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Trade: SOL/USDT/480/VWAP/KCL/4568

Strategy
SOL/USDT/480/VWAP/KCL/4568
Pair
SOL_USDT
Interval
8h
Score
594335
Daily Profit
0.331809
Profit Factor
4.453705
Profitability
54.838710
Streak
180.491281
Best Strategy
Training Data Length
1885.670000
Evaluation Time
2025-10-09 14:47
Expiration Time
2025-12-04 23:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -9455173.3265 10123.8321 -9465297.1586 131179851.333 51518737.6883 79661113.6447
Total P&L (%) -9455.1733 10.1238 -9465.2972 131179.8513 51518.7377 79661.1136
Avg Daily Profit (%) -5.0142 0.0054 -5.0196 0.3815 0.3318 0.355
Buy And Hold Return (%) 10703.9024 10703.9024 10703.9024 10703.9024 10703.9024 10703.9024
Max Trade Drawdown -9579910 -105803 -9531467 -20836342 -6223672 -29093895
Profit Factor 0.0354 1.0811 0.0219 2.9168 4.4537 2.4884
Total Trades 61 31 30 61 31 30
Winning Trades 48 24 24 28 17 11
Losing Trades 13 7 6 33 14 19
Profitability (%) 78.6885 77.4194 80 45.9016 54.8387 36.6667
Ratio Avg Win / Avg Loss 0.0096 0.3153 0.0055 3.4377 3.6678 4.2982
Largest Winning Trade 23716 16410 23716 81093148 13413322 81093148
Largest Losing Trade -9061817 -53841 -9061817 -17142741 -6223672 -17142741
Avg Bars in Trades 83 27 142 83 27 142
Avg Bars in Winners 28 12 45 78 38 140
Avg Bars in Losers 286 77 529 88 13 143
Bars Traded 5106 844 4262 5106 844 4262
Profit Streak 109.1579 180.4913 0 109.1579 180.4913 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -742496 -480080 -576936 -151873 594335 319404
Evaluation Data
{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5657,
    "evaluation_days": 1885.67,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1603353600000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760010446639,
    "expiration_time": 1764884448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 218,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            -9455173.326536676,
            10123.8320766048,
            -9465297.158613283,
            131179851.33299501,
            51518737.6882532,
            79661113.64474182
        ],
        [
            -9455.173327,
            10.123832,
            -9465.297159,
            131179.851333,
            51518.737688,
            79661.113645
        ],
        [
            -5.014225,
            0.005369,
            -5.019594,
            0.381488,
            0.331809,
            0.354965
        ],
        [
            10703.902439,
            10703.902439,
            10703.902439,
            10703.902439,
            10703.902439,
            10703.902439
        ],
        [
            -9579910,
            -105803,
            -9531467,
            -20836342,
            -6223672,
            -29093895
        ],
        [
            0.035393,
            1.081056,
            0.021897,
            2.916796,
            4.453705,
            2.488434
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            48,
            24,
            24,
            28,
            17,
            11
        ],
        [
            13,
            7,
            6,
            33,
            14,
            19
        ],
        [
            78.688525,
            77.419355,
            80,
            45.901639,
            54.83871,
            36.666667
        ],
        [
            0.009586,
            0.315308,
            0.005474,
            3.437653,
            3.667757,
            4.298204
        ],
        [
            23716,
            16410,
            23716,
            81093148,
            13413322,
            81093148
        ],
        [
            -9061817,
            -53841,
            -9061817,
            -17142741,
            -6223672,
            -17142741
        ],
        [
            83,
            27,
            142,
            83,
            27,
            142
        ],
        [
            28,
            12,
            45,
            78,
            38,
            140
        ],
        [
            286,
            77,
            529,
            88,
            13,
            143
        ],
        [
            5106,
            844,
            4262,
            5106,
            844,
            4262
        ],
        [
            109.157947,
            180.49128,
            0,
            109.157947,
            180.491281,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -742496,
            -480080,
            -576936,
            -151873,
            594335,
            319404
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5657,
    "evaluation_days": 1885.67,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1603353600000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760010446639,
    "expiration_time": 1764884448000,
    "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": 218,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)