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Trade: SOL/USDT/480/SINWMA/MIDPRICE/9534

Strategy
SOL/USDT/480/SINWMA/MIDPRICE/9534
Pair
SOL_USDT
Interval
8h
Score
464084
Daily Profit
0.270955
Profit Factor
3.386847
Profitability
58.620690
Streak
229.925110
Best Strategy
Training Data Length
1870.330000
Evaluation Time
2025-09-24 09:12
Expiration Time
2025-11-19 04:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1682916.2405 1661461.466 21454.7744 13452043.6381 15673177.0899 -2221133.4519
Total P&L (%) 1682.9162 1661.4615 21.4548 13452.0436 15673.1771 -2221.1335
Avg Daily Profit (%) 0.8998 0.8883 0.0115 0.2628 0.271 0
Buy And Hold Return (%) 6708.876 6708.876 6708.876 6708.876 6708.876 6708.876
Max Trade Drawdown -87046 -33270 -98859 -7052236 -3651898 -4665071
Profit Factor 5.6648 11.4754 1.1061 2.0247 3.3868 0.6615
Total Trades 58 29 29 58 29 29
Winning Trades 29 17 12 29 17 12
Losing Trades 29 12 17 29 12 17
Profitability (%) 50 58.6207 41.3793 50 58.6207 41.3793
Ratio Avg Win / Avg Loss 5.6648 8.1003 1.567 2.0247 2.3907 0.9371
Largest Winning Trade 949072 949072 66930 7330763 7330763 2413564
Largest Losing Trade -69291 -30935 -69291 -2704365 -2704365 -1727201
Avg Bars in Trades 89 92 86 89 92 86
Avg Bars in Winners 130 134 126 130 134 126
Avg Bars in Losers 48 34 57 48 34 57
Bars Traded 5191 2688 2503 5191 2688 2503
Profit Streak 0 229.9251 0 0 229.9251 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 -323742 -141588 -449374 -173932 464084 -584185

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5611,
    "evaluation_days": 1870.33,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1600934400000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758694329530,
    "expiration_time": 1763519904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 33,
            "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": [
        [
            1682916.2404805042,
            1661461.4660335516,
            21454.7744469532,
            13452043.638063017,
            15673177.089933963,
            -2221133.4518709434
        ],
        [
            1682.91624,
            1661.461466,
            21.454774,
            13452.043638,
            15673.17709,
            -2221.133452
        ],
        [
            0.899796,
            0.888325,
            0.011471,
            0.262818,
            0.270955,
            0
        ],
        [
            6708.875974,
            6708.875974,
            6708.875974,
            6708.875974,
            6708.875974,
            6708.875974
        ],
        [
            -87046,
            -33270,
            -98859,
            -7052236,
            -3651898,
            -4665071
        ],
        [
            5.664821,
            11.475449,
            1.106126,
            2.02468,
            3.386847,
            0.661493
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            29,
            17,
            12,
            29,
            17,
            12
        ],
        [
            29,
            12,
            17,
            29,
            12,
            17
        ],
        [
            50,
            58.62069,
            41.37931,
            50,
            58.62069,
            41.37931
        ],
        [
            5.664821,
            8.100317,
            1.567012,
            2.02468,
            2.390716,
            0.937115
        ],
        [
            949072,
            949072,
            66930,
            7330763,
            7330763,
            2413564
        ],
        [
            -69291,
            -30935,
            -69291,
            -2704365,
            -2704365,
            -1727201
        ],
        [
            89,
            92,
            86,
            89,
            92,
            86
        ],
        [
            130,
            134,
            126,
            130,
            134,
            126
        ],
        [
            48,
            34,
            57,
            48,
            34,
            57
        ],
        [
            5191,
            2688,
            2503,
            5191,
            2688,
            2503
        ],
        [
            0,
            229.92511,
            0,
            0,
            229.92511,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
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            1.45,
            0.8,
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        ],
        [
            -323742,
            -141588,
            -449374,
            -173932,
            464084,
            -584185
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5611,
    "evaluation_days": 1870.33,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1600934400000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758694329530,
    "expiration_time": 1763519904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 33,
            "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)