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Trade: SOL/USDT/720/VWMA/ZLMA/6202

Strategy
SOL/USDT/720/VWMA/ZLMA/6202
Pair
SOL_USDT
Interval
12h
Score
304043
Daily Profit
0.258693
Profit Factor
3.039368
Profitability
58.620690
Streak
220.365233
Best Strategy
Training Data Length
1859.000000
Evaluation Time
2025-09-12 23:45
Expiration Time
2025-11-07 08:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1497302.672 1470063.316 27239.356 13963620.3826 12086270.7889 1877349.5937
Total P&L (%) 1497.3027 1470.0633 27.2394 13963.6204 12086.2708 1877.3496
Avg Daily Profit (%) 0.8054 0.7908 0.0147 0.2664 0.2587 0.1607
Buy And Hold Return (%) 6558.4262 6558.4262 6558.4262 6558.4262 6558.4262 6558.4262
Max Trade Drawdown -125259 -70446 -110142 -2829134 -2365460 -2632669
Profit Factor 4.585 9.2442 1.1138 2.1533 3.0394 1.3037
Total Trades 59 29 30 59 29 30
Winning Trades 31 17 14 31 17 14
Losing Trades 28 12 16 28 12 16
Profitability (%) 52.5424 58.6207 46.6667 52.5424 58.6207 46.6667
Ratio Avg Win / Avg Loss 4.1413 6.5253 1.2729 1.9449 2.1454 1.49
Largest Winning Trade 680693 680693 66494 3348086 3348086 3116907
Largest Losing Trade -55435 -55435 -47540 -2632669 -2365460 -2632669
Avg Bars in Trades 60 59 61 60 59 61
Avg Bars in Winners 87 83 91 87 83 91
Avg Bars in Losers 31 26 36 31 26 36
Bars Traded 3594 1739 1855 3594 1739 1855
Profit Streak 0 220.3652 0 0 220.3652 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -324286 -142125 -435730 -172496 304043 -159313

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3718,
    "evaluation_days": 1859,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1599652800000,
    "last_datapoint_time": 1757678400000,
    "evaluation_time": 1757709956101,
    "expiration_time": 1762496928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 60,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 55,
            "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": [
        [
            1497302.6720162418,
            1470063.31600835,
            27239.3560078916,
            13963620.382643748,
            12086270.788919782,
            1877349.5937239658
        ],
        [
            1497.302672,
            1470.063316,
            27.239356,
            13963.620383,
            12086.270789,
            1877.349594
        ],
        [
            0.805434,
            0.790782,
            0.014653,
            0.266421,
            0.258693,
            0.160664
        ],
        [
            6558.426155,
            6558.426155,
            6558.426155,
            6558.426155,
            6558.426155,
            6558.426155
        ],
        [
            -125259,
            -70446,
            -110142,
            -2829134,
            -2365460,
            -2632669
        ],
        [
            4.58496,
            9.244218,
            1.113807,
            2.153281,
            3.039368,
            1.303716
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            28,
            12,
            16,
            28,
            12,
            16
        ],
        [
            52.542373,
            58.62069,
            46.666667,
            52.542373,
            58.62069,
            46.666667
        ],
        [
            4.141254,
            6.52533,
            1.272922,
            1.944899,
            2.145436,
            1.489962
        ],
        [
            680693,
            680693,
            66494,
            3348086,
            3348086,
            3116907
        ],
        [
            -55435,
            -55435,
            -47540,
            -2632669,
            -2365460,
            -2632669
        ],
        [
            60,
            59,
            61,
            60,
            59,
            61
        ],
        [
            87,
            83,
            91,
            87,
            83,
            91
        ],
        [
            31,
            26,
            36,
            31,
            26,
            36
        ],
        [
            3594,
            1739,
            1855,
            3594,
            1739,
            1855
        ],
        [
            0,
            220.365233,
            0,
            0,
            220.365233,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -324286,
            -142125,
            -435730,
            -172496,
            304043,
            -159313
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3718,
    "evaluation_days": 1859,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1599652800000,
    "last_datapoint_time": 1757678400000,
    "evaluation_time": 1757709956101,
    "expiration_time": 1762496928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 60,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 55,
            "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)