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Trade: SOL/USDT/360/FWMA/MIDPRICE/7792

Strategy
SOL/USDT/360/FWMA/MIDPRICE/7792
Pair
SOL_USDT
Interval
6h
Score
314761
Daily Profit
0.286467
Profit Factor
2.756161
Profitability
45.000000
Streak
0.000000
Best Strategy
Training Data Length
1870.000000
Evaluation Time
2025-09-24 08:04
Expiration Time
2025-11-19 04:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2334594.0199 -1445.1295 -2333148.8904 -2633535.7293 -23579157.8645 20945622.1351
Total P&L (%) -2334.594 -1.4451 -2333.1489 -2633.5357 -23579.1579 20945.6221
Avg Daily Profit (%) -1.2484 -0.0008 -1.2477 0 0 0.2865
Buy And Hold Return (%) 7753.8572 7753.8572 7753.8572 7753.8572 7753.8572 7753.8572
Max Trade Drawdown -2473663 -153060 -2390648 -27408518 -24447898 -5799775
Profit Factor 0.1542 0.9938 0.077 0.9332 0.1425 2.7562
Total Trades 80 40 40 80 40 40
Winning Trades 59 32 27 30 12 18
Losing Trades 21 8 13 50 28 22
Profitability (%) 73.75 80 67.5 37.5 30 45
Ratio Avg Win / Avg Loss 0.0549 0.2484 0.0371 1.5553 0.3325 3.3686
Largest Winning Trade 27942 27942 19053 26332259 1313994 26332259
Largest Losing Trade -1618259 -60024 -1618259 -10603038 -10603038 -3380116
Avg Bars in Trades 85 83 88 85 83 88
Avg Bars in Winners 30 34 24 82 65 93
Avg Bars in Losers 242 279 220 88 91 83
Bars Traded 6875 3355 3520 6875 3355 3520
Profit Streak 52.9615 157.7115 52.9615 0 0 0
Trades During Streak 3 6 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -599790 -575419 -577918 -606638 -588527 314761
Evaluation Data
{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7480,
    "evaluation_days": 1870,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1601920800000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758690277482,
    "expiration_time": 1763519040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 40,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 223,
            "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": [
        [
            -2334594.0199265983,
            -1445.129494668,
            -2333148.89043193,
            -2633535.7293439466,
            -23579157.86448159,
            20945622.13513765
        ],
        [
            -2334.59402,
            -1.445129,
            -2333.14889,
            -2633.535729,
            -23579.157864,
            20945.622135
        ],
        [
            -1.248446,
            -0.000773,
            -1.247673,
            0,
            0,
            0.286467
        ],
        [
            7753.857175,
            7753.857175,
            7753.857175,
            7753.857175,
            7753.857175,
            7753.857175
        ],
        [
            -2473663,
            -153060,
            -2390648,
            -27408518,
            -24447898,
            -5799775
        ],
        [
            0.154181,
            0.993784,
            0.076951,
            0.9332,
            0.142495,
            2.756161
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            59,
            32,
            27,
            30,
            12,
            18
        ],
        [
            21,
            8,
            13,
            50,
            28,
            22
        ],
        [
            73.75,
            80,
            67.5,
            37.5,
            30,
            45
        ],
        [
            0.054878,
            0.248446,
            0.03705,
            1.555334,
            0.332488,
            3.368641
        ],
        [
            27942,
            27942,
            19053,
            26332259,
            1313994,
            26332259
        ],
        [
            -1618259,
            -60024,
            -1618259,
            -10603038,
            -10603038,
            -3380116
        ],
        [
            85,
            83,
            88,
            85,
            83,
            88
        ],
        [
            30,
            34,
            24,
            82,
            65,
            93
        ],
        [
            242,
            279,
            220,
            88,
            91,
            83
        ],
        [
            6875,
            3355,
            3520,
            6875,
            3355,
            3520
        ],
        [
            52.961545,
            157.711545,
            52.961545,
            0,
            0,
            0
        ],
        [
            3,
            6,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -599790,
            -575419,
            -577918,
            -606638,
            -588527,
            314761
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7480,
    "evaluation_days": 1870,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1601920800000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758690277482,
    "expiration_time": 1763519040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 40,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 223,
            "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)