← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: SOL/USDT/480/WMA/VWAP/8216

Strategy
SOL/USDT/480/WMA/VWAP/8216
Pair
SOL_USDT
Interval
8h
Score
349771
Daily Profit
0.331371
Profit Factor
2.995473
Profitability
36.585366
Streak
92.205697
Best Strategy
Training Data Length
1858.000000
Evaluation Time
2025-09-11 23:56
Expiration Time
2025-11-06 11:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1948072.9526 1912816.7893 35256.1633 28677295.5838 46617395.5326 -17940099.9488
Total P&L (%) 1948.073 1912.8168 35.2562 28677.2956 46617.3955 -17940.0999
Avg Daily Profit (%) 1.0485 1.0295 0.019 0.3052 0.3314 0
Buy And Hold Return (%) 7538.1094 7538.1094 7538.1094 7538.1094 7538.1094 7538.1094
Max Trade Drawdown -63198 -41666 -69112 -22422949 -10388441 -23462141
Profit Factor 6.5492 14.042 1.1725 1.482 2.9955 0.5035
Total Trades 82 41 41 82 41 41
Winning Trades 27 15 12 27 15 12
Losing Trades 55 26 29 55 26 29
Profitability (%) 32.9268 36.5854 29.2683 32.9268 36.5854 29.2683
Ratio Avg Win / Avg Loss 13.3409 24.3394 2.8335 3.0189 5.1922 1.2168
Largest Winning Trade 1184025 1184025 63981 28961256 28961256 8051670
Largest Losing Trade -22182 -21432 -22182 -7971991 -4416711 -7971991
Avg Bars in Trades 63 67 59 63 67 59
Avg Bars in Winners 132 144 118 132 144 118
Avg Bars in Losers 29 23 35 29 23 35
Bars Traded 5209 2770 2438 5209 2770 2438
Profit Streak 0 92.2057 0 0 92.2057 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -159284 -148506 -373924 -6569 349771 -590078

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5574,
    "evaluation_days": 1858,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1600560000000,
    "last_datapoint_time": 1757606400000,
    "evaluation_time": 1757624172245,
    "expiration_time": 1762422336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 34,
            "offset": 87
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            1948072.952609158,
            1912816.789301347,
            35256.1633078111,
            28677295.583792634,
            46617395.532628715,
            -17940099.94883609
        ],
        [
            1948.072953,
            1912.816789,
            35.256163,
            28677.295584,
            46617.395533,
            -17940.099949
        ],
        [
            1.048478,
            1.029503,
            0.018975,
            0.30521,
            0.331371,
            0
        ],
        [
            7538.109406,
            7538.109406,
            7538.109406,
            7538.109406,
            7538.109406,
            7538.109406
        ],
        [
            -63198,
            -41666,
            -69112,
            -22422949,
            -10388441,
            -23462141
        ],
        [
            6.549151,
            14.041951,
            1.172493,
            1.482014,
            2.995473,
            0.503501
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            27,
            15,
            12,
            27,
            15,
            12
        ],
        [
            55,
            26,
            29,
            55,
            26,
            29
        ],
        [
            32.926829,
            36.585366,
            29.268293,
            32.926829,
            36.585366,
            29.268293
        ],
        [
            13.340862,
            24.339382,
            2.833526,
            3.018917,
            5.192153,
            1.216793
        ],
        [
            1184025,
            1184025,
            63981,
            28961256,
            28961256,
            8051670
        ],
        [
            -22182,
            -21432,
            -22182,
            -7971991,
            -4416711,
            -7971991
        ],
        [
            63,
            67,
            59,
            63,
            67,
            59
        ],
        [
            132,
            144,
            118,
            132,
            144,
            118
        ],
        [
            29,
            23,
            35,
            29,
            23,
            35
        ],
        [
            5209,
            2770,
            2438,
            5209,
            2770,
            2438
        ],
        [
            0,
            92.205697,
            0,
            0,
            92.205697,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -159284,
            -148506,
            -373924,
            -6569,
            349771,
            -590078
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5574,
    "evaluation_days": 1858,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1600560000000,
    "last_datapoint_time": 1757606400000,
    "evaluation_time": 1757624172245,
    "expiration_time": 1762422336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 34,
            "offset": 87
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)