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Trade: SOL/USDT/480/ZLMA/MIDPRICE/4138

Strategy
SOL/USDT/480/ZLMA/MIDPRICE/4138
Pair
SOL_USDT
Interval
8h
Score
358567
Daily Profit
0.305868
Profit Factor
1.916108
Profitability
46.153846
Streak
110.555185
Best Strategy
Training Data Length
1870.330000
Evaluation Time
2025-09-24 08:19
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 1398246.6191 1346456.0919 51790.5273 20527864.5586 30147564.6285 -9619700.0698
Total P&L (%) 1398.2466 1346.4561 51.7905 20527.8646 30147.5646 -9619.7001
Avg Daily Profit (%) 0.7476 0.7199 0.0277 0.2853 0.3059 0
Buy And Hold Return (%) 6584.6047 6584.6047 6584.6047 6584.6047 6584.6047 6584.6047
Max Trade Drawdown -91827 -60842 -74722 -40068824 -21376848 -27479161
Profit Factor 3.9951 7.7559 1.1936 1.2513 1.9161 0.8027
Total Trades 79 39 40 79 39 40
Winning Trades 40 18 22 40 18 22
Losing Trades 39 21 18 39 21 18
Profitability (%) 50.6329 46.1538 55 50.6329 46.1538 55
Ratio Avg Win / Avg Loss 3.8953 9.0486 0.9766 1.2201 2.2355 0.6568
Largest Winning Trade 477860 477860 62801 20908595 20908595 11481128
Largest Losing Trade -54000 -34663 -54000 -24625471 -10999534 -24625471
Avg Bars in Trades 68 70 65 68 70 65
Avg Bars in Winners 92 114 73 92 114 73
Avg Bars in Losers 43 33 55 43 33 55
Bars Traded 5386 2766 2619 5386 2766 2619
Profit Streak 75.5552 110.5552 75.5552 75.5552 110.5552 75.5552
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -176232 -145680 -329683 -24683 358567 -579543

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": 1600156800000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758691167995,
    "expiration_time": 1763519904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 29,
            "offset": 78
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 37,
            "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": [
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            1398246.6191312398,
            1346456.091879416,
            51790.5272518244,
            20527864.558631074,
            30147564.628459305,
            -9619700.069828225
        ],
        [
            1398.246619,
            1346.456092,
            51.790527,
            20527.864559,
            30147.564628,
            -9619.70007
        ],
        [
            0.747594,
            0.719903,
            0.027691,
            0.285341,
            0.305868,
            0
        ],
        [
            6584.604662,
            6584.604662,
            6584.604662,
            6584.604662,
            6584.604662,
            6584.604662
        ],
        [
            -91827,
            -60842,
            -74722,
            -40068824,
            -21376848,
            -27479161
        ],
        [
            3.995135,
            7.755927,
            1.193581,
            1.251337,
            1.916108,
            0.802739
        ],
        [
            79,
            39,
            40,
            79,
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            40
        ],
        [
            40,
            18,
            22,
            40,
            18,
            22
        ],
        [
            39,
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            18,
            39,
            21,
            18
        ],
        [
            50.632911,
            46.153846,
            55,
            50.632911,
            46.153846,
            55
        ],
        [
            3.895257,
            9.048582,
            0.976566,
            1.220053,
            2.23546,
            0.656787
        ],
        [
            477860,
            477860,
            62801,
            20908595,
            20908595,
            11481128
        ],
        [
            -54000,
            -34663,
            -54000,
            -24625471,
            -10999534,
            -24625471
        ],
        [
            68,
            70,
            65,
            68,
            70,
            65
        ],
        [
            92,
            114,
            73,
            92,
            114,
            73
        ],
        [
            43,
            33,
            55,
            43,
            33,
            55
        ],
        [
            5386,
            2766,
            2619,
            5386,
            2766,
            2619
        ],
        [
            75.555185,
            110.555185,
            75.555185,
            75.555185,
            110.555185,
            75.555185
        ],
        [
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        ],
        [
            0.8,
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        ],
        [
            -176232,
            -145680,
            -329683,
            -24683,
            358567,
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        ]
    ]
}
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": 1600156800000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758691167995,
    "expiration_time": 1763519904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 29,
            "offset": 78
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 37,
            "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)