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Trade: SOL/USDT/720/HWMA/KCL/1712

Strategy
SOL/USDT/720/HWMA/KCL/1712
Pair
SOL_USDT
Interval
12h
Score
416861
Daily Profit
0.375071
Profit Factor
1.462920
Profitability
46.448087
Streak
0.000000
Best Strategy
Training Data Length
1871.000000
Evaluation Time
2025-09-27 17:47
Expiration Time
2025-11-19 17:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -11035440.7546 24315.9836 -11059756.7382 110052661.9413 45008355.8175 65044306.1238
Total P&L (%) -11035.4408 24.316 -11059.7567 110052.6619 45008.3558 65044.3061
Avg Daily Profit (%) -5.8982 0.013 -5.9111 0.3751 0.3272 0.3469
Buy And Hold Return (%) 10850.928 10850.928 10850.928 10850.928 10850.928 10850.928
Max Trade Drawdown -11124365 -93965 -11121762 -60273002 -15337475 -60486155
Profit Factor 0.056 1.0923 0.0321 1.4629 1.5846 1.4046
Total Trades 183 92 91 183 92 91
Winning Trades 107 49 58 85 45 40
Losing Trades 76 43 33 98 47 51
Profitability (%) 58.4699 53.2609 63.7363 46.4481 48.913 43.956
Ratio Avg Win / Avg Loss 0.0398 0.9586 0.0183 1.6867 1.6551 1.7909
Largest Winning Trade 31000 25214 31000 117328473 29952071 117328473
Largest Losing Trade -10613740 -40316 -10613740 -41587458 -10600870 -41587458
Avg Bars in Trades 18 7 30 18 7 30
Avg Bars in Winners 8 5 12 16 8 26
Avg Bars in Losers 31 9 61 19 5 33
Bars Traded 3392 655 2737 3392 655 2737
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578443 -461515 -579030 416861 342544 280645
Evaluation Data
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3742,
    "evaluation_days": 1871,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1606737600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758984463837,
    "expiration_time": 1763564832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.86026,
            "nc": 0.5001
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 224,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            -11035440.754614757,
            24315.9836204121,
            -11059756.738235181,
            110052661.9413428,
            45008355.81751074,
            65044306.12383211
        ],
        [
            -11035.440755,
            24.315984,
            -11059.756738,
            110052.661941,
            45008.355818,
            65044.306124
        ],
        [
            -5.898151,
            0.012996,
            -5.911147,
            0.375071,
            0.327186,
            0.346896
        ],
        [
            10850.928045,
            10850.928045,
            10850.928045,
            10850.928045,
            10850.928045,
            10850.928045
        ],
        [
            -11124365,
            -93965,
            -11121762,
            -60273002,
            -15337475,
            -60486155
        ],
        [
            0.056008,
            1.092311,
            0.032119,
            1.46292,
            1.584647,
            1.404626
        ],
        [
            183,
            92,
            91,
            183,
            92,
            91
        ],
        [
            107,
            49,
            58,
            85,
            45,
            40
        ],
        [
            76,
            43,
            33,
            98,
            47,
            51
        ],
        [
            58.469945,
            53.26087,
            63.736264,
            46.448087,
            48.913043,
            43.956044
        ],
        [
            0.039781,
            0.958559,
            0.018274,
            1.686661,
            1.655076,
            1.790898
        ],
        [
            31000,
            25214,
            31000,
            117328473,
            29952071,
            117328473
        ],
        [
            -10613740,
            -40316,
            -10613740,
            -41587458,
            -10600870,
            -41587458
        ],
        [
            18,
            7,
            30,
            18,
            7,
            30
        ],
        [
            8,
            5,
            12,
            16,
            8,
            26
        ],
        [
            31,
            9,
            61,
            19,
            5,
            33
        ],
        [
            3392,
            655,
            2737,
            3392,
            655,
            2737
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -578443,
            -461515,
            -579030,
            416861,
            342544,
            280645
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3742,
    "evaluation_days": 1871,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1606737600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758984463837,
    "expiration_time": 1763564832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.86026,
            "nc": 0.5001
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 224,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)