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Trade: SOL/USDT/120/FWMA/KCL/5636

Strategy
SOL/USDT/120/FWMA/KCL/5636
Pair
SOL_USDT
Interval
2h
Score
467042
Daily Profit
0.376935
Profit Factor
1.796937
Profitability
60.000000
Streak
0.000000
Best Strategy
Training Data Length
1864.420000
Evaluation Time
2025-09-19 05:34
Expiration Time
2025-11-25 06:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2972610.7536 16594.4114 -2989205.165 -5793698.8724 -116951664.959 111157966.0866
Total P&L (%) -2972.6108 16.5944 -2989.2052 -5793.6989 -116951.665 111157.9661
Avg Daily Profit (%) -1.5944 0.0089 -1.6033 0 0 0.3769
Buy And Hold Return (%) 5407.5927 5407.5927 5407.5927 5407.5927 5407.5927 5407.5927
Max Trade Drawdown -3156339 -114943 -3099575 -183577282 -149770222 -81211163
Profit Factor 0.2176 1.0552 0.1456 0.9836 0.4538 1.7969
Total Trades 291 146 145 291 146 145
Winning Trades 237 112 125 168 81 87
Losing Trades 54 34 20 123 65 58
Profitability (%) 81.4433 76.7123 86.2069 57.732 55.4795 60
Ratio Avg Win / Avg Loss 0.0496 0.3203 0.0233 0.7201 0.3642 1.198
Largest Winning Trade 21336 21336 20463 43123290 6288005 43123290
Largest Losing Trade -2101064 -47732 -2101064 -76793064 -76793064 -49428493
Avg Bars in Trades 74 37 111 74 37 111
Avg Bars in Winners 26 13 37 62 23 99
Avg Bars in Losers 283 113 573 89 53 129
Bars Traded 21546 5413 16133 21546 5413 16133
Profit Streak 48.7739 102.3573 48.7739 0 0 0
Trades During Streak 5 7 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -573677 -503105 -575188 -578253 -580235 467042

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22373,
    "evaluation_days": 1864.42,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1598788800000,
    "last_datapoint_time": 1758247200000,
    "evaluation_time": 1758249268617,
    "expiration_time": 1764046281600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 232,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            -2972610.753589397,
            16594.4114407872,
            -2989205.165030182,
            -5793698.8723996235,
            -116951664.95896554,
            111157966.0865659
        ],
        [
            -2972.610754,
            16.594411,
            -2989.205165,
            -5793.698872,
            -116951.664959,
            111157.966087
        ],
        [
            -1.594389,
            0.008901,
            -1.60329,
            0,
            0,
            0.376935
        ],
        [
            5407.592675,
            5407.592675,
            5407.592675,
            5407.592675,
            5407.592675,
            5407.592675
        ],
        [
            -3156339,
            -114943,
            -3099575,
            -183577282,
            -149770222,
            -81211163
        ],
        [
            0.217585,
            1.0552,
            0.145613,
            0.983615,
            0.453791,
            1.796937
        ],
        [
            291,
            146,
            145,
            291,
            146,
            145
        ],
        [
            237,
            112,
            125,
            168,
            81,
            87
        ],
        [
            54,
            34,
            20,
            123,
            65,
            58
        ],
        [
            81.443299,
            76.712329,
            86.206897,
            57.731959,
            55.479452,
            60
        ],
        [
            0.049576,
            0.320329,
            0.023298,
            0.720147,
            0.364153,
            1.197958
        ],
        [
            21336,
            21336,
            20463,
            43123290,
            6288005,
            43123290
        ],
        [
            -2101064,
            -47732,
            -2101064,
            -76793064,
            -76793064,
            -49428493
        ],
        [
            74,
            37,
            111,
            74,
            37,
            111
        ],
        [
            26,
            13,
            37,
            62,
            23,
            99
        ],
        [
            283,
            113,
            573,
            89,
            53,
            129
        ],
        [
            21546,
            5413,
            16133,
            21546,
            5413,
            16133
        ],
        [
            48.773942,
            102.357276,
            48.773942,
            0,
            0,
            0
        ],
        [
            5,
            7,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -573677,
            -503105,
            -575188,
            -578253,
            -580235,
            467042
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22373,
    "evaluation_days": 1864.42,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1598788800000,
    "last_datapoint_time": 1758247200000,
    "evaluation_time": 1758249268617,
    "expiration_time": 1764046281600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 232,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)