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Trade: SOL/USDT/720/OHLC4/VWMA/7304

Strategy
SOL/USDT/720/OHLC4/VWMA/7304
Pair
SOL_USDT
Interval
12h
Score
425312
Daily Profit
0.298956
Profit Factor
3.420820
Profitability
48.837209
Streak
0.000000
Best Strategy
Training Data Length
1869.000000
Evaluation Time
2025-09-22 17:54
Expiration Time
2025-11-17 15:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2319381.5242 -37743.5126 -2281638.0116 -785785.5655 -27170690.7073 26384905.1417
Total P&L (%) -2319.3815 -37.7435 -2281.638 -785.7856 -27170.6907 26384.9051
Avg Daily Profit (%) -1.241 -0.0202 -1.2208 0 0 0.299
Buy And Hold Return (%) 9134.1704 9134.1704 9134.1704 9134.1704 9134.1704 9134.1704
Max Trade Drawdown -2408570 -165233 -2320902 -30306738 -27583597 -5346033
Profit Factor 0.1394 0.8416 0.0713 0.9815 0.1423 3.4208
Total Trades 86 43 43 86 43 43
Winning Trades 64 33 31 39 18 21
Losing Trades 22 10 12 47 25 22
Profitability (%) 74.4186 76.7442 72.093 45.3488 41.8605 48.8372
Ratio Avg Win / Avg Loss 0.0479 0.255 0.0276 1.1829 0.1977 3.5837
Largest Winning Trade 22179 22179 15711 30870497 1681270 30870497
Largest Losing Trade -1533987 -63165 -1533987 -13294863 -13294863 -3184671
Avg Bars in Trades 40 38 42 40 38 42
Avg Bars in Winners 14 16 12 32 23 40
Avg Bars in Losers 115 109 119 46 48 43
Bars Traded 3448 1639 1807 3448 1639 1807
Profit Streak 51.6209 74.6209 51.6209 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 -575692 -576294 -577299 -580690 -583892 425312

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3738,
    "evaluation_days": 1869,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601942400000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758552849676,
    "expiration_time": 1763386848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 113,
            "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": [
        [
            -2319381.5242281933,
            -37743.5126009049,
            -2281638.0116272885,
            -785785.5655418056,
            -27170690.707274746,
            26384905.141732942
        ],
        [
            -2319.381524,
            -37.743513,
            -2281.638012,
            -785.785566,
            -27170.690707,
            26384.905142
        ],
        [
            -1.240975,
            -0.020194,
            -1.22078,
            0,
            0,
            0.298956
        ],
        [
            9134.170351,
            9134.170351,
            9134.170351,
            9134.170351,
            9134.170351,
            9134.170351
        ],
        [
            -2408570,
            -165233,
            -2320902,
            -30306738,
            -27583597,
            -5346033
        ],
        [
            0.139428,
            0.841632,
            0.071309,
            0.981545,
            0.142324,
            3.42082
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            64,
            33,
            31,
            39,
            18,
            21
        ],
        [
            22,
            10,
            12,
            47,
            25,
            22
        ],
        [
            74.418605,
            76.744186,
            72.093023,
            45.348837,
            41.860465,
            48.837209
        ],
        [
            0.047928,
            0.25504,
            0.027604,
            1.182888,
            0.197672,
            3.583717
        ],
        [
            22179,
            22179,
            15711,
            30870497,
            1681270,
            30870497
        ],
        [
            -1533987,
            -63165,
            -1533987,
            -13294863,
            -13294863,
            -3184671
        ],
        [
            40,
            38,
            42,
            40,
            38,
            42
        ],
        [
            14,
            16,
            12,
            32,
            23,
            40
        ],
        [
            115,
            109,
            119,
            46,
            48,
            43
        ],
        [
            3448,
            1639,
            1807,
            3448,
            1639,
            1807
        ],
        [
            51.620945,
            74.620945,
            51.620945,
            0,
            0,
            0
        ],
        [
            3,
            2,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575692,
            -576294,
            -577299,
            -580690,
            -583892,
            425312
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3738,
    "evaluation_days": 1869,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601942400000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758552849676,
    "expiration_time": 1763386848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 113,
            "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)