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Trade: SOL/USDT/360/VWAP/KCL/1252

Strategy
SOL/USDT/360/VWAP/KCL/1252
Pair
SOL_USDT
Interval
6h
Score
514895
Daily Profit
0.340793
Profit Factor
2.119430
Profitability
56.043956
Streak
88.095960
Best Strategy
Training Data Length
1869.000000
Evaluation Time
2025-09-23 05:18
Expiration Time
2025-11-18 03:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2650900.4301 -18992.1078 -2631908.3223 -2157854.4852 -59801291.4969 57643437.0117
Total P&L (%) -2650.9004 -18.9921 -2631.9083 -2157.8545 -59801.2915 57643.437
Avg Daily Profit (%) -1.4184 -0.0102 -1.4082 0 0 0.3408
Buy And Hold Return (%) 6488.0684 6488.0684 6488.0684 6488.0684 6488.0684 6488.0684
Max Trade Drawdown -2753276 -131049 -2711734 -66792876 -66342596 -33427737
Profit Factor 0.188 0.9238 0.1272 0.9847 0.3328 2.1194
Total Trades 183 92 91 183 92 91
Winning Trades 137 62 75 96 45 51
Losing Trades 46 30 16 87 47 40
Profitability (%) 74.8634 67.3913 82.4176 52.459 48.913 56.044
Ratio Avg Win / Avg Loss 0.0631 0.447 0.0271 0.8924 0.3476 1.6623
Largest Winning Trade 20277 12221 20277 38123465 2936963 38123465
Largest Losing Trade -1787765 -55369 -1787765 -30526062 -30526062 -17020899
Avg Bars in Trades 38 20 57 38 20 57
Avg Bars in Winners 12 7 17 35 15 52
Avg Bars in Losers 116 48 243 43 26 63
Bars Traded 7132 1926 5206 7132 1926 5206
Profit Streak 51.346 106.346 0 0 0 88.096
Trades During Streak 1 5 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576032 -576845 -576687 -579500 -581231 514895
Evaluation Data
{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7476,
    "evaluation_days": 1869,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1599825600000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758593890955,
    "expiration_time": 1763430048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 126,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            -2650900.4300980675,
            -18992.1078343041,
            -2631908.3222637633,
            -2157854.485186798,
            -59801291.49691216,
            57643437.01172538
        ],
        [
            -2650.90043,
            -18.992108,
            -2631.908322,
            -2157.854485,
            -59801.291497,
            57643.437012
        ],
        [
            -1.418352,
            -0.010162,
            -1.408191,
            0,
            0,
            0.340793
        ],
        [
            6488.068353,
            6488.068353,
            6488.068353,
            6488.068353,
            6488.068353,
            6488.068353
        ],
        [
            -2753276,
            -131049,
            -2711734,
            -66792876,
            -66342596,
            -33427737
        ],
        [
            0.187968,
            0.923754,
            0.127189,
            0.98471,
            0.33281,
            2.11943
        ],
        [
            183,
            92,
            91,
            183,
            92,
            91
        ],
        [
            137,
            62,
            75,
            96,
            45,
            51
        ],
        [
            46,
            30,
            16,
            87,
            47,
            40
        ],
        [
            74.863388,
            67.391304,
            82.417582,
            52.459016,
            48.913043,
            56.043956
        ],
        [
            0.063113,
            0.446978,
            0.027134,
            0.892393,
            0.347601,
            1.662298
        ],
        [
            20277,
            12221,
            20277,
            38123465,
            2936963,
            38123465
        ],
        [
            -1787765,
            -55369,
            -1787765,
            -30526062,
            -30526062,
            -17020899
        ],
        [
            38,
            20,
            57,
            38,
            20,
            57
        ],
        [
            12,
            7,
            17,
            35,
            15,
            52
        ],
        [
            116,
            48,
            243,
            43,
            26,
            63
        ],
        [
            7132,
            1926,
            5206,
            7132,
            1926,
            5206
        ],
        [
            51.34596,
            106.34596,
            0,
            0,
            0,
            88.09596
        ],
        [
            1,
            5,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576032,
            -576845,
            -576687,
            -579500,
            -581231,
            514895
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7476,
    "evaluation_days": 1869,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1599825600000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758593890955,
    "expiration_time": 1763430048000,
    "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": 126,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)