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Trade: SOL/USDT/120/DCM/HILO/4358

Strategy
SOL/USDT/120/DCM/HILO/4358
Pair
SOL_USDT
Interval
2h
Score
303886
Daily Profit
0.291101
Profit Factor
1.575015
Profitability
46.788991
Streak
15.007122
Best Strategy
Training Data Length
1866.670000
Evaluation Time
2025-09-21 11:10
Expiration Time
2025-11-27 14:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 787451.8123 789398.0894 -1946.2771 8464963.9378 22623922.5174 -14158958.5795
Total P&L (%) 787.4518 789.3981 -1.9463 8464.9639 22623.9225 -14158.9586
Avg Daily Profit (%) 0.4218 0.4229 -0.001 0.2387 0.2911 0
Buy And Hold Return (%) 7722.8361 7722.8361 7722.8361 7722.8361 7722.8361 7722.8361
Max Trade Drawdown -97085 -73496 -143088 -11870055 -5325711 -20316058
Profit Factor 1.5959 2.4145 0.9975 1.0929 1.575 0.7265
Total Trades 435 218 217 435 218 217
Winning Trades 199 102 97 199 102 97
Losing Trades 236 116 120 236 116 120
Profitability (%) 45.7471 46.789 44.7005 45.7471 46.789 44.7005
Ratio Avg Win / Avg Loss 1.8926 2.7459 1.234 1.2961 1.7912 0.8988
Largest Winning Trade 98832 98832 41325 5469428 5469428 3374485
Largest Losing Trade -25220 -21758 -25220 -2174416 -1837069 -2174416
Avg Bars in Trades 51 49 53 51 49 53
Avg Bars in Winners 69 68 70 69 68 70
Avg Bars in Losers 35 31 38 35 31 38
Bars Traded 22232 10716 11516 22232 10716 11516
Profit Streak 12.5905 15.0071 0 12.5905 15.0071 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 -151606 -151311 -580592 -244621 303886 -582258

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22400,
    "evaluation_days": 1866.67,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1597982400000,
    "last_datapoint_time": 1758441600000,
    "evaluation_time": 1758442215385,
    "expiration_time": 1764247680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            787451.8122618215,
            789398.0894060534,
            -1946.2771442326,
            8464963.937846946,
            22623922.51735185,
            -14158958.579504915
        ],
        [
            787.451812,
            789.398089,
            -1.946277,
            8464.963938,
            22623.922517,
            -14158.95858
        ],
        [
            0.421848,
            0.422891,
            -0.001043,
            0.238691,
            0.291101,
            0
        ],
        [
            7722.83606,
            7722.83606,
            7722.83606,
            7722.83606,
            7722.83606,
            7722.83606
        ],
        [
            -97085,
            -73496,
            -143088,
            -11870055,
            -5325711,
            -20316058
        ],
        [
            1.595872,
            2.414515,
            0.997451,
            1.092895,
            1.575015,
            0.726549
        ],
        [
            435,
            218,
            217,
            435,
            218,
            217
        ],
        [
            199,
            102,
            97,
            199,
            102,
            97
        ],
        [
            236,
            116,
            120,
            236,
            116,
            120
        ],
        [
            45.747126,
            46.788991,
            44.700461,
            45.747126,
            46.788991,
            44.700461
        ],
        [
            1.892592,
            2.745919,
            1.23396,
            1.296097,
            1.791193,
            0.898824
        ],
        [
            98832,
            98832,
            41325,
            5469428,
            5469428,
            3374485
        ],
        [
            -25220,
            -21758,
            -25220,
            -2174416,
            -1837069,
            -2174416
        ],
        [
            51,
            49,
            53,
            51,
            49,
            53
        ],
        [
            69,
            68,
            70,
            69,
            68,
            70
        ],
        [
            35,
            31,
            38,
            35,
            31,
            38
        ],
        [
            22232,
            10716,
            11516,
            22232,
            10716,
            11516
        ],
        [
            12.590456,
            15.007122,
            0,
            12.590456,
            15.007122,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -151606,
            -151311,
            -580592,
            -244621,
            303886,
            -582258
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22400,
    "evaluation_days": 1866.67,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1597982400000,
    "last_datapoint_time": 1758441600000,
    "evaluation_time": 1758442215385,
    "expiration_time": 1764247680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)