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Trade: SOL/USDT/30/VWMA/KCB/9203

Strategy
SOL/USDT/30/VWMA/KCB/9203
Pair
SOL_USDT
Interval
30m
Score
412609
Daily Profit
0.298971
Profit Factor
1.777740
Profitability
60.000000
Streak
25.362848
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-16 22:42
Expiration Time
2025-11-30 21:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 190455.9165 144296.6836 46159.233 369577.4622 373418.6384 -3841.1763
Total P&L (%) 190.4559 144.2967 46.1592 369.5775 373.4186 -3.8412
Avg Daily Profit (%) 0.3657 0.2771 0.0886 0.2974 0.299 -0.0075
Buy And Hold Return (%) 86.1307 86.1307 86.1307 86.1307 86.1307 86.1307
Max Trade Drawdown -35035 -16897 -42735 -175299 -64463 -203031
Profit Factor 1.4427 1.8781 1.1736 1.2695 1.7777 0.9957
Total Trades 300 150 150 300 150 150
Winning Trades 163 90 73 163 90 73
Losing Trades 137 60 77 137 60 77
Profitability (%) 54.3333 60 48.6667 54.3333 60 48.6667
Ratio Avg Win / Avg Loss 1.2126 1.2521 1.2379 1.067 1.1852 1.0502
Largest Winning Trade 18946 18247 18946 46126 39167 46126
Largest Losing Trade -19267 -13353 -19267 -65301 -48397 -65301
Avg Bars in Trades 82 81 83 82 81 83
Avg Bars in Winners 89 93 85 89 93 85
Avg Bars in Losers 73 63 81 73 63 81
Bars Traded 24733 12241 12492 24733 12241 12492
Profit Streak 4.0295 25.3628 4.0295 4.0295 25.3628 4.0295
Trades During Streak 5 10 2 5 10 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 245569 156181 -270559 313070 412609 -579699
Evaluation Data
{
    "trading_pair": "SOL_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713052800000,
    "first_datapoint_time": 1713281400000,
    "last_datapoint_time": 1758051000000,
    "evaluation_time": 1758051750101,
    "expiration_time": 1764531000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 128,
            "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": [
        [
            190455.9165302982,
            144296.6835578833,
            46159.2329724146,
            369577.4621574824,
            373418.6384307733,
            -3841.1762732906
        ],
        [
            190.455917,
            144.296684,
            46.159233,
            369.577462,
            373.418638,
            -3.841176
        ],
        [
            0.365678,
            0.277051,
            0.088626,
            0.297403,
            0.298971,
            -0.00752
        ],
        [
            86.130701,
            86.130701,
            86.130701,
            86.130701,
            86.130701,
            86.130701
        ],
        [
            -35035,
            -16897,
            -42735,
            -175299,
            -64463,
            -203031
        ],
        [
            1.442716,
            1.878135,
            1.173611,
            1.269523,
            1.77774,
            0.995689
        ],
        [
            300,
            150,
            150,
            300,
            150,
            150
        ],
        [
            163,
            90,
            73,
            163,
            90,
            73
        ],
        [
            137,
            60,
            77,
            137,
            60,
            77
        ],
        [
            54.333333,
            60,
            48.666667,
            54.333333,
            60,
            48.666667
        ],
        [
            1.21259,
            1.25209,
            1.237919,
            1.067023,
            1.18516,
            1.050248
        ],
        [
            18946,
            18247,
            18946,
            46126,
            39167,
            46126
        ],
        [
            -19267,
            -13353,
            -19267,
            -65301,
            -48397,
            -65301
        ],
        [
            82,
            81,
            83,
            82,
            81,
            83
        ],
        [
            89,
            93,
            85,
            89,
            93,
            85
        ],
        [
            73,
            63,
            81,
            73,
            63,
            81
        ],
        [
            24733,
            12241,
            12492,
            24733,
            12241,
            12492
        ],
        [
            4.029515,
            25.362848,
            4.029515,
            4.029515,
            25.362848,
            4.029515
        ],
        [
            5,
            10,
            2,
            5,
            10,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            245569,
            156181,
            -270559,
            313070,
            412609,
            -579699
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713052800000,
    "first_datapoint_time": 1713281400000,
    "last_datapoint_time": 1758051000000,
    "evaluation_time": 1758051750101,
    "expiration_time": 1764531000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 128,
            "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)