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Trade: SOL/USDT/720/HLC3/VWMA/2697

Strategy
SOL/USDT/720/HLC3/VWMA/2697
Pair
SOL_USDT
Interval
12h
Score
408617
Daily Profit
0.313721
Profit Factor
2.781524
Profitability
48.979592
Streak
0.000000
Best Strategy
Training Data Length
1870.000000
Evaluation Time
2025-09-23 22:37
Expiration Time
2025-11-18 16:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2117875.3585 34209.4791 -2152084.8376 -2761108.2374 -37642210.3835 34881102.1461
Total P&L (%) -2117.8754 34.2095 -2152.0848 -2761.1082 -37642.2104 34881.1021
Avg Daily Profit (%) -1.1326 0.0183 -1.1508 0 0 0.3137
Buy And Hold Return (%) 9967.4271 9967.4271 9967.4271 9967.4271 9967.4271 9967.4271
Max Trade Drawdown -2263670 -144098 -2206096 -41949504 -38306532 -10506849
Profit Factor 0.1875 1.1463 0.093 0.9575 0.1719 2.7815
Total Trades 98 49 49 98 49 49
Winning Trades 77 38 39 44 20 24
Losing Trades 21 11 10 54 29 25
Profitability (%) 78.5714 77.551 79.5918 44.898 40.8163 48.9796
Ratio Avg Win / Avg Loss 0.0511 0.3318 0.0238 1.1752 0.2492 2.8974
Largest Winning Trade 23253 23253 22626 41857614 1749573 41857614
Largest Losing Trade -1445846 -62918 -1445846 -17073722 -17073722 -7476759
Avg Bars in Trades 35 33 36 35 33 36
Avg Bars in Winners 12 14 10 29 20 37
Avg Bars in Losers 117 99 137 39 42 36
Bars Traded 3448 1645 1802 3448 1645 1802
Profit Streak 52.318 158.818 52.318 0 0 0
Trades During Streak 3 5 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575125 -390422 -576282 -580834 -584253 408617

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3740,
    "evaluation_days": 1870,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1602115200000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758656277081,
    "expiration_time": 1763475840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 117,
            "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": [
        [
            -2117875.358480729,
            34209.4791161774,
            -2152084.837596907,
            -2761108.2374182004,
            -37642210.383475184,
            34881102.14605701
        ],
        [
            -2117.875358,
            34.209479,
            -2152.084838,
            -2761.108237,
            -37642.210383,
            34881.102146
        ],
        [
            -1.132554,
            0.018294,
            -1.150848,
            0,
            0,
            0.313721
        ],
        [
            9967.427146,
            9967.427146,
            9967.427146,
            9967.427146,
            9967.427146,
            9967.427146
        ],
        [
            -2263670,
            -144098,
            -2206096,
            -41949504,
            -38306532,
            -10506849
        ],
        [
            0.187519,
            1.146258,
            0.09301,
            0.957544,
            0.171891,
            2.781524
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            77,
            38,
            39,
            44,
            20,
            24
        ],
        [
            21,
            11,
            10,
            54,
            29,
            25
        ],
        [
            78.571429,
            77.55102,
            79.591837,
            44.897959,
            40.816327,
            48.979592
        ],
        [
            0.051141,
            0.331812,
            0.023849,
            1.175168,
            0.249242,
            2.897421
        ],
        [
            23253,
            23253,
            22626,
            41857614,
            1749573,
            41857614
        ],
        [
            -1445846,
            -62918,
            -1445846,
            -17073722,
            -17073722,
            -7476759
        ],
        [
            35,
            33,
            36,
            35,
            33,
            36
        ],
        [
            12,
            14,
            10,
            29,
            20,
            37
        ],
        [
            117,
            99,
            137,
            39,
            42,
            36
        ],
        [
            3448,
            1645,
            1802,
            3448,
            1645,
            1802
        ],
        [
            52.318022,
            158.818022,
            52.318022,
            0,
            0,
            0
        ],
        [
            3,
            5,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575125,
            -390422,
            -576282,
            -580834,
            -584253,
            408617
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3740,
    "evaluation_days": 1870,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1602115200000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758656277081,
    "expiration_time": 1763475840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 117,
            "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)