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Trade: SOL/USDT/720/DEMA/VWAP/5406

Strategy
SOL/USDT/720/DEMA/VWAP/5406
Pair
SOL_USDT
Interval
12h
Score
370719
Daily Profit
0.352719
Profit Factor
3.076670
Profitability
37.209302
Streak
0.000000
Best Strategy
Training Data Length
1857.500000
Evaluation Time
2025-09-11 14:26
Expiration Time
2025-11-05 19:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3129832.8573 3053471.3033 76361.554 66717677.8552 69144958.7157 -2427280.8605
Total P&L (%) 3129.8329 3053.4713 76.3616 66717.6779 69144.9587 -2427.2809
Avg Daily Profit (%) 1.685 1.6439 0.0411 0.3508 0.3527 0
Buy And Hold Return (%) 9345.4706 9345.4706 9345.4706 9345.4706 9345.4706 9345.4706
Max Trade Drawdown -58824 -79432 -42060 -24922447 -8566884 -22782342
Profit Factor 10.6423 19.2953 1.4842 1.8488 3.0767 0.9464
Total Trades 86 43 43 86 43 43
Winning Trades 29 16 13 29 16 13
Losing Trades 57 27 30 57 27 30
Profitability (%) 33.7209 37.2093 30.2326 33.7209 37.2093 30.2326
Ratio Avg Win / Avg Loss 20.9176 32.5608 3.4252 3.6338 5.1919 2.1841
Largest Winning Trade 2344872 2344872 59954 35738462 35738462 26442561
Largest Losing Trade -38107 -38107 -17133 -7401205 -5669171 -7401205
Avg Bars in Trades 39 46 31 39 46 31
Avg Bars in Winners 93 98 87 93 98 87
Avg Bars in Losers 11 15 7 11 15 7
Bars Traded 3356 1987 1369 3356 1987 1369
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 -149416 -148274 -309086 242423 370719 -585636

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3715,
    "evaluation_days": 1857.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1605960000000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757589962913,
    "expiration_time": 1762363440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 206,
            "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": [
        [
            3129832.857255568,
            3053471.3032823396,
            76361.553973229,
            66717677.85520589,
            69144958.7156668,
            -2427280.8604609007
        ],
        [
            3129.832857,
            3053.471303,
            76.361554,
            66717.677855,
            69144.958716,
            -2427.28086
        ],
        [
            1.684971,
            1.643861,
            0.04111,
            0.350792,
            0.352719,
            0
        ],
        [
            9345.470573,
            9345.470573,
            9345.470573,
            9345.470573,
            9345.470573,
            9345.470573
        ],
        [
            -58824,
            -79432,
            -42060,
            -24922447,
            -8566884,
            -22782342
        ],
        [
            10.642299,
            19.295302,
            1.484236,
            1.8488,
            3.07667,
            0.946425
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            29,
            16,
            13,
            29,
            16,
            13
        ],
        [
            57,
            27,
            30,
            57,
            27,
            30
        ],
        [
            33.72093,
            37.209302,
            30.232558,
            33.72093,
            37.209302,
            30.232558
        ],
        [
            20.917622,
            32.560823,
            3.42516,
            3.633849,
            5.191881,
            2.184058
        ],
        [
            2344872,
            2344872,
            59954,
            35738462,
            35738462,
            26442561
        ],
        [
            -38107,
            -38107,
            -17133,
            -7401205,
            -5669171,
            -7401205
        ],
        [
            39,
            46,
            31,
            39,
            46,
            31
        ],
        [
            93,
            98,
            87,
            93,
            98,
            87
        ],
        [
            11,
            15,
            7,
            11,
            15,
            7
        ],
        [
            3356,
            1987,
            1369,
            3356,
            1987,
            1369
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -149416,
            -148274,
            -309086,
            242423,
            370719,
            -585636
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3715,
    "evaluation_days": 1857.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1605960000000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757589962913,
    "expiration_time": 1762363440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 206,
            "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)