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Trade: SOL/USDT/720/HL2/VWMA/3827

Strategy
SOL/USDT/720/HL2/VWMA/3827
Pair
SOL_USDT
Interval
12h
Score
468644
Daily Profit
0.316758
Profit Factor
3.447246
Profitability
48.936170
Streak
0.000000
Best Strategy
Training Data Length
1866.500000
Evaluation Time
2025-09-20 14:03
Expiration Time
2025-11-15 01:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2638550.6053 -37325.0888 -2601225.5165 -1343962.7044 -37855576.0785 36511613.3742
Total P&L (%) -2638.5506 -37.3251 -2601.2255 -1343.9627 -37855.5761 36511.6134
Avg Daily Profit (%) -1.4136 -0.02 -1.3936 0 0 0.3168
Buy And Hold Return (%) 9274.2365 9274.2365 9274.2365 9274.2365 9274.2365 9274.2365
Max Trade Drawdown -2709828 -164991 -2640843 -41069466 -38472271 -6985848
Profit Factor 0.1331 0.8476 0.0706 0.9771 0.1329 3.4472
Total Trades 94 47 47 94 47 47
Winning Trades 67 34 33 42 19 23
Losing Trades 27 13 14 52 28 24
Profitability (%) 71.2766 72.3404 70.2128 44.6809 40.4255 48.9362
Ratio Avg Win / Avg Loss 0.0536 0.3241 0.0299 1.2097 0.1958 3.5971
Largest Winning Trade 23253 23253 16877 42792527 1850231 42792527
Largest Losing Trade -1845982 -62706 -1845982 -17762159 -17762159 -4303243
Avg Bars in Trades 36 34 38 36 34 38
Avg Bars in Winners 11 13 10 29 21 36
Avg Bars in Losers 98 91 105 42 43 40
Bars Traded 3447 1643 1805 3447 1643 1805
Profit Streak 49.4607 72.4607 49.4607 0 0 0
Trades During Streak 3 2 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576074 -576834 -577512 -580929 -584420 468644

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3733,
    "evaluation_days": 1866.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601769600000,
    "last_datapoint_time": 1758326400000,
    "evaluation_time": 1758366203702,
    "expiration_time": 1763164368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 109,
            "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": [
        [
            -2638550.605278072,
            -37325.0887758372,
            -2601225.5165022337,
            -1343962.704381664,
            -37855576.078548655,
            36511613.374167
        ],
        [
            -2638.550605,
            -37.325089,
            -2601.225517,
            -1343.962704,
            -37855.576079,
            36511.613374
        ],
        [
            -1.413635,
            -0.019997,
            -1.393638,
            0,
            0,
            0.316758
        ],
        [
            9274.236513,
            9274.236513,
            9274.236513,
            9274.236513,
            9274.236513,
            9274.236513
        ],
        [
            -2709828,
            -164991,
            -2640843,
            -41069466,
            -38472271,
            -6985848
        ],
        [
            0.133092,
            0.847604,
            0.070564,
            0.977056,
            0.132877,
            3.447246
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            67,
            34,
            33,
            42,
            19,
            23
        ],
        [
            27,
            13,
            14,
            52,
            28,
            24
        ],
        [
            71.276596,
            72.340426,
            70.212766,
            44.680851,
            40.425532,
            48.93617
        ],
        [
            0.053634,
            0.324084,
            0.029936,
            1.209688,
            0.195819,
            3.597126
        ],
        [
            23253,
            23253,
            16877,
            42792527,
            1850231,
            42792527
        ],
        [
            -1845982,
            -62706,
            -1845982,
            -17762159,
            -17762159,
            -4303243
        ],
        [
            36,
            34,
            38,
            36,
            34,
            38
        ],
        [
            11,
            13,
            10,
            29,
            21,
            36
        ],
        [
            98,
            91,
            105,
            42,
            43,
            40
        ],
        [
            3447,
            1643,
            1805,
            3447,
            1643,
            1805
        ],
        [
            49.460691,
            72.460691,
            49.460691,
            0,
            0,
            0
        ],
        [
            3,
            2,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576074,
            -576834,
            -577512,
            -580929,
            -584420,
            468644
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3733,
    "evaluation_days": 1866.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601769600000,
    "last_datapoint_time": 1758326400000,
    "evaluation_time": 1758366203702,
    "expiration_time": 1763164368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 109,
            "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)