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Trade: SOL/USDT/480/VWMA/KCB/3962

Strategy
SOL/USDT/480/VWMA/KCB/3962
Pair
SOL_USDT
Interval
8h
Score
452123
Daily Profit
0.285320
Profit Factor
2.454577
Profitability
58.823529
Streak
217.056685
Best Strategy
Training Data Length
1854.330000
Evaluation Time
2025-09-08 04:21
Expiration Time
2025-11-02 17:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1816775.8578 35830.7066 -1852606.5645 -2112157.7754 -21712734.3935 19600576.6181
Total P&L (%) -1816.7759 35.8307 -1852.6066 -2112.1578 -21712.7344 19600.5766
Avg Daily Profit (%) -0.9797 0.0193 -0.9991 0 0 0.2853
Buy And Hold Return (%) 6242.3025 6242.3025 6242.3025 6242.3025 6242.3025 6242.3025
Max Trade Drawdown -1870993 -155066 -1874208 -30074013 -25228730 -7487914
Profit Factor 0.2102 1.1567 0.1057 0.9493 0.2307 2.4546
Total Trades 68 34 34 68 34 34
Winning Trades 44 20 24 33 13 20
Losing Trades 24 14 10 35 21 14
Profitability (%) 64.7059 58.8235 70.5882 48.5294 38.2353 58.8235
Ratio Avg Win / Avg Loss 0.1146 0.8097 0.044 1.0069 0.3726 1.7182
Largest Winning Trade 61677 61677 25127 17697376 3130791 17697376
Largest Losing Trade -1088490 -59179 -1088490 -11186564 -11186564 -5510151
Avg Bars in Trades 76 72 80 76 72 80
Avg Bars in Winners 36 44 29 68 67 68
Avg Bars in Losers 150 112 202 84 75 97
Bars Traded 5200 2469 2731 5200 2469 2731
Profit Streak 34.7234 66.7234 0 0 0 217.0567
Trades During Streak 1 1 0 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -691829 -380999 -578126 -693460 -585370 452123

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5563,
    "evaluation_days": 1854.33,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1599811200000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757294497597,
    "expiration_time": 1762096032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 95,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            -1816775.8578288988,
            35830.70663942,
            -1852606.564468319,
            -2112157.77540973,
            -21712734.393516533,
            19600576.618106797
        ],
        [
            -1816.775858,
            35.830707,
            -1852.606564,
            -2112.157775,
            -21712.734394,
            19600.576618
        ],
        [
            -0.979748,
            0.019323,
            -0.999071,
            0,
            0,
            0.28532
        ],
        [
            6242.302494,
            6242.302494,
            6242.302494,
            6242.302494,
            6242.302494,
            6242.302494
        ],
        [
            -1870993,
            -155066,
            -1874208,
            -30074013,
            -25228730,
            -7487914
        ],
        [
            0.210184,
            1.156663,
            0.105686,
            0.949346,
            0.230659,
            2.454577
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            44,
            20,
            24,
            33,
            13,
            20
        ],
        [
            24,
            14,
            10,
            35,
            21,
            14
        ],
        [
            64.705882,
            58.823529,
            70.588235,
            48.529412,
            38.235294,
            58.823529
        ],
        [
            0.114646,
            0.809664,
            0.044036,
            1.006882,
            0.372602,
            1.718204
        ],
        [
            61677,
            61677,
            25127,
            17697376,
            3130791,
            17697376
        ],
        [
            -1088490,
            -59179,
            -1088490,
            -11186564,
            -11186564,
            -5510151
        ],
        [
            76,
            72,
            80,
            76,
            72,
            80
        ],
        [
            36,
            44,
            29,
            68,
            67,
            68
        ],
        [
            150,
            112,
            202,
            84,
            75,
            97
        ],
        [
            5200,
            2469,
            2731,
            5200,
            2469,
            2731
        ],
        [
            34.723352,
            66.723352,
            0,
            0,
            0,
            217.056685
        ],
        [
            1,
            1,
            0,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -691829,
            -380999,
            -578126,
            -693460,
            -585370,
            452123
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5563,
    "evaluation_days": 1854.33,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1599811200000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757294497597,
    "expiration_time": 1762096032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 95,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)