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Trade: SOL/USDT/480/VWMA/SMA/2132

Strategy
SOL/USDT/480/VWMA/SMA/2132
Pair
SOL_USDT
Interval
8h
Score
661734
Daily Profit
0.351452
Profit Factor
3.430849
Profitability
58.333333
Streak
456.304992
Best Strategy
Training Data Length
1859.000000
Evaluation Time
2025-09-13 02:19
Expiration Time
2025-11-07 12:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -648692.7774 345156.0003 -993848.7777 137533662.5253 67896494.1669 69637168.3585
Total P&L (%) -648.6928 345.156 -993.8488 137533.6625 67896.4942 69637.1684
Avg Daily Profit (%) -0.3489 0.1857 -0.5346 0.3895 0.3515 0.3528
Buy And Hold Return (%) 7968.0295 7968.0295 7968.0295 7968.0295 7968.0295 7968.0295
Max Trade Drawdown -907566 -82603 -1093819 -28564140 -16095496 -32740692
Profit Factor 0.5816 2.8532 0.2715 2.4378 3.4308 2.0282
Total Trades 72 36 36 72 36 36
Winning Trades 45 25 20 33 21 12
Losing Trades 27 11 16 39 15 24
Profitability (%) 62.5 69.4444 55.5556 45.8333 58.3333 33.3333
Ratio Avg Win / Avg Loss 0.349 1.2554 0.2172 2.881 2.4506 4.0564
Largest Winning Trade 80014 80014 53901 77062127 24372599 77062127
Largest Losing Trade -347984 -56045 -347984 -28564140 -7688280 -28564140
Avg Bars in Trades 72 61 83 72 61 83
Avg Bars in Winners 58 55 61 88 74 112
Avg Bars in Losers 95 75 109 58 41 68
Bars Traded 5192 2202 2990 5192 2202 2990
Profit Streak 250.6383 456.305 250.6383 250.6383 456.305 250.6383
Trades During Streak 5 7 2 5 7 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -661258 -150015 -579088 -69696 661734 276702

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5577,
    "evaluation_days": 1859,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601366400000,
    "last_datapoint_time": 1757692800000,
    "evaluation_time": 1757719151292,
    "expiration_time": 1762511328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 149,
            "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": [
        [
            -648692.7773644361,
            345156.0003022976,
            -993848.7776667338,
            137533662.52532858,
            67896494.16685513,
            69637168.35847345
        ],
        [
            -648.692777,
            345.156,
            -993.848778,
            137533.662525,
            67896.494167,
            69637.168358
        ],
        [
            -0.348947,
            0.185668,
            -0.534615,
            0.389524,
            0.351452,
            0.352817
        ],
        [
            7968.029491,
            7968.029491,
            7968.029491,
            7968.029491,
            7968.029491,
            7968.029491
        ],
        [
            -907566,
            -82603,
            -1093819,
            -28564140,
            -16095496,
            -32740692
        ],
        [
            0.581632,
            2.853235,
            0.271526,
            2.437763,
            3.430849,
            2.028205
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            45,
            25,
            20,
            33,
            21,
            12
        ],
        [
            27,
            11,
            16,
            39,
            15,
            24
        ],
        [
            62.5,
            69.444444,
            55.555556,
            45.833333,
            58.333333,
            33.333333
        ],
        [
            0.348979,
            1.255423,
            0.217221,
            2.880993,
            2.450607,
            4.056411
        ],
        [
            80014,
            80014,
            53901,
            77062127,
            24372599,
            77062127
        ],
        [
            -347984,
            -56045,
            -347984,
            -28564140,
            -7688280,
            -28564140
        ],
        [
            72,
            61,
            83,
            72,
            61,
            83
        ],
        [
            58,
            55,
            61,
            88,
            74,
            112
        ],
        [
            95,
            75,
            109,
            58,
            41,
            68
        ],
        [
            5192,
            2202,
            2990,
            5192,
            2202,
            2990
        ],
        [
            250.638325,
            456.304992,
            250.638325,
            250.638325,
            456.304992,
            250.638325
        ],
        [
            5,
            7,
            2,
            5,
            7,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -661258,
            -150015,
            -579088,
            -69696,
            661734,
            276702
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5577,
    "evaluation_days": 1859,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601366400000,
    "last_datapoint_time": 1757692800000,
    "evaluation_time": 1757719151292,
    "expiration_time": 1762511328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 149,
            "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)