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Trade: SOL/USDT/15/KCL/ZLMA/8516

Strategy
SOL/USDT/15/KCL/ZLMA/8516
Pair
SOL_USDT
Interval
15m
Score
317162
Daily Profit
0.271033
Profit Factor
1.534989
Profitability
61.538462
Streak
39.831680
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 06:57
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 100710.0522 70582.3046 30127.7476 113918.4986 88227.4123 25691.0864
Total P&L (%) 100.7101 70.5823 30.1277 113.9185 88.2274 25.6911
Avg Daily Profit (%) 0.3867 0.271 0.1157 0.2924 0.2432 0.0878
Buy And Hold Return (%) 12.2328 12.2328 12.2328 12.2328 12.2328 12.2328
Max Trade Drawdown -39995 -42284 -16568 -46630 -50190 -34988
Profit Factor 1.6459 1.535 2.2554 1.4448 1.4247 1.5311
Total Trades 78 39 39 78 39 39
Winning Trades 49 24 25 49 24 25
Losing Trades 29 15 14 29 15 14
Profitability (%) 62.8205 61.5385 64.1026 62.8205 61.5385 64.1026
Ratio Avg Win / Avg Loss 0.9741 0.9594 1.263 0.8551 0.8904 0.8574
Largest Winning Trade 32835 32835 9416 46261 46261 12307
Largest Losing Trade -17636 -17636 -4738 -30833 -30833 -10940
Avg Bars in Trades 295 550 40 295 550 40
Avg Bars in Winners 265 507 34 265 507 34
Avg Bars in Losers 346 620 52 346 620 52
Bars Traded 23068 21485 1583 23068 21485 1583
Profit Streak 0 39.8317 0 0 39.8317 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -28677 317162 -38444 -30520 313845 -81622

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736495100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758859057157,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 160,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 235,
            "offset": 63
        }
    }
}
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": [
        [
            100710.0521767926,
            70582.304612098,
            30127.7475646946,
            113918.4986488837,
            88227.4122613746,
            25691.0863875091
        ],
        [
            100.710052,
            70.582305,
            30.127748,
            113.918499,
            88.227412,
            25.691086
        ],
        [
            0.386722,
            0.271033,
            0.115689,
            0.292426,
            0.243165,
            0.087842
        ],
        [
            12.232767,
            12.232767,
            12.232767,
            12.232767,
            12.232767,
            12.232767
        ],
        [
            -39995,
            -42284,
            -16568,
            -46630,
            -50190,
            -34988
        ],
        [
            1.64586,
            1.534989,
            2.25535,
            1.444796,
            1.424705,
            1.531071
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            49,
            24,
            25,
            49,
            24,
            25
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            62.820513,
            61.538462,
            64.102564,
            62.820513,
            61.538462,
            64.102564
        ],
        [
            0.97408,
            0.959368,
            1.262996,
            0.855083,
            0.89044,
            0.8574
        ],
        [
            32835,
            32835,
            9416,
            46261,
            46261,
            12307
        ],
        [
            -17636,
            -17636,
            -4738,
            -30833,
            -30833,
            -10940
        ],
        [
            295,
            550,
            40,
            295,
            550,
            40
        ],
        [
            265,
            507,
            34,
            265,
            507,
            34
        ],
        [
            346,
            620,
            52,
            346,
            620,
            52
        ],
        [
            23068,
            21485,
            1583,
            23068,
            21485,
            1583
        ],
        [
            0,
            39.83168,
            0,
            0,
            39.83168,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -28677,
            317162,
            -38444,
            -30520,
            313845,
            -81622
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736495100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758859057157,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 160,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 235,
            "offset": 63
        }
    }
}

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)