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Trade: SOL/USDT/720/VWAP/DCM/9368

Strategy
SOL/USDT/720/VWAP/DCM/9368
Pair
SOL_USDT
Interval
12h
Score
350041
Daily Profit
0.284993
Profit Factor
3.371008
Profitability
44.680851
Streak
0.000000
Best Strategy
Training Data Length
1857.500000
Evaluation Time
2025-09-11 04:50
Expiration Time
2025-11-05 19:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2827886.6387 -50341.4878 -2777545.1509 -640635.5221 -20299901.6719 19659266.1498
Total P&L (%) -2827.8866 -50.3415 -2777.5452 -640.6355 -20299.9017 19659.2662
Avg Daily Profit (%) -1.5224 -0.0271 -1.4953 0 0 0.285
Buy And Hold Return (%) 7669.8761 7669.8761 7669.8761 7669.8761 7669.8761 7669.8761
Max Trade Drawdown -2916833 -164058 -2815666 -22826554 -21060264 -4422541
Profit Factor 0.1263 0.8121 0.0644 0.9805 0.1717 3.371
Total Trades 94 47 47 94 47 47
Winning Trades 67 34 33 36 15 21
Losing Trades 27 13 14 58 32 26
Profitability (%) 71.2766 72.3404 70.2128 38.2979 31.9149 44.6809
Ratio Avg Win / Avg Loss 0.0509 0.3105 0.0273 1.5796 0.3663 4.1736
Largest Winning Trade 16877 16682 16877 23876343 1758430 23876343
Largest Losing Trade -1998919 -63778 -1998919 -9892678 -9892678 -2916174
Avg Bars in Trades 36 36 37 36 36 37
Avg Bars in Winners 11 14 8 33 24 39
Avg Bars in Losers 98 91 104 38 41 35
Bars Traded 3447 1693 1755 3447 1693 1755
Profit Streak 40.0768 63.0768 40.0768 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 -576064 -576827 -577528 -582300 -587729 350041

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3715,
    "evaluation_days": 1857.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601467200000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757555433310,
    "expiration_time": 1762363440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 102,
            "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": [
        [
            -2827886.638671924,
            -50341.4877714483,
            -2777545.1509004766,
            -640635.5220553738,
            -20299901.671901405,
            19659266.149846036
        ],
        [
            -2827.886639,
            -50.341488,
            -2777.545151,
            -640.635522,
            -20299.901672,
            19659.26615
        ],
        [
            -1.522415,
            -0.027102,
            -1.495314,
            0,
            0,
            0.284993
        ],
        [
            7669.876066,
            7669.876066,
            7669.876066,
            7669.876066,
            7669.876066,
            7669.876066
        ],
        [
            -2916833,
            -164058,
            -2815666,
            -22826554,
            -21060264,
            -4422541
        ],
        [
            0.126327,
            0.812122,
            0.064431,
            0.980468,
            0.171682,
            3.371008
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            67,
            34,
            33,
            36,
            15,
            21
        ],
        [
            27,
            13,
            14,
            58,
            32,
            26
        ],
        [
            71.276596,
            72.340426,
            70.212766,
            38.297872,
            31.914894,
            44.680851
        ],
        [
            0.050908,
            0.310517,
            0.027334,
            1.579643,
            0.366256,
            4.173628
        ],
        [
            16877,
            16682,
            16877,
            23876343,
            1758430,
            23876343
        ],
        [
            -1998919,
            -63778,
            -1998919,
            -9892678,
            -9892678,
            -2916174
        ],
        [
            36,
            36,
            37,
            36,
            36,
            37
        ],
        [
            11,
            14,
            8,
            33,
            24,
            39
        ],
        [
            98,
            91,
            104,
            38,
            41,
            35
        ],
        [
            3447,
            1693,
            1755,
            3447,
            1693,
            1755
        ],
        [
            40.076774,
            63.076774,
            40.076774,
            0,
            0,
            0
        ],
        [
            3,
            2,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576064,
            -576827,
            -577528,
            -582300,
            -587729,
            350041
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3715,
    "evaluation_days": 1857.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601467200000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757555433310,
    "expiration_time": 1762363440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 102,
            "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)