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Trade: SOL/USDT/720/DEMA/VWAP/1922

Strategy
SOL/USDT/720/DEMA/VWAP/1922
Pair
SOL_USDT
Interval
12h
Score
398696
Daily Profit
0.358240
Profit Factor
2.904325
Profitability
40.000000
Streak
0.000000
Best Strategy
Training Data Length
1863.000000
Evaluation Time
2025-09-17 02:45
Expiration Time
2025-11-11 11:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3138392.2487 3057645.9324 80746.3163 72839622.0683 78118604.017 -5278981.9487
Total P&L (%) 3138.3922 3057.6459 80.7463 72839.6221 78118.604 -5278.9819
Avg Daily Profit (%) 1.6846 1.6412 0.0433 0.3545 0.3582 0
Buy And Hold Return (%) 10866.6544 10866.6544 10866.6544 10866.6544 10866.6544 10866.6544
Max Trade Drawdown -58824 -74202 -36035 -33007737 -9505839 -28678923
Profit Factor 11.0472 20.0134 1.5328 1.7602 2.9043 0.9037
Total Trades 80 40 40 80 40 40
Winning Trades 29 16 13 29 16 13
Losing Trades 51 24 27 51 24 27
Profitability (%) 36.25 40 32.5 36.25 40 32.5
Ratio Avg Win / Avg Loss 19.4278 30.0201 3.1835 3.0955 4.3565 1.8768
Largest Winning Trade 2344872 2344872 59954 43365597 43365597 30974620
Largest Losing Trade -38107 -38107 -17133 -8212398 -6290529 -8212398
Avg Bars in Trades 41 49 34 41 49 34
Avg Bars in Winners 93 98 87 93 98 87
Avg Bars in Losers 12 17 8 12 17 8
Bars Traded 3356 1986 1370 3356 1986 1370
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -172440 -147214 -304954 -16627 398696 -584777

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3726,
    "evaluation_days": 1863,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1605916800000,
    "last_datapoint_time": 1758024000000,
    "evaluation_time": 1758066299991,
    "expiration_time": 1762852896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "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": [
        [
            3138392.24872999,
            3057645.9324352113,
            80746.3162947788,
            72839622.06830484,
            78118604.01704234,
            -5278981.948737502
        ],
        [
            3138.392249,
            3057.645932,
            80.746316,
            72839.622068,
            78118.604017,
            -5278.981949
        ],
        [
            1.684591,
            1.641248,
            0.043342,
            0.354476,
            0.35824,
            0
        ],
        [
            10866.654351,
            10866.654351,
            10866.654351,
            10866.654351,
            10866.654351,
            10866.654351
        ],
        [
            -58824,
            -74202,
            -36035,
            -33007737,
            -9505839,
            -28678923
        ],
        [
            11.047183,
            20.013426,
            1.532802,
            1.760214,
            2.904325,
            0.903656
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            29,
            16,
            13,
            29,
            16,
            13
        ],
        [
            51,
            24,
            27,
            51,
            24,
            27
        ],
        [
            36.25,
            40,
            32.5,
            36.25,
            40,
            32.5
        ],
        [
            19.427805,
            30.020139,
            3.183512,
            3.095549,
            4.356487,
            1.876824
        ],
        [
            2344872,
            2344872,
            59954,
            43365597,
            43365597,
            30974620
        ],
        [
            -38107,
            -38107,
            -17133,
            -8212398,
            -6290529,
            -8212398
        ],
        [
            41,
            49,
            34,
            41,
            49,
            34
        ],
        [
            93,
            98,
            87,
            93,
            98,
            87
        ],
        [
            12,
            17,
            8,
            12,
            17,
            8
        ],
        [
            3356,
            1986,
            1370,
            3356,
            1986,
            1370
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -172440,
            -147214,
            -304954,
            -16627,
            398696,
            -584777
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3726,
    "evaluation_days": 1863,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1605916800000,
    "last_datapoint_time": 1758024000000,
    "evaluation_time": 1758066299991,
    "expiration_time": 1762852896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "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)