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Trade: SOL/USDT/480/VWAP/VWMA/8836

Strategy
SOL/USDT/480/VWAP/VWMA/8836
Pair
SOL_USDT
Interval
8h
Score
317248
Daily Profit
0.293295
Profit Factor
3.150873
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1861.330000
Evaluation Time
2025-09-15 04:02
Expiration Time
2025-11-09 22:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2384261.988 -39279.4705 -2344982.5176 -714524.2727 -23918416.0162 23203891.7435
Total P&L (%) -2384.262 -39.2795 -2344.9825 -714.5243 -23918.416 23203.8917
Avg Daily Profit (%) -1.2809 -0.0211 -1.2598 0 0 0.2933
Buy And Hold Return (%) 10955.6578 10955.6578 10955.6578 10955.6578 10955.6578 10955.6578
Max Trade Drawdown -2466054 -162128 -2383887 -27218071 -24281382 -5111878
Profit Factor 0.1324 0.8324 0.0671 0.9815 0.1419 3.1509
Total Trades 88 44 44 88 44 44
Winning Trades 69 36 33 40 18 22
Losing Trades 19 8 11 48 26 22
Profitability (%) 78.4091 81.8182 75 45.4545 40.9091 50
Ratio Avg Win / Avg Loss 0.0365 0.185 0.0224 1.1778 0.2049 3.1509
Largest Winning Trade 23092 16564 23092 28969228 1573798 28969228
Largest Losing Trade -1603234 -63358 -1603234 -12348643 -12348643 -3227879
Avg Bars in Trades 58 55 61 58 55 61
Avg Bars in Winners 21 23 18 48 33 60
Avg Bars in Losers 195 203 190 67 71 62
Bars Traded 5171 2455 2716 5171 2455 2716
Profit Streak 43.7099 150.0432 43.7099 0 0 0
Trades During Streak 3 4 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575161 -575271 -576925 -580644 -584254 317248

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5584,
    "evaluation_days": 1861.33,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1602000000000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757898132371,
    "expiration_time": 1762718976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 171,
            "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": [
        [
            -2384261.988042539,
            -39279.4704546013,
            -2344982.5175879365,
            -714524.2726614184,
            -23918416.01615666,
            23203891.743495237
        ],
        [
            -2384.261988,
            -39.27947,
            -2344.982518,
            -714.524273,
            -23918.416016,
            23203.891743
        ],
        [
            -1.280945,
            -0.021103,
            -1.259842,
            0,
            0,
            0.293295
        ],
        [
            10955.657774,
            10955.657774,
            10955.657774,
            10955.657774,
            10955.657774,
            10955.657774
        ],
        [
            -2466054,
            -162128,
            -2383887,
            -27218071,
            -24281382,
            -5111878
        ],
        [
            0.132417,
            0.832448,
            0.067132,
            0.981518,
            0.141851,
            3.150873
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            69,
            36,
            33,
            40,
            18,
            22
        ],
        [
            19,
            8,
            11,
            48,
            26,
            22
        ],
        [
            78.409091,
            81.818182,
            75,
            45.454545,
            40.909091,
            50
        ],
        [
            0.036463,
            0.184989,
            0.022377,
            1.177821,
            0.204896,
            3.150873
        ],
        [
            23092,
            16564,
            23092,
            28969228,
            1573798,
            28969228
        ],
        [
            -1603234,
            -63358,
            -1603234,
            -12348643,
            -12348643,
            -3227879
        ],
        [
            58,
            55,
            61,
            58,
            55,
            61
        ],
        [
            21,
            23,
            18,
            48,
            33,
            60
        ],
        [
            195,
            203,
            190,
            67,
            71,
            62
        ],
        [
            5171,
            2455,
            2716,
            5171,
            2455,
            2716
        ],
        [
            43.709865,
            150.043199,
            43.709865,
            0,
            0,
            0
        ],
        [
            3,
            4,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575161,
            -575271,
            -576925,
            -580644,
            -584254,
            317248
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5584,
    "evaluation_days": 1861.33,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1602000000000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757898132371,
    "expiration_time": 1762718976000,
    "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": 171,
            "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)