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Trade: SOL/USDT/720/PWMA/VWAP/6463

Strategy
SOL/USDT/720/PWMA/VWAP/6463
Pair
SOL_USDT
Interval
12h
Score
435565
Daily Profit
0.346396
Profit Factor
3.003531
Profitability
42.105263
Streak
72.119695
Best Strategy
Training Data Length
1860.500000
Evaluation Time
2025-09-14 05:52
Expiration Time
2025-11-08 21:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1534205.9083 1474071.2202 60134.6881 51051505.3266 62138901.4741 -11087396.1475
Total P&L (%) 1534.2059 1474.0712 60.1347 51051.5053 62138.9015 -11087.3961
Avg Daily Profit (%) 0.8246 0.7923 0.0323 0.3358 0.3464 0
Buy And Hold Return (%) 9772.6292 9772.6292 9772.6292 9772.6292 9772.6292 9772.6292
Max Trade Drawdown -70450 -36228 -64713 -33838352 -15307411 -21170968
Profit Factor 5.1238 10.5021 1.2772 1.6657 3.0035 0.7572
Total Trades 76 38 38 76 38 38
Winning Trades 29 16 13 29 16 13
Losing Trades 47 22 25 47 22 25
Profitability (%) 38.1579 42.1053 34.2105 38.1579 42.1053 34.2105
Ratio Avg Win / Avg Loss 8.304 14.4404 2.4562 2.6996 4.1299 1.4562
Largest Winning Trade 477380 477380 63405 34728921 34728921 12753346
Largest Losing Trade -30962 -25153 -30962 -15859941 -12897306 -15859941
Avg Bars in Trades 45 47 44 45 47 44
Avg Bars in Winners 93 97 88 93 97 88
Avg Bars in Losers 16 11 20 16 11 20
Bars Traded 3482 1805 1676 3482 1805 1676
Profit Streak 0 72.1197 0 0 72.1197 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 -203087 -146648 -320559 -47213 435565 -585238

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3721,
    "evaluation_days": 1860.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601812800000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757818341636,
    "expiration_time": 1762630416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 110,
            "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": [
        [
            1534205.9082803584,
            1474071.22020289,
            60134.6880774691,
            51051505.32661504,
            62138901.4741389,
            -11087396.147523858
        ],
        [
            1534.205908,
            1474.07122,
            60.134688,
            51051.505327,
            62138.901474,
            -11087.396148
        ],
        [
            0.82462,
            0.792298,
            0.032322,
            0.335815,
            0.346396,
            0
        ],
        [
            9772.629156,
            9772.629156,
            9772.629156,
            9772.629156,
            9772.629156,
            9772.629156
        ],
        [
            -70450,
            -36228,
            -64713,
            -33838352,
            -15307411,
            -21170968
        ],
        [
            5.123771,
            10.502093,
            1.277235,
            1.665723,
            3.003531,
            0.757234
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            29,
            16,
            13,
            29,
            16,
            13
        ],
        [
            47,
            22,
            25,
            47,
            22,
            25
        ],
        [
            38.157895,
            42.105263,
            34.210526,
            38.157895,
            42.105263,
            34.210526
        ],
        [
            8.304042,
            14.440378,
            2.456222,
            2.699621,
            4.129855,
            1.456219
        ],
        [
            477380,
            477380,
            63405,
            34728921,
            34728921,
            12753346
        ],
        [
            -30962,
            -25153,
            -30962,
            -15859941,
            -12897306,
            -15859941
        ],
        [
            45,
            47,
            44,
            45,
            47,
            44
        ],
        [
            93,
            97,
            88,
            93,
            97,
            88
        ],
        [
            16,
            11,
            20,
            16,
            11,
            20
        ],
        [
            3482,
            1805,
            1676,
            3482,
            1805,
            1676
        ],
        [
            0,
            72.119695,
            0,
            0,
            72.119695,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -203087,
            -146648,
            -320559,
            -47213,
            435565,
            -585238
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3721,
    "evaluation_days": 1860.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601812800000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757818341636,
    "expiration_time": 1762630416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 110,
            "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)