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Trade: SOL/USDT/720/HL2/VWMA/8410

Strategy
SOL/USDT/720/HL2/VWMA/8410
Pair
SOL_USDT
Interval
12h
Score
336259
Daily Profit
0.302158
Profit Factor
2.655851
Profitability
46.666667
Streak
0.000000
Best Strategy
Training Data Length
1859.500000
Evaluation Time
2025-09-13 06:55
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 -1919417.0356 39635.0489 -1959052.0845 -2571950.0436 -29790707.4541 27218757.4104
Total P&L (%) -1919.417 39.635 -1959.0521 -2571.95 -29790.7075 27218.7574
Avg Daily Profit (%) -1.0322 0.0213 -1.0535 0 0 0.3022
Buy And Hold Return (%) 10200.7869 10200.7869 10200.7869 10200.7869 10200.7869 10200.7869
Max Trade Drawdown -2057743 -141055 -2009725 -33747669 -30258899 -9192234
Profit Factor 0.1984 1.174 0.0958 0.9511 0.1764 2.6559
Total Trades 90 45 45 90 45 45
Winning Trades 70 35 35 39 18 21
Losing Trades 20 10 10 51 27 24
Profitability (%) 77.7778 77.7778 77.7778 43.3333 40 46.6667
Ratio Avg Win / Avg Loss 0.0567 0.3354 0.0274 1.2438 0.2646 3.0353
Largest Winning Trade 26577 26577 22626 32729386 1694107 32729386
Largest Losing Trade -1279506 -62918 -1279506 -13396376 -13396376 -6979081
Avg Bars in Trades 38 36 39 38 36 39
Avg Bars in Winners 15 17 13 31 20 40
Avg Bars in Losers 119 105 133 43 47 39
Bars Traded 3448 1653 1794 3448 1653 1794
Profit Streak 99.6632 147.1632 99.6632 0 0 0
Trades During Streak 7 4 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575143 -355905 -575754 -581463 -584600 336259

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": 1602158400000,
    "last_datapoint_time": 1757721600000,
    "evaluation_time": 1757735702421,
    "expiration_time": 1762541424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 118,
            "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": [
        [
            -1919417.0356038457,
            39635.0488549884,
            -1959052.0844588338,
            -2571950.0436482304,
            -29790707.454085413,
            27218757.410437193
        ],
        [
            -1919.417036,
            39.635049,
            -1959.052084,
            -2571.950044,
            -29790.707454,
            27218.75741
        ],
        [
            -1.032222,
            0.021315,
            -1.053537,
            0,
            0,
            0.302158
        ],
        [
            10200.786869,
            10200.786869,
            10200.786869,
            10200.786869,
            10200.786869,
            10200.786869
        ],
        [
            -2057743,
            -141055,
            -2009725,
            -33747669,
            -30258899,
            -9192234
        ],
        [
            0.198367,
            1.174003,
            0.095794,
            0.951112,
            0.176401,
            2.655851
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            70,
            35,
            35,
            39,
            18,
            21
        ],
        [
            20,
            10,
            10,
            51,
            27,
            24
        ],
        [
            77.777778,
            77.777778,
            77.777778,
            43.333333,
            40,
            46.666667
        ],
        [
            0.056676,
            0.335429,
            0.02737,
            1.243762,
            0.264602,
            3.035259
        ],
        [
            26577,
            26577,
            22626,
            32729386,
            1694107,
            32729386
        ],
        [
            -1279506,
            -62918,
            -1279506,
            -13396376,
            -13396376,
            -6979081
        ],
        [
            38,
            36,
            39,
            38,
            36,
            39
        ],
        [
            15,
            17,
            13,
            31,
            20,
            40
        ],
        [
            119,
            105,
            133,
            43,
            47,
            39
        ],
        [
            3448,
            1653,
            1794,
            3448,
            1653,
            1794
        ],
        [
            99.663222,
            147.163222,
            99.663222,
            0,
            0,
            0
        ],
        [
            7,
            4,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575143,
            -355905,
            -575754,
            -581463,
            -584600,
            336259
        ]
    ]
}
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": 1602158400000,
    "last_datapoint_time": 1757721600000,
    "evaluation_time": 1757735702421,
    "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": "vwma",
        "factors": {
            "length": 118,
            "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)