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Trade: SOL/USDT/120/FWMA/HL2/4879

Strategy
SOL/USDT/120/FWMA/HL2/4879
Pair
SOL_USDT
Interval
2h
Score
470474
Daily Profit
0.285801
Profit Factor
1.949185
Profitability
55.263158
Streak
33.846967
Best Strategy
Training Data Length
1868.000000
Evaluation Time
2025-09-22 19:19
Expiration Time
2025-11-28 23:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1460459.3043 40248.301 -1500707.6053 18008.6852 20567535.8478 -20549527.1626
Total P&L (%) -1460.4593 40.2483 -1500.7076 18.0087 20567.5358 -20549.5272
Avg Daily Profit (%) -0.7818 0.0215 -0.8034 0.0089 0.2858 0
Buy And Hold Return (%) 4503.6211 4503.6211 4503.6211 4503.6211 4503.6211 4503.6211
Max Trade Drawdown -1674561 -173973 -1616489 -45009440 -8209862 -38147062
Profit Factor 0.4103 1.0805 0.2407 1.0002 1.9492 0.6486
Total Trades 455 228 227 455 228 227
Winning Trades 282 135 147 240 126 114
Losing Trades 173 93 80 215 102 113
Profitability (%) 61.978 59.2105 64.7577 52.7473 55.2632 50.2203
Ratio Avg Win / Avg Loss 0.2517 0.7443 0.131 0.896 1.5779 0.6429
Largest Winning Trade 38926 38926 29503 9498333 9205354 9498333
Largest Losing Trade -820207 -57965 -820207 -34842243 -5507884 -34842243
Avg Bars in Trades 47 46 48 47 46 48
Avg Bars in Winners 20 24 16 45 49 41
Avg Bars in Losers 92 79 107 50 43 56
Bars Traded 21725 10641 11084 21725 10641 11084
Profit Streak 33.6803 33.847 33.6803 33.6803 33.847 33.6803
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575400 -460689 -577691 -564529 470474 -579575

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22416,
    "evaluation_days": 1868,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1598896800000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758557977954,
    "expiration_time": 1764367027200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 245
        }
    }
}
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": [
        [
            -1460459.3043081881,
            40248.3009669046,
            -1500707.6052750929,
            18008.6852210384,
            20567535.847776625,
            -20549527.16255559
        ],
        [
            -1460.459304,
            40.248301,
            -1500.707605,
            18.008685,
            20567.535848,
            -20549.527163
        ],
        [
            -0.78183,
            0.021546,
            -0.803377,
            0.008865,
            0.285801,
            0
        ],
        [
            4503.62106,
            4503.62106,
            4503.62106,
            4503.62106,
            4503.62106,
            4503.62106
        ],
        [
            -1674561,
            -173973,
            -1616489,
            -45009440,
            -8209862,
            -38147062
        ],
        [
            0.410296,
            1.080486,
            0.240736,
            1.000225,
            1.949185,
            0.648575
        ],
        [
            455,
            228,
            227,
            455,
            228,
            227
        ],
        [
            282,
            135,
            147,
            240,
            126,
            114
        ],
        [
            173,
            93,
            80,
            215,
            102,
            113
        ],
        [
            61.978022,
            59.210526,
            64.757709,
            52.747253,
            55.263158,
            50.220264
        ],
        [
            0.251707,
            0.744335,
            0.131013,
            0.896035,
            1.577911,
            0.642886
        ],
        [
            38926,
            38926,
            29503,
            9498333,
            9205354,
            9498333
        ],
        [
            -820207,
            -57965,
            -820207,
            -34842243,
            -5507884,
            -34842243
        ],
        [
            47,
            46,
            48,
            47,
            46,
            48
        ],
        [
            20,
            24,
            16,
            45,
            49,
            41
        ],
        [
            92,
            79,
            107,
            50,
            43,
            56
        ],
        [
            21725,
            10641,
            11084,
            21725,
            10641,
            11084
        ],
        [
            33.6803,
            33.846967,
            33.6803,
            33.6803,
            33.846967,
            33.6803
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575400,
            -460689,
            -577691,
            -564529,
            470474,
            -579575
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22416,
    "evaluation_days": 1868,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1598896800000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758557977954,
    "expiration_time": 1764367027200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 245
        }
    }
}

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)