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Trade: SOL/USDT/720/VWAP/KCL/2106

Strategy
SOL/USDT/720/VWAP/KCL/2106
Pair
SOL_USDT
Interval
12h
Score
357563
Daily Profit
0.312779
Profit Factor
1.501760
Profitability
69.491525
Streak
0.000000
Best Strategy
Training Data Length
1855.500000
Evaluation Time
2025-09-09 10:57
Expiration Time
2025-11-03 17:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2660432.2158 8346.1049 -2668778.3207 841298.1037 -31909659.4562 32750957.5599
Total P&L (%) -2660.4322 8.3461 -2668.7783 841.2981 -31909.6595 32750.9576
Avg Daily Profit (%) -1.4338 0.0045 -1.4383 0.1209 0 0.3128
Buy And Hold Return (%) 6453.4169 6453.4169 6453.4169 6453.4169 6453.4169 6453.4169
Max Trade Drawdown -2836566 -129273 -2771274 -44685344 -43962361 -19730419
Profit Factor 0.2535 1.0264 0.1783 1.0065 0.4994 1.5018
Total Trades 237 119 118 237 119 118
Winning Trades 162 72 90 150 68 82
Losing Trades 75 47 28 87 51 36
Profitability (%) 68.3544 60.5042 76.2712 63.2911 57.1429 69.4915
Ratio Avg Win / Avg Loss 0.1174 0.67 0.0555 0.5838 0.3746 0.6593
Largest Winning Trade 22326 22326 18040 26017515 3885150 26017515
Largest Losing Trade -1867712 -52504 -1867712 -21341682 -21341682 -19517929
Avg Bars in Trades 15 4 25 15 4 25
Avg Bars in Winners 7 2 11 11 3 17
Avg Bars in Losers 31 7 71 22 6 44
Bars Traded 3589 568 3021 3589 568 3021
Profit Streak 39.3313 94.3313 0 39.3313 94.3313 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576333 -542972 -577057 -408189 -578453 357563

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3711,
    "evaluation_days": 1855.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1597752000000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757404627593,
    "expiration_time": 1762185456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 16,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            -2660432.2157977354,
            8346.1048825072,
            -2668778.320680244,
            841298.1036527851,
            -31909659.456223402,
            32750957.55987618
        ],
        [
            -2660.432216,
            8.346105,
            -2668.778321,
            841.298104,
            -31909.659456,
            32750.95756
        ],
        [
            -1.433809,
            0.004498,
            -1.438307,
            0.120908,
            0,
            0.312779
        ],
        [
            6453.416949,
            6453.416949,
            6453.416949,
            6453.416949,
            6453.416949,
            6453.416949
        ],
        [
            -2836566,
            -129273,
            -2771274,
            -44685344,
            -43962361,
            -19730419
        ],
        [
            0.253542,
            1.026407,
            0.178335,
            1.006521,
            0.499429,
            1.50176
        ],
        [
            237,
            119,
            118,
            237,
            119,
            118
        ],
        [
            162,
            72,
            90,
            150,
            68,
            82
        ],
        [
            75,
            47,
            28,
            87,
            51,
            36
        ],
        [
            68.35443,
            60.504202,
            76.271186,
            63.291139,
            57.142857,
            69.491525
        ],
        [
            0.117381,
            0.670015,
            0.055482,
            0.583782,
            0.374572,
            0.659309
        ],
        [
            22326,
            22326,
            18040,
            26017515,
            3885150,
            26017515
        ],
        [
            -1867712,
            -52504,
            -1867712,
            -21341682,
            -21341682,
            -19517929
        ],
        [
            15,
            4,
            25,
            15,
            4,
            25
        ],
        [
            7,
            2,
            11,
            11,
            3,
            17
        ],
        [
            31,
            7,
            71,
            22,
            6,
            44
        ],
        [
            3589,
            568,
            3021,
            3589,
            568,
            3021
        ],
        [
            39.331338,
            94.331338,
            0,
            39.331338,
            94.331338,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576333,
            -542972,
            -577057,
            -408189,
            -578453,
            357563
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3711,
    "evaluation_days": 1855.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1597752000000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757404627593,
    "expiration_time": 1762185456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 16,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)