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Trade: SOL/USDT/120/DCM/MIDPOINT/5733

Strategy
SOL/USDT/120/DCM/MIDPOINT/5733
Pair
SOL_USDT
Interval
2h
Score
405869
Daily Profit
0.317922
Profit Factor
1.604633
Profitability
44.274809
Streak
37.444733
Best Strategy
Training Data Length
1863.500000
Evaluation Time
2025-09-18 07:40
Expiration Time
2025-11-24 08:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1581358.3473 1511062.0648 70296.2825 36958130.2292 41258441.217 -4300310.9878
Total P&L (%) 1581.3583 1511.0621 70.2963 36958.1302 41258.4412 -4300.311
Avg Daily Profit (%) 0.8486 0.8109 0.0377 0.3179 0.3238 0
Buy And Hold Return (%) 5725.3693 5725.3693 5725.3693 5725.3693 5725.3693 5725.3693
Max Trade Drawdown -65524 -88735 -79955 -18418751 -8425869 -13765070
Profit Factor 3.775 6.0565 1.2594 1.6046 2.3568 0.86
Total Trades 131 65 66 131 65 66
Winning Trades 58 28 30 58 28 30
Losing Trades 73 37 36 73 37 36
Profitability (%) 44.2748 43.0769 45.4545 44.2748 43.0769 45.4545
Ratio Avg Win / Avg Loss 4.7513 8.0033 1.5113 2.0196 3.1143 1.032
Largest Winning Trade 723947 723947 68949 12105037 12105037 7874657
Largest Losing Trade -21469 -19865 -21469 -4914172 -4914172 -4402490
Avg Bars in Trades 165 168 163 165 168 163
Avg Bars in Winners 267 292 244 267 292 244
Avg Bars in Losers 84 75 95 84 75 95
Bars Traded 21739 10966 10773 21739 10966 10773
Profit Streak 37.4447 37.4447 80.2781 37.4447 37.4447 80.2781
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -146118 -278179 -432197 405869 -120520 -703969

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22362,
    "evaluation_days": 1863.5,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1598846400000,
    "last_datapoint_time": 1758168000000,
    "evaluation_time": 1758170424977,
    "expiration_time": 1763964230400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 30,
            "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": [
        [
            1581358.3473133019,
            1511062.0648448416,
            70296.2824684597,
            36958130.22923835,
            41258441.21699035,
            -4300310.987751997
        ],
        [
            1581.358347,
            1511.062065,
            70.296282,
            36958.130229,
            41258.441217,
            -4300.310988
        ],
        [
            0.848596,
            0.810873,
            0.037723,
            0.317922,
            0.323832,
            0
        ],
        [
            5725.369347,
            5725.369347,
            5725.369347,
            5725.369347,
            5725.369347,
            5725.369347
        ],
        [
            -65524,
            -88735,
            -79955,
            -18418751,
            -8425869,
            -13765070
        ],
        [
            3.775037,
            6.056518,
            1.25938,
            1.604633,
            2.356775,
            0.859997
        ],
        [
            131,
            65,
            66,
            131,
            65,
            66
        ],
        [
            58,
            28,
            30,
            58,
            28,
            30
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            44.274809,
            43.076923,
            45.454545,
            44.274809,
            43.076923,
            45.454545
        ],
        [
            4.75134,
            8.003256,
            1.511256,
            2.019624,
            3.11431,
            1.031996
        ],
        [
            723947,
            723947,
            68949,
            12105037,
            12105037,
            7874657
        ],
        [
            -21469,
            -19865,
            -21469,
            -4914172,
            -4914172,
            -4402490
        ],
        [
            165,
            168,
            163,
            165,
            168,
            163
        ],
        [
            267,
            292,
            244,
            267,
            292,
            244
        ],
        [
            84,
            75,
            95,
            84,
            75,
            95
        ],
        [
            21739,
            10966,
            10773,
            21739,
            10966,
            10773
        ],
        [
            37.444733,
            37.444733,
            80.278067,
            37.444733,
            37.444734,
            80.278067
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -146118,
            -278179,
            -432197,
            405869,
            -120520,
            -703969
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22362,
    "evaluation_days": 1863.5,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1598846400000,
    "last_datapoint_time": 1758168000000,
    "evaluation_time": 1758170424977,
    "expiration_time": 1763964230400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 30,
            "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)