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Trade: SOL/USDT/480/MIDPRICE/LINREG/2407

Strategy
SOL/USDT/480/MIDPRICE/LINREG/2407
Pair
SOL_USDT
Interval
8h
Score
505257
Daily Profit
0.308257
Profit Factor
3.048862
Profitability
63.333333
Streak
0.000000
Best Strategy
Training Data Length
1870.000000
Evaluation Time
2025-09-24 02:55
Expiration Time
2025-11-18 20:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1687559.0251 1664151.6033 23407.4218 20195779.6394 31493796.4445 -11298016.8052
Total P&L (%) 1687.559 1664.1516 23.4074 20195.7796 31493.7964 -11298.0168
Avg Daily Profit (%) 0.9024 0.8899 0.0125 0.2845 0.3083 0
Buy And Hold Return (%) 8370.3798 8370.3798 8370.3798 8370.3798 8370.3798 8370.3798
Max Trade Drawdown -76611 -66514 -91133 -15069167 -4403638 -18216399
Profit Factor 5.0779 10.4352 1.0986 1.499 3.0489 0.5499
Total Trades 60 30 30 60 30 30
Winning Trades 33 19 14 33 19 14
Losing Trades 27 11 16 27 11 16
Profitability (%) 55 63.3333 46.6667 55 63.3333 46.6667
Ratio Avg Win / Avg Loss 4.1546 6.0415 1.2555 1.2264 1.7651 0.6285
Largest Winning Trade 884258 884258 64759 19235362 19235362 4994280
Largest Losing Trade -47939 -47939 -32852 -5825150 -4397875 -5825150
Avg Bars in Trades 86 86 87 86 86 87
Avg Bars in Winners 104 104 104 104 104 104
Avg Bars in Losers 65 53 73 65 53 73
Bars Traded 5214 2581 2633 5214 2581 2633
Profit Streak 40.6632 0 41.9966 40.6632 0 41.9966
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -316973 -142324 -454782 -166380 505257 -581571

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5610,
    "evaluation_days": 1870,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1600243200000,
    "last_datapoint_time": 1758643200000,
    "evaluation_time": 1758671703567,
    "expiration_time": 1763490240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 94,
            "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": [
        [
            1687559.025111246,
            1664151.6033127855,
            23407.4217984602,
            20195779.63936023,
            31493796.444515772,
            -11298016.805155542
        ],
        [
            1687.559025,
            1664.151603,
            23.407422,
            20195.779639,
            31493.796445,
            -11298.016805
        ],
        [
            0.902438,
            0.889921,
            0.012517,
            0.284522,
            0.308257,
            0
        ],
        [
            8370.379846,
            8370.379846,
            8370.379846,
            8370.379846,
            8370.379846,
            8370.379846
        ],
        [
            -76611,
            -66514,
            -91133,
            -15069167,
            -4403638,
            -18216399
        ],
        [
            5.07786,
            10.435237,
            1.098575,
            1.498987,
            3.048862,
            0.549919
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            33,
            19,
            14,
            33,
            19,
            14
        ],
        [
            27,
            11,
            16,
            27,
            11,
            16
        ],
        [
            55,
            63.333333,
            46.666667,
            55,
            63.333333,
            46.666667
        ],
        [
            4.154613,
            6.041453,
            1.255514,
            1.226444,
            1.765131,
            0.628479
        ],
        [
            884258,
            884258,
            64759,
            19235362,
            19235362,
            4994280
        ],
        [
            -47939,
            -47939,
            -32852,
            -5825150,
            -4397875,
            -5825150
        ],
        [
            86,
            86,
            87,
            86,
            86,
            87
        ],
        [
            104,
            104,
            104,
            104,
            104,
            104
        ],
        [
            65,
            53,
            73,
            65,
            53,
            73
        ],
        [
            5214,
            2581,
            2633,
            5214,
            2581,
            2633
        ],
        [
            40.663236,
            0,
            41.996569,
            40.663236,
            0,
            41.996569
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -316973,
            -142324,
            -454782,
            -166380,
            505257,
            -581571
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5610,
    "evaluation_days": 1870,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1600243200000,
    "last_datapoint_time": 1758643200000,
    "evaluation_time": 1758671703567,
    "expiration_time": 1763490240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 94,
            "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)