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Trade: SOL/USDT/720/VWAP/DEMA/8874

Strategy
SOL/USDT/720/VWAP/DEMA/8874
Pair
SOL_USDT
Interval
12h
Score
526015
Daily Profit
0.360949
Profit Factor
2.103667
Profitability
50.993377
Streak
0.000000
Best Strategy
Training Data Length
1854.500000
Evaluation Time
2025-09-08 07:36
Expiration Time
2025-11-02 17:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1469994.3472 1390919.7388 79074.6085 79671261.6381 68595340.7893 11075920.8488
Total P&L (%) 1469.9943 1390.9197 79.0746 79671.2616 68595.3408 11075.9208
Avg Daily Profit (%) 0.7927 0.75 0.0426 0.3609 0.3529 0.2546
Buy And Hold Return (%) 8637.3017 8637.3017 8637.3017 8637.3017 8637.3017 8637.3017
Max Trade Drawdown -57893 -56984 -109646 -16416055 -8338807 -29961374
Profit Factor 4.2459 8.9394 1.2848 2.1037 3.8488 1.2302
Total Trades 151 75 76 151 75 76
Winning Trades 77 42 35 77 42 35
Losing Trades 74 33 41 74 33 41
Profitability (%) 50.9934 56 46.0526 50.9934 56 46.0526
Ratio Avg Win / Avg Loss 4.0805 7.0238 1.505 2.0217 3.0241 1.4411
Largest Winning Trade 556687 556687 64258 16812778 14170553 16812778
Largest Losing Trade -50643 -21776 -50643 -13298252 -8338807 -13298252
Avg Bars in Trades 22 24 21 22 24 21
Avg Bars in Winners 34 36 33 34 36 33
Avg Bars in Losers 10 9 11 10 9 11
Bars Traded 3437 1812 1625 3437 1812 1625
Profit Streak 0 96.1917 0 0 96.1917 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -144234 -198777 -351345 526015 -37971 -120493

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3709,
    "evaluation_days": 1854.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1605960000000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757306165954,
    "expiration_time": 1762096464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 53
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 206,
            "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": [
        [
            1469994.3472299264,
            1390919.7387720156,
            79074.6084579118,
            79671261.638078,
            68595340.78931674,
            11075920.848761316
        ],
        [
            1469.994347,
            1390.919739,
            79.074608,
            79671.261638,
            68595.340789,
            11075.920849
        ],
        [
            0.792663,
            0.750024,
            0.042639,
            0.360949,
            0.35286,
            0.254643
        ],
        [
            8637.301654,
            8637.301654,
            8637.301654,
            8637.301654,
            8637.301654,
            8637.301654
        ],
        [
            -57893,
            -56984,
            -109646,
            -16416055,
            -8338807,
            -29961374
        ],
        [
            4.245899,
            8.939423,
            1.284763,
            2.103667,
            3.848846,
            1.230223
        ],
        [
            151,
            75,
            76,
            151,
            75,
            76
        ],
        [
            77,
            42,
            35,
            77,
            42,
            35
        ],
        [
            74,
            33,
            41,
            74,
            33,
            41
        ],
        [
            50.993377,
            56,
            46.052632,
            50.993377,
            56,
            46.052632
        ],
        [
            4.080474,
            7.023833,
            1.505008,
            2.021706,
            3.024093,
            1.441119
        ],
        [
            556687,
            556687,
            64258,
            16812778,
            14170553,
            16812778
        ],
        [
            -50643,
            -21776,
            -50643,
            -13298252,
            -8338807,
            -13298252
        ],
        [
            22,
            24,
            21,
            22,
            24,
            21
        ],
        [
            34,
            36,
            33,
            34,
            36,
            33
        ],
        [
            10,
            9,
            11,
            10,
            9,
            11
        ],
        [
            3437,
            1812,
            1625,
            3437,
            1812,
            1625
        ],
        [
            0,
            96.191735,
            0,
            0,
            96.191736,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -144234,
            -198777,
            -351345,
            526015,
            -37971,
            -120493
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3709,
    "evaluation_days": 1854.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1605960000000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757306165954,
    "expiration_time": 1762096464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 53
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 206,
            "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)