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Trade: SOL/USDT/720/ZLMA/SSF/9936

Strategy
SOL/USDT/720/ZLMA/SSF/9936
Pair
SOL_USDT
Interval
12h
Score
341538
Daily Profit
0.302145
Profit Factor
2.263900
Profitability
47.222222
Streak
36.097854
Best Strategy
Training Data Length
1871.000000
Evaluation Time
2025-09-26 05:20
Expiration Time
2025-11-19 17:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1620636.4663 1659491.8928 -38855.4265 7487914.7612 28176449.5284 -20688534.7672
Total P&L (%) 1620.6365 1659.4919 -38.8554 7487.9148 28176.4495 -20688.5348
Avg Daily Profit (%) 0.8662 0.887 -0.0208 0.2316 0.3021 0
Buy And Hold Return (%) 9693.5331 9693.5331 9693.5331 9693.5331 9693.5331 9693.5331
Max Trade Drawdown -114580 -93557 -141627 -24834875 -7696681 -27928833
Profit Factor 3.8452 7.8962 0.8819 1.1181 2.2639 0.4966
Total Trades 73 36 37 73 36 37
Winning Trades 32 17 15 32 17 15
Losing Trades 41 19 22 41 19 22
Profitability (%) 43.8356 47.2222 40.5405 43.8356 47.2222 40.5405
Ratio Avg Win / Avg Loss 4.9266 8.8251 1.2934 1.4326 2.5302 0.7284
Largest Winning Trade 824992 824992 60269 19674400 19674400 4224470
Largest Losing Trade -53579 -43562 -53579 -8407999 -3146631 -8407999
Avg Bars in Trades 47 51 43 47 51 43
Avg Bars in Winners 70 71 70 70 71 70
Avg Bars in Losers 29 34 24 29 34 24
Bars Traded 3470 1870 1600 3470 1870 1600
Profit Streak 0 36.0979 0 0 36.0979 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -224281 -144547 -582784 -326739 341538 -584451
Evaluation Data
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3742,
    "evaluation_days": 1871,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1602979200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758853254591,
    "expiration_time": 1763564832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 24,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            1620636.466258493,
            1659491.8928047274,
            -38855.426546234,
            7487914.761185085,
            28176449.52840755,
            -20688534.767222468
        ],
        [
            1620.636466,
            1659.491893,
            -38.855427,
            7487.914761,
            28176.449528,
            -20688.534767
        ],
        [
            0.866187,
            0.886955,
            -0.020767,
            0.231649,
            0.302145,
            0
        ],
        [
            9693.53313,
            9693.53313,
            9693.53313,
            9693.53313,
            9693.53313,
            9693.53313
        ],
        [
            -114580,
            -93557,
            -141627,
            -24834875,
            -7696681,
            -27928833
        ],
        [
            3.845178,
            7.896174,
            0.881887,
            1.11812,
            2.2639,
            0.496617
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            41,
            19,
            22,
            41,
            19,
            22
        ],
        [
            43.835616,
            47.222222,
            40.540541,
            43.835616,
            47.222222,
            40.540541
        ],
        [
            4.926634,
            8.825136,
            1.293434,
            1.432592,
            2.530241,
            0.728372
        ],
        [
            824992,
            824992,
            60269,
            19674400,
            19674400,
            4224470
        ],
        [
            -53579,
            -43562,
            -53579,
            -8407999,
            -3146631,
            -8407999
        ],
        [
            47,
            51,
            43,
            47,
            51,
            43
        ],
        [
            70,
            71,
            70,
            70,
            71,
            70
        ],
        [
            29,
            34,
            24,
            29,
            34,
            24
        ],
        [
            3470,
            1870,
            1600,
            3470,
            1870,
            1600
        ],
        [
            0,
            36.097854,
            0,
            0,
            36.097854,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -224281,
            -144547,
            -582784,
            -326739,
            341538,
            -584451
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3742,
    "evaluation_days": 1871,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1602979200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758853254591,
    "expiration_time": 1763564832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 24,
            "offset": 0,
            "poles": 3
        }
    }
}

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)