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Trade: SOL/USDT/480/VWAP/VWMA/6348

Strategy
SOL/USDT/480/VWAP/VWMA/6348
Pair
SOL_USDT
Interval
8h
Score
328091
Daily Profit
0.284041
Profit Factor
2.924271
Profitability
54.545455
Streak
0.000000
Best Strategy
Training Data Length
1866.670000
Evaluation Time
2025-09-20 15:13
Expiration Time
2025-11-15 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2429511.7561 -47156.5543 -2382355.2018 -1008876.6585 -20834540.5172 19825663.8587
Total P&L (%) -2429.5118 -47.1566 -2382.3552 -1008.8767 -20834.5405 19825.6639
Avg Daily Profit (%) -1.3015 -0.0253 -1.2763 0 0 0.284
Buy And Hold Return (%) 9211.641 9211.641 9211.641 9211.641 9211.641 9211.641
Max Trade Drawdown -2506010 -169660 -2419324 -24217315 -21316590 -4563603
Profit Factor 0.1342 0.808 0.0695 0.9711 0.1527 2.9243
Total Trades 88 44 44 88 44 44
Winning Trades 68 35 33 43 19 24
Losing Trades 20 9 11 45 25 20
Profitability (%) 77.2727 79.5455 75 48.8636 43.1818 54.5455
Ratio Avg Win / Avg Loss 0.0395 0.2078 0.0232 1.0163 0.2009 2.4369
Largest Winning Trade 17886 17886 15774 24994687 1083489 24994687
Largest Losing Trade -1603234 -62454 -1603234 -10823807 -10823807 -3301299
Avg Bars in Trades 58 55 61 58 55 61
Avg Bars in Winners 20 22 19 47 36 55
Avg Bars in Losers 188 186 189 69 70 69
Bars Traded 5172 2462 2710 5172 2462 2710
Profit Streak 49.5091 72.5091 49.5091 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 -575313 -575922 -576914 -579318 -583371 328091

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5600,
    "evaluation_days": 1866.67,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601769600000,
    "last_datapoint_time": 1758355200000,
    "evaluation_time": 1758370384140,
    "expiration_time": 1763193600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 163,
            "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": [
        [
            -2429511.756065723,
            -47156.5542678185,
            -2382355.201797904,
            -1008876.6585143566,
            -20834540.517231807,
            19825663.858717438
        ],
        [
            -2429.511756,
            -47.156554,
            -2382.355202,
            -1008.876659,
            -20834.540517,
            19825.663859
        ],
        [
            -1.301522,
            -0.025262,
            -1.276259,
            0,
            0,
            0.284041
        ],
        [
            9211.64102,
            9211.64102,
            9211.64102,
            9211.64102,
            9211.64102,
            9211.64102
        ],
        [
            -2506010,
            -169660,
            -2419324,
            -24217315,
            -21316590,
            -4563603
        ],
        [
            0.134184,
            0.808027,
            0.069536,
            0.971086,
            0.152683,
            2.924271
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            68,
            35,
            33,
            43,
            19,
            24
        ],
        [
            20,
            9,
            11,
            45,
            25,
            20
        ],
        [
            77.272727,
            79.545455,
            75,
            48.863636,
            43.181818,
            54.545455
        ],
        [
            0.039466,
            0.207778,
            0.023179,
            1.016252,
            0.200899,
            2.436893
        ],
        [
            17886,
            17886,
            15774,
            24994687,
            1083489,
            24994687
        ],
        [
            -1603234,
            -62454,
            -1603234,
            -10823807,
            -10823807,
            -3301299
        ],
        [
            58,
            55,
            61,
            58,
            55,
            61
        ],
        [
            20,
            22,
            19,
            47,
            36,
            55
        ],
        [
            188,
            186,
            189,
            69,
            70,
            69
        ],
        [
            5172,
            2462,
            2710,
            5172,
            2462,
            2710
        ],
        [
            49.509076,
            72.509076,
            49.509076,
            0,
            0,
            0
        ],
        [
            3,
            2,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575313,
            -575922,
            -576914,
            -579318,
            -583371,
            328091
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5600,
    "evaluation_days": 1866.67,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601769600000,
    "last_datapoint_time": 1758355200000,
    "evaluation_time": 1758370384140,
    "expiration_time": 1763193600000,
    "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": 163,
            "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)