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Trade: SOL/USDT/720/VWAP/DEMA/4839

Strategy
SOL/USDT/720/VWAP/DEMA/4839
Pair
SOL_USDT
Interval
12h
Score
347093
Daily Profit
0.287054
Profit Factor
2.167992
Profitability
47.368421
Streak
0.000000
Best Strategy
Training Data Length
1857.500000
Evaluation Time
2025-09-11 12:47
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 1468388.8733 1424720.6376 43668.2357 20428297.2068 16758053.4997 3670243.7071
Total P&L (%) 1468.3889 1424.7206 43.6682 20428.2972 16758.0535 3670.2437
Avg Daily Profit (%) 0.7905 0.767 0.0235 0.2871 0.2764 0.1956
Buy And Hold Return (%) 6247.9788 6247.9788 6247.9788 6247.9788 6247.9788 6247.9788
Max Trade Drawdown -105089 -95016 -66858 -7284326 -2020486 -5546324
Profit Factor 3.4909 6.1877 1.1387 2.168 3.6436 1.3291
Total Trades 133 66 67 133 66 67
Winning Trades 63 28 35 63 28 35
Losing Trades 70 38 32 70 38 32
Profitability (%) 47.3684 42.4242 52.2388 47.3684 42.4242 52.2388
Ratio Avg Win / Avg Loss 3.8787 8.3976 1.0411 2.4089 4.9449 1.2152
Largest Winning Trade 524551 524551 61317 4746946 4593160 4746946
Largest Losing Trade -40676 -40676 -30229 -2753199 -1492324 -2753199
Avg Bars in Trades 27 27 27 27 27 27
Avg Bars in Winners 43 50 38 43 50 38
Avg Bars in Losers 12 10 14 12 10 14
Bars Traded 3623 1806 1817 3623 1806 1817
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -146408 -271492 -511327 347093 -115028 -273628

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": 1599220800000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757584077843,
    "expiration_time": 1762363440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 49
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 25,
            "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": [
        [
            1468388.8733153834,
            1424720.6376458812,
            43668.2356695021,
            20428297.206779543,
            16758053.499695942,
            3670243.707083606
        ],
        [
            1468.388873,
            1424.720638,
            43.668236,
            20428.297207,
            16758.0535,
            3670.243707
        ],
        [
            0.790519,
            0.76701,
            0.023509,
            0.287054,
            0.27642,
            0.1956
        ],
        [
            6247.978811,
            6247.978811,
            6247.978811,
            6247.978811,
            6247.978811,
            6247.978811
        ],
        [
            -105089,
            -95016,
            -66858,
            -7284326,
            -2020486,
            -5546324
        ],
        [
            3.490851,
            6.1877,
            1.138683,
            2.167992,
            3.643585,
            1.329141
        ],
        [
            133,
            66,
            67,
            133,
            66,
            67
        ],
        [
            63,
            28,
            35,
            63,
            28,
            35
        ],
        [
            70,
            38,
            32,
            70,
            38,
            32
        ],
        [
            47.368421,
            42.424242,
            52.238806,
            47.368421,
            42.424242,
            52.238806
        ],
        [
            3.878723,
            8.397592,
            1.041081,
            2.40888,
            4.944865,
            1.215215
        ],
        [
            524551,
            524551,
            61317,
            4746946,
            4593160,
            4746946
        ],
        [
            -40676,
            -40676,
            -30229,
            -2753199,
            -1492324,
            -2753199
        ],
        [
            27,
            27,
            27,
            27,
            27,
            27
        ],
        [
            43,
            50,
            38,
            43,
            50,
            38
        ],
        [
            12,
            10,
            14,
            12,
            10,
            14
        ],
        [
            3623,
            1806,
            1817,
            3623,
            1806,
            1817
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -146408,
            -271492,
            -511327,
            347093,
            -115028,
            -273628
        ]
    ]
}
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": 1599220800000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757584077843,
    "expiration_time": 1762363440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 49
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 25,
            "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)