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Trade: SOL/USDT/720/PWMA/VWMA/8275

Strategy
SOL/USDT/720/PWMA/VWMA/8275
Pair
SOL_USDT
Interval
12h
Score
472420
Daily Profit
0.338890
Profit Factor
2.770358
Profitability
45.714286
Streak
155.678347
Best Strategy
Training Data Length
1864.500000
Evaluation Time
2025-09-18 07:16
Expiration Time
2025-11-13 00:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1605802.5411 1553674.3017 52128.2394 41943202.2333 54790710.9625 -12847508.7292
Total P&L (%) 1605.8025 1553.6743 52.1282 41943.2022 54790.711 -12847.5087
Avg Daily Profit (%) 0.8613 0.8333 0.028 0.3245 0.3389 0
Buy And Hold Return (%) 9155.0595 9155.0595 9155.0595 9155.0595 9155.0595 9155.0595
Max Trade Drawdown -92894 -43072 -73624 -31982049 -14467677 -21919881
Profit Factor 5.0795 10.5699 1.2254 1.5437 2.7704 0.7219
Total Trades 70 35 35 70 35 35
Winning Trades 30 16 14 30 16 14
Losing Trades 40 19 21 40 19 21
Profitability (%) 42.8571 45.7143 40 42.8571 45.7143 40
Ratio Avg Win / Avg Loss 6.7726 12.5517 1.8381 2.0583 3.2898 1.0828
Largest Winning Trade 653264 653264 63405 31720241 31720241 10425134
Largest Losing Trade -38381 -33189 -38381 -14989896 -12189786 -14989896
Avg Bars in Trades 49 51 48 49 51 48
Avg Bars in Winners 92 98 86 92 98 86
Avg Bars in Losers 17 11 22 17 11 22
Bars Traded 3482 1792 1690 3482 1792 1690
Profit Streak 0 155.6783 0 0 155.6783 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 -246260 -144766 -324466 -91474 472420 -583009
Evaluation Data
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3729,
    "evaluation_days": 1864.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601683200000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758169009147,
    "expiration_time": 1762986384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 3,
            "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": [
        [
            1605802.541080104,
            1553674.3016511817,
            52128.2394289223,
            41943202.23328477,
            54790710.96246383,
            -12847508.729179058
        ],
        [
            1605.802541,
            1553.674302,
            52.128239,
            41943.202233,
            54790.710962,
            -12847.508729
        ],
        [
            0.861251,
            0.833293,
            0.027958,
            0.324542,
            0.33889,
            0
        ],
        [
            9155.059513,
            9155.059513,
            9155.059513,
            9155.059513,
            9155.059513,
            9155.059513
        ],
        [
            -92894,
            -43072,
            -73624,
            -31982049,
            -14467677,
            -21919881
        ],
        [
            5.079476,
            10.56985,
            1.225391,
            1.543713,
            2.770358,
            0.721875
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            42.857143,
            45.714286,
            40,
            42.857143,
            45.714286,
            40
        ],
        [
            6.772635,
            12.551697,
            1.838087,
            2.058283,
            3.2898,
            1.082812
        ],
        [
            653264,
            653264,
            63405,
            31720241,
            31720241,
            10425134
        ],
        [
            -38381,
            -33189,
            -38381,
            -14989896,
            -12189786,
            -14989896
        ],
        [
            49,
            51,
            48,
            49,
            51,
            48
        ],
        [
            92,
            98,
            86,
            92,
            98,
            86
        ],
        [
            17,
            11,
            22,
            17,
            11,
            22
        ],
        [
            3482,
            1792,
            1690,
            3482,
            1792,
            1690
        ],
        [
            0,
            155.678347,
            0,
            0,
            155.678347,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -246260,
            -144766,
            -324466,
            -91474,
            472420,
            -583009
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3729,
    "evaluation_days": 1864.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601683200000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758169009147,
    "expiration_time": 1762986384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 3,
            "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)