507
Avg Daily Profit (%) 0.6753 0.6576 0.0177 0.2728 0.2857 0
Buy And Hold Return (%) 6614.0669 6614.0669 6614.0669 6614.0669 6614.0669 6614.0669
Max Trade Drawdown -51638 -32991 -97173 -5757099 -1883541 -8515413
Profit Factor 3.8879 10.9632 1.1057 1.6793 4.2592 0.7468
Total Trades 95 47 48 95 47 48
Winning Trades 44 25 19 44 25 19
Losing Trades 51 22 29 51 22 29
Profitability (%) 46.3158 53.1915 39.5833 46.3158 53.1915 39.5833
Ratio Avg Win / Avg Loss 4.5065 9.6476 1.6876 1.9465 3.7481 1.1399
Largest Winning Trade 412285 412285 63477 10714955 10714955 5121540
Largest Losing Trade -45994 -24406 -45994 -2452643 -1671754 -2452643
Avg Bars in Trades 57 58 55 57 58 55
Avg Bars in Winners 84 88 79 84 88 79
Avg Bars in Losers 33 24 40 33 24 40
Bars Traded 5423 2736 2687 5423 2736 2687
Profit Streak 0 107.5277 0 0 107.5277 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -147877 -143847 -442059 240892 520444 -583073

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5605,
    "evaluation_days": 1868.33,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1599638400000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758515994531,
    "expiration_time": 1763341920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 88
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 22,
            "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": [
        [
            1261768.7429058696,
            1228626.889329558,
            33141.8535763118,
            16123978.631159753,
            20537485.662291933,
            -4413507.0311321765
        ],
        [
            1261.768743,
            1228.626889,
            33.141854,
            16123.978631,
            20537.485662,
            -4413.507031
        ],
        [
            0.675346,
            0.657607,
            0.017739,
            0.272758,
            0.285672,
            0
        ],
        [
            6614.066881,
            6614.066881,
            6614.066881,
            6614.066881,
            6614.066881,
            6614.066881
        ],
        [
            -51638,
            -32991,
            -97173,
            -5757099,
            -1883541,
            -8515413
        ],
        [
            3.887924,
            10.963194,
            1.105683,
            1.679324,
            4.259166,
            0.746843
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            44,
            25,
            19,
            44,
            25,
            19
        ],
        [
            51,
            22,
            29,
            51,
            22,
            29
        ],
        [
            46.315789,
            53.191489,
            39.583333,
            46.315789,
            53.191489,
            39.583333
        ],
        [
            4.506457,
            9.647611,
            1.687622,
            1.946489,
            3.748066,
            1.139919
        ],
        [
            412285,
            412285,
            63477,
            10714955,
            10714955,
            5121540
        ],
        [
            -45994,
            -24406,
            -45994,
            -2452643,
            -1671754,
            -2452643
        ],
        [
            57,
            58,
            55,
            57,
            58,
            55
        ],
        [
            84,
            88,
            79,
            84,
            88,
            79
        ],
        [
            33,
            24,
            40,
            33,
            24,
            40
        ],
        [
            5423,
            2736,
            2687,
            5423,
            2736,
            2687
        ],
        [
            0,
            107.527714,
            0,
            0,
            107.527714,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -147877,
            -143847,
            -442059,
            240892,
            520444,
            -583073
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5605,
    "evaluation_days": 1868.33,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1599638400000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758515994531,
    "expiration_time": 1763341920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 88
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 22,
            "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)