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Trade: SOL/USDT/120/FWMA/KCL/1356

Strategy
SOL/USDT/120/FWMA/KCL/1356
Pair
SOL_USDT
Interval
2h
Score
379494
Daily Profit
0.327742
Profit Factor
1.445924
Profitability
64.077670
Streak
80.980015
Best Strategy
Training Data Length
1855.920000
Evaluation Time
2025-09-10 18:31
Expiration Time
2025-11-16 11:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2208804.7194 72348.6967 -2281153.4161 -7960317.8913 -51244260.613 43283942.7216
Total P&L (%) -2208.8047 72.3487 -2281.1534 -7960.3179 -51244.2606 43283.9427
Avg Daily Profit (%) -1.1901 0.039 -1.2291 0 0 0.3277
Buy And Hold Return (%) 5124.7007 5124.7007 5124.7007 5124.7007 5124.7007 5124.7007
Max Trade Drawdown -2390654 -81104 -2394855 -104119316 -54227203 -74015572
Profit Factor 0.2511 1.3509 0.1684 0.9583 0.4537 1.4459
Total Trades 207 104 103 207 104 103
Winning Trades 165 77 88 118 52 66
Losing Trades 42 27 15 89 52 37
Profitability (%) 79.7101 74.0385 85.4369 57.0048 50 64.0777
Ratio Avg Win / Avg Loss 0.0639 0.4737 0.0287 0.7228 0.4537 0.8106
Largest Winning Trade 31167 31167 18377 31631155 7170976 31631155
Largest Losing Trade -1533908 -48549 -1533908 -42742438 -39688000 -42742438
Avg Bars in Trades 103 27 180 103 27 180
Avg Bars in Winners 39 10 65 87 16 144
Avg Bars in Losers 355 76 858 125 39 245
Bars Traded 21504 2893 18611 21504 2893 18611
Profit Streak 38.8967 180.23 0 0 0 80.98
Trades During Streak 1 11 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575296 -302914 -576362 -578786 -580777 379494

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22271,
    "evaluation_days": 1855.92,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1598868000000,
    "last_datapoint_time": 1757512800000,
    "evaluation_time": 1757518273274,
    "expiration_time": 1763285443200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 25,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 243,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            -2208804.719406456,
            72348.6967020091,
            -2281153.416108467,
            -7960317.89133734,
            -51244260.61298221,
            43283942.721644856
        ],
        [
            -2208.804719,
            72.348697,
            -2281.153416,
            -7960.317891,
            -51244.260613,
            43283.942722
        ],
        [
            -1.19014,
            0.038983,
            -1.229123,
            0,
            0,
            0.327742
        ],
        [
            5124.700711,
            5124.700711,
            5124.700711,
            5124.700711,
            5124.700711,
            5124.700711
        ],
        [
            -2390654,
            -81104,
            -2394855,
            -104119316,
            -54227203,
            -74015572
        ],
        [
            0.251092,
            1.350919,
            0.168433,
            0.958294,
            0.453703,
            1.445924
        ],
        [
            207,
            104,
            103,
            207,
            104,
            103
        ],
        [
            165,
            77,
            88,
            118,
            52,
            66
        ],
        [
            42,
            27,
            15,
            89,
            52,
            37
        ],
        [
            79.710145,
            74.038462,
            85.436893,
            57.004831,
            50,
            64.07767
        ],
        [
            0.063914,
            0.473699,
            0.02871,
            0.722781,
            0.453703,
            0.810594
        ],
        [
            31167,
            31167,
            18377,
            31631155,
            7170976,
            31631155
        ],
        [
            -1533908,
            -48549,
            -1533908,
            -42742438,
            -39688000,
            -42742438
        ],
        [
            103,
            27,
            180,
            103,
            27,
            180
        ],
        [
            39,
            10,
            65,
            87,
            16,
            144
        ],
        [
            355,
            76,
            858,
            125,
            39,
            245
        ],
        [
            21504,
            2893,
            18611,
            21504,
            2893,
            18611
        ],
        [
            38.896681,
            180.230015,
            0,
            0,
            0,
            80.980015
        ],
        [
            1,
            11,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575296,
            -302914,
            -576362,
            -578786,
            -580777,
            379494
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22271,
    "evaluation_days": 1855.92,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1598868000000,
    "last_datapoint_time": 1757512800000,
    "evaluation_time": 1757518273274,
    "expiration_time": 1763285443200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 25,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 243,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)