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Trade: SOL/USDT/720/VWAP/BBM/1396

Strategy
SOL/USDT/720/VWAP/BBM/1396
Pair
SOL_USDT
Interval
12h
Score
344649
Daily Profit
0.280801
Profit Factor
2.340892
Profitability
60.869565
Streak
98.243397
Best Strategy
Training Data Length
1864.500000
Evaluation Time
2025-09-18 08:50
Expiration Time
2025-11-13 00:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2391604.6388 -15510.1871 -2376094.4517 -1802919.1464 -20348610.7282 18545691.5819
Total P&L (%) -2391.6046 -15.5102 -2376.0945 -1802.9191 -20348.6107 18545.6916
Avg Daily Profit (%) -1.2827 -0.0083 -1.2744 0 0 0.2808
Buy And Hold Return (%) 8487.5667 8487.5667 8487.5667 8487.5667 8487.5667 8487.5667
Max Trade Drawdown -2449925 -131476 -2409527 -24754282 -21018354 -8108084
Profit Factor 0.1505 0.9325 0.081 0.9549 0.221 2.3409
Total Trades 92 46 46 92 46 46
Winning Trades 70 35 35 49 21 28
Losing Trades 22 11 11 43 25 18
Profitability (%) 76.087 76.087 76.087 53.2609 45.6522 60.8696
Ratio Avg Win / Avg Loss 0.0473 0.2931 0.0255 0.838 0.2631 1.5049
Largest Winning Trade 27929 27929 14010 22703740 1672071 22703740
Largest Losing Trade -1636583 -62929 -1636583 -9654133 -9654133 -5863945
Avg Bars in Trades 37 35 39 37 35 39
Avg Bars in Winners 14 17 11 30 26 33
Avg Bars in Losers 111 95 127 45 43 48
Bars Traded 3443 1640 1804 3443 1640 1804
Profit Streak 46.7434 70.7434 0 0 0 98.2434
Trades During Streak 1 1 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576314 -576764 -577322 -580109 -582395 344649

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3729,
    "evaluation_days": 1864.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601424000000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758174629511,
    "expiration_time": 1762986384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 101,
            "offset": 0,
            "std": 4.21944
        }
    }
}
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": [
        [
            -2391604.638818257,
            -15510.1871288283,
            -2376094.451689429,
            -1802919.146382426,
            -20348610.728249315,
            18545691.581866883
        ],
        [
            -2391.604639,
            -15.510187,
            -2376.094452,
            -1802.919146,
            -20348.610728,
            18545.691582
        ],
        [
            -1.282706,
            -0.008319,
            -1.274387,
            0,
            0,
            0.280801
        ],
        [
            8487.566657,
            8487.566657,
            8487.566657,
            8487.566657,
            8487.566657,
            8487.566657
        ],
        [
            -2449925,
            -131476,
            -2409527,
            -24754282,
            -21018354,
            -8108084
        ],
        [
            0.150505,
            0.932509,
            0.080998,
            0.954874,
            0.22101,
            2.340892
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            70,
            35,
            35,
            49,
            21,
            28
        ],
        [
            22,
            11,
            11,
            43,
            25,
            18
        ],
        [
            76.086957,
            76.086957,
            76.086957,
            53.26087,
            45.652174,
            60.869565
        ],
        [
            0.047302,
            0.293074,
            0.025457,
            0.83795,
            0.263108,
            1.504859
        ],
        [
            27929,
            27929,
            14010,
            22703740,
            1672071,
            22703740
        ],
        [
            -1636583,
            -62929,
            -1636583,
            -9654133,
            -9654133,
            -5863945
        ],
        [
            37,
            35,
            39,
            37,
            35,
            39
        ],
        [
            14,
            17,
            11,
            30,
            26,
            33
        ],
        [
            111,
            95,
            127,
            45,
            43,
            48
        ],
        [
            3443,
            1640,
            1804,
            3443,
            1640,
            1804
        ],
        [
            46.743397,
            70.743397,
            0,
            0,
            0,
            98.243397
        ],
        [
            1,
            1,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576314,
            -576764,
            -577322,
            -580109,
            -582395,
            344649
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3729,
    "evaluation_days": 1864.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601424000000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758174629511,
    "expiration_time": 1762986384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 101,
            "offset": 0,
            "std": 4.21944
        }
    }
}

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)