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Trade: SOL/USDT/720/HL2/VWAP/8995

Strategy
SOL/USDT/720/HL2/VWAP/8995
Pair
SOL_USDT
Interval
12h
Score
408431
Daily Profit
0.289015
Profit Factor
2.029603
Profitability
55.102041
Streak
76.646237
Best Strategy
Training Data Length
1859.500000
Evaluation Time
2025-09-13 06:30
Expiration Time
2025-11-07 20:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1167557.9973 120461.4674 -1288019.4647 -35609.8634 21310711.8718 -21346321.7352
Total P&L (%) -1167.558 120.4615 -1288.0195 -35.6099 21310.7119 -21346.3217
Avg Daily Profit (%) -0.6279 0.0648 -0.6927 -0.0237 0.289 0
Buy And Hold Return (%) 6631.7614 6631.7614 6631.7614 6631.7614 6631.7614 6631.7614
Max Trade Drawdown -1389786 -138332 -1406801 -39911500 -11004798 -36284721
Profit Factor 0.4504 1.328 0.267 0.9995 2.0296 0.606
Total Trades 195 98 97 195 98 97
Winning Trades 125 65 60 101 54 47
Losing Trades 70 33 37 94 44 50
Profitability (%) 64.1026 66.3265 61.8557 51.7949 55.102 48.4536
Ratio Avg Win / Avg Loss 0.2522 0.6742 0.1647 0.9303 1.6538 0.6447
Largest Winning Trade 41897 41897 37881 13813524 13813524 8624983
Largest Losing Trade -699645 -58022 -699645 -26213651 -3902216 -26213651
Avg Bars in Trades 18 18 19 18 18 19
Avg Bars in Winners 8 8 9 16 17 16
Avg Bars in Losers 35 36 35 20 18 22
Bars Traded 3623 1764 1859 3623 1764 1859
Profit Streak 43.1462 76.6462 0 43.1462 76.6462 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577098 -270275 -579258 -578694 408431 -581396

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3719,
    "evaluation_days": 1859.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1598400000000,
    "last_datapoint_time": 1757721600000,
    "evaluation_time": 1757734234897,
    "expiration_time": 1762541424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 30
        }
    }
}
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": [
        [
            -1167557.9973041846,
            120461.46743542,
            -1288019.4647396046,
            -35609.8634488186,
            21310711.87178465,
            -21346321.735233467
        ],
        [
            -1167.557997,
            120.461467,
            -1288.019465,
            -35.609863,
            21310.711872,
            -21346.321735
        ],
        [
            -0.627888,
            0.064782,
            -0.69267,
            -0.023671,
            0.289015,
            0
        ],
        [
            6631.761442,
            6631.761442,
            6631.761442,
            6631.761442,
            6631.761442,
            6631.761442
        ],
        [
            -1389786,
            -138332,
            -1406801,
            -39911500,
            -11004798,
            -36284721
        ],
        [
            0.450411,
            1.328044,
            0.267009,
            0.999524,
            2.029603,
            0.60604
        ],
        [
            195,
            98,
            97,
            195,
            98,
            97
        ],
        [
            125,
            65,
            60,
            101,
            54,
            47
        ],
        [
            70,
            33,
            37,
            94,
            44,
            50
        ],
        [
            64.102564,
            66.326531,
            61.85567,
            51.794872,
            55.102041,
            48.453608
        ],
        [
            0.25223,
            0.674238,
            0.164655,
            0.93025,
            1.653751,
            0.644724
        ],
        [
            41897,
            41897,
            37881,
            13813524,
            13813524,
            8624983
        ],
        [
            -699645,
            -58022,
            -699645,
            -26213651,
            -3902216,
            -26213651
        ],
        [
            18,
            18,
            19,
            18,
            18,
            19
        ],
        [
            8,
            8,
            9,
            16,
            17,
            16
        ],
        [
            35,
            36,
            35,
            20,
            18,
            22
        ],
        [
            3623,
            1764,
            1859,
            3623,
            1764,
            1859
        ],
        [
            43.146237,
            76.646237,
            0,
            43.146237,
            76.646237,
            0
        ],
        [
            1,
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            0,
            1,
            2,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577098,
            -270275,
            -579258,
            -578694,
            408431,
            -581396
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3719,
    "evaluation_days": 1859.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1598400000000,
    "last_datapoint_time": 1757721600000,
    "evaluation_time": 1757734234897,
    "expiration_time": 1762541424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 30
        }
    }
}

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)