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Trade: SOL/USDT/5/VWAP/DCM/3421

Strategy
SOL/USDT/5/VWAP/DCM/3421
Pair
SOL_USDT
Interval
5m
Score
316932
Daily Profit
0.864964
Profit Factor
2.091369
Profitability
49.586777
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-11 20:01
Expiration Time
2025-11-25 18:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 79440.4648 62418.2122 17022.2526 111202.3723 88091.4642 23110.9081
Total P&L (%) 79.4405 62.4182 17.0223 111.2024 88.0915 23.1109
Avg Daily Profit (%) 0.9151 0.719 0.1961 0.865 0.7304 0.2398
Buy And Hold Return (%) 52.8405 52.8405 52.8405 52.8405 52.8405 52.8405
Max Trade Drawdown -7296 -4875 -8138 -13742 -9129 -10155
Profit Factor 2.1769 2.6925 1.5559 2.0914 2.5953 1.4952
Total Trades 121 60 61 121 60 61
Winning Trades 60 26 34 60 26 34
Losing Trades 61 34 27 61 34 27
Profitability (%) 49.5868 43.3333 55.7377 49.5868 43.3333 55.7377
Ratio Avg Win / Avg Loss 2.2132 3.521 1.2356 2.1262 3.3938 1.1873
Largest Winning Trade 13579 13579 8038 16037 16037 14534
Largest Losing Trade -4264 -4264 -3502 -7190 -6946 -7190
Avg Bars in Trades 201 205 196 201 205 196
Avg Bars in Winners 303 387 239 303 387 239
Avg Bars in Losers 100 67 142 100 67 142
Bars Traded 24355 12358 11997 24355 12358 11997
Profit Streak 0 5.098 0 0 5.098 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 190180 -264919 -319147 316932 -165008 -319423

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1750110000000,
    "first_datapoint_time": 1750178100000,
    "last_datapoint_time": 1757609700000,
    "evaluation_time": 1757610063182,
    "expiration_time": 1764089700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 173
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 228,
            "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": [
        [
            79440.4647753883,
            62418.2121863712,
            17022.2525890172,
            111202.3723359072,
            88091.4642180449,
            23110.9081178623
        ],
        [
            79.440465,
            62.418212,
            17.022253,
            111.202372,
            88.091464,
            23.110908
        ],
        [
            0.915107,
            0.719021,
            0.196086,
            0.864964,
            0.730403,
            0.239793
        ],
        [
            52.840525,
            52.840525,
            52.840525,
            52.840525,
            52.840525,
            52.840525
        ],
        [
            -7296,
            -4875,
            -8138,
            -13742,
            -9129,
            -10155
        ],
        [
            2.176915,
            2.692514,
            1.555921,
            2.091369,
            2.595279,
            1.495172
        ],
        [
            121,
            60,
            61,
            121,
            60,
            61
        ],
        [
            60,
            26,
            34,
            60,
            26,
            34
        ],
        [
            61,
            34,
            27,
            61,
            34,
            27
        ],
        [
            49.586777,
            43.333333,
            55.737705,
            49.586777,
            43.333333,
            55.737705
        ],
        [
            2.213197,
            3.52098,
            1.235585,
            2.126225,
            3.393826,
            1.187342
        ],
        [
            13579,
            13579,
            8038,
            16037,
            16037,
            14534
        ],
        [
            -4264,
            -4264,
            -3502,
            -7190,
            -6946,
            -7190
        ],
        [
            201,
            205,
            196,
            201,
            205,
            196
        ],
        [
            303,
            387,
            239,
            303,
            387,
            239
        ],
        [
            100,
            67,
            142,
            100,
            67,
            142
        ],
        [
            24355,
            12358,
            11997,
            24355,
            12358,
            11997
        ],
        [
            0,
            5.097953,
            0,
            0,
            5.097953,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            190180,
            -264919,
            -319147,
            316932,
            -165008,
            -319423
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1750110000000,
    "first_datapoint_time": 1750178100000,
    "last_datapoint_time": 1757609700000,
    "evaluation_time": 1757610063182,
    "expiration_time": 1764089700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 173
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 228,
            "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)