← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: SOL/USDT/720/PWMA/VWAP/3083

Strategy
SOL/USDT/720/PWMA/VWAP/3083
Pair
SOL_USDT
Interval
12h
Score
463982
Daily Profit
0.345688
Profit Factor
3.003053
Profitability
43.902439
Streak
78.001539
Best Strategy
Training Data Length
1866.000000
Evaluation Time
2025-09-19 15:02
Expiration Time
2025-11-14 13:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1587085.4418 1520892.0967 66193.3451 55145576.8605 62504065.8421 -7358488.9816
Total P&L (%) 1587.0854 1520.8921 66.1933 55145.5769 62504.0658 -7358.489
Avg Daily Profit (%) 0.8505 0.8151 0.0355 0.339 0.3457 0
Buy And Hold Return (%) 9659.3431 9659.3431 9659.3431 9659.3431 9659.3431 9659.3431
Max Trade Drawdown -81629 -37003 -75820 -11777579 -8557164 -16832953
Profit Factor 5.29 10.4211 1.3175 1.7446 3.0031 0.8283
Total Trades 82 41 41 82 41 41
Winning Trades 33 18 15 33 18 15
Losing Trades 49 23 26 49 23 26
Profitability (%) 40.2439 43.9024 36.5854 40.2439 43.9024 36.5854
Ratio Avg Win / Avg Loss 7.8549 13.3158 2.2836 2.5905 3.8372 1.4357
Largest Winning Trade 626842 626842 63621 30235877 30235877 16714712
Largest Losing Trade -38381 -33189 -38381 -6732637 -3895549 -6732637
Avg Bars in Trades 42 43 41 42 43 41
Avg Bars in Winners 86 88 84 86 88 84
Avg Bars in Losers 12 9 16 12 9 16
Bars Traded 3483 1799 1684 3483 1799 1684
Profit Streak 0 78.0015 0 0 78.0015 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -157131 -145848 -315166 -899 463982 -584292

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3732,
    "evaluation_days": 1866,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601596800000,
    "last_datapoint_time": 1758283200000,
    "evaluation_time": 1758283332935,
    "expiration_time": 1763119872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            1587085.441789561,
            1520892.0966771552,
            66193.3451124062,
            55145576.860477656,
            62504065.84208405,
            -7358488.9816063745
        ],
        [
            1587.085442,
            1520.892097,
            66.193345,
            55145.57686,
            62504.065842,
            -7358.488982
        ],
        [
            0.850528,
            0.815055,
            0.035473,
            0.338964,
            0.345688,
            0
        ],
        [
            9659.343148,
            9659.343148,
            9659.343148,
            9659.343148,
            9659.343148,
            9659.343148
        ],
        [
            -81629,
            -37003,
            -75820,
            -11777579,
            -8557164,
            -16832953
        ],
        [
            5.290029,
            10.421065,
            1.317455,
            1.744625,
            3.003053,
            0.828289
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            49,
            23,
            26,
            49,
            23,
            26
        ],
        [
            40.243902,
            43.902439,
            36.585366,
            40.243902,
            43.902439,
            36.585366
        ],
        [
            7.854891,
            13.315805,
            2.283589,
            2.590503,
            3.837234,
            1.4357
        ],
        [
            626842,
            626842,
            63621,
            30235877,
            30235877,
            16714712
        ],
        [
            -38381,
            -33189,
            -38381,
            -6732637,
            -3895549,
            -6732637
        ],
        [
            42,
            43,
            41,
            42,
            43,
            41
        ],
        [
            86,
            88,
            84,
            86,
            88,
            84
        ],
        [
            12,
            9,
            16,
            12,
            9,
            16
        ],
        [
            3483,
            1799,
            1684,
            3483,
            1799,
            1684
        ],
        [
            0,
            78.001539,
            0,
            0,
            78.001539,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -157131,
            -145848,
            -315166,
            -899,
            463982,
            -584292
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3732,
    "evaluation_days": 1866,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601596800000,
    "last_datapoint_time": 1758283200000,
    "evaluation_time": 1758283332935,
    "expiration_time": 1763119872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)