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Trade: SOL/USDT/360/SSF/MIDPRICE/5011

Strategy
SOL/USDT/360/SSF/MIDPRICE/5011
Pair
SOL_USDT
Interval
6h
Score
362208
Daily Profit
0.327041
Profit Factor
1.517034
Profitability
43.537415
Streak
32.733039
Best Strategy
Training Data Length
1870.000000
Evaluation Time
2025-09-24 08:35
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 1241176.4784 1165607.6146 75568.8638 44740475.5213 53058735.2577 -8318259.7364
Total P&L (%) 1241.1765 1165.6076 75.5689 44740.4755 53058.7353 -8318.2597
Avg Daily Profit (%) 0.6637 0.6233 0.0404 0.327 0.3362 0
Buy And Hold Return (%) 5990.8214 5990.8214 5990.8214 5990.8214 5990.8214 5990.8214
Max Trade Drawdown -119557 -97957 -122806 -11665756 -7771091 -15732065
Profit Factor 2.8976 5.3246 1.1965 1.517 2.6868 0.849
Total Trades 147 74 73 147 74 73
Winning Trades 64 32 32 64 32 32
Losing Trades 83 42 41 83 42 41
Profitability (%) 43.5374 43.2432 43.8356 43.5374 43.2432 43.8356
Ratio Avg Win / Avg Loss 3.7578 6.9885 1.533 1.9674 3.5264 1.0877
Largest Winning Trade 423519 423519 62218 12481926 12481926 11642944
Largest Losing Trade -33364 -18249 -33364 -6644544 -5398617 -6644544
Avg Bars in Trades 50 52 48 50 52 48
Avg Bars in Winners 79 83 75 79 83 75
Avg Bars in Losers 28 29 27 28 29 27
Bars Traded 7455 3901 3554 7455 3901 3554
Profit Streak 32.733 33.483 0 32.733 33.483 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 -149827 -212633 -382318 362208 -52217 -653466

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7480,
    "evaluation_days": 1870,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1597449600000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758692134592,
    "expiration_time": 1763519040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 105,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 16,
            "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": [
        [
            1241176.478407603,
            1165607.6146490464,
            75568.8637585565,
            44740475.521334,
            53058735.257734306,
            -8318259.736400309
        ],
        [
            1241.176478,
            1165.607615,
            75.568864,
            44740.475521,
            53058.735258,
            -8318.259736
        ],
        [
            0.663731,
            0.62332,
            0.040411,
            0.327041,
            0.336172,
            0
        ],
        [
            5990.821369,
            5990.821369,
            5990.821369,
            5990.821369,
            5990.821369,
            5990.821369
        ],
        [
            -119557,
            -97957,
            -122806,
            -11665756,
            -7771091,
            -15732065
        ],
        [
            2.897551,
            5.324598,
            1.196505,
            1.517034,
            2.686782,
            0.848971
        ],
        [
            147,
            74,
            73,
            147,
            74,
            73
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            43.537415,
            43.243243,
            43.835616,
            43.537415,
            43.243243,
            43.835616
        ],
        [
            3.757761,
            6.988535,
            1.533022,
            1.967404,
            3.526401,
            1.087744
        ],
        [
            423519,
            423519,
            62218,
            12481926,
            12481926,
            11642944
        ],
        [
            -33364,
            -18249,
            -33364,
            -6644544,
            -5398617,
            -6644544
        ],
        [
            50,
            52,
            48,
            50,
            52,
            48
        ],
        [
            79,
            83,
            75,
            79,
            83,
            75
        ],
        [
            28,
            29,
            27,
            28,
            29,
            27
        ],
        [
            7455,
            3901,
            3554,
            7455,
            3901,
            3554
        ],
        [
            32.733039,
            33.483039,
            0,
            32.733039,
            33.483039,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -149827,
            -212633,
            -382318,
            362208,
            -52217,
            -653466
        ]
    ]
}
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": 1597449600000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758692134592,
    "expiration_time": 1763519040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 105,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 16,
            "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)