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Trade: SOL/USDT/120/FWMA/KCL/5788

Strategy
SOL/USDT/120/FWMA/KCL/5788
Pair
SOL_USDT
Interval
2h
Score
399066
Daily Profit
0.348820
Profit Factor
1.286821
Profitability
72.222222
Streak
100.506178
Best Strategy
Training Data Length
1853.830000
Evaluation Time
2025-09-08 15:08
Expiration Time
2025-11-14 07:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2708020.2132 14524.7102 -2722544.9234 50135540.9089 -13369911.3341 63505452.243
Total P&L (%) -2708.0202 14.5247 -2722.5449 50135.5409 -13369.9113 63505.4522
Avg Daily Profit (%) -1.4608 0.0078 -1.4686 0.336 0 0.3488
Buy And Hold Return (%) 6069.2991 6069.2991 6069.2991 6069.2991 6069.2991 6069.2991
Max Trade Drawdown -2817895 -25320 -2817818 -109843612 -20204674 -109000250
Profit Factor 0.1552 1.2522 0.1352 1.195 0.6261 1.2868
Total Trades 73 37 36 73 37 36
Winning Trades 50 24 26 48 22 26
Losing Trades 23 13 10 25 15 10
Profitability (%) 68.4932 64.8649 72.2222 65.7534 59.4595 72.2222
Ratio Avg Win / Avg Loss 0.0714 0.6783 0.052 0.6224 0.4269 0.4949
Largest Winning Trade 50595 16124 50595 102206519 3831127 102206519
Largest Losing Trade -1614390 -25320 -1614390 -104823791 -19849873 -104823791
Avg Bars in Trades 286 4 575 286 4 575
Avg Bars in Winners 150 3 286 239 3 438
Avg Bars in Losers 580 6 1327 376 6 932
Bars Traded 20894 160 20734 20894 160 20734
Profit Streak 100.5062 194.9228 100.5062 100.5062 194.9228 100.5062
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -653024 -346442 -577339 -71146 -577908 399066

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22246,
    "evaluation_days": 1853.83,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1598277600000,
    "last_datapoint_time": 1757332800000,
    "evaluation_time": 1757333333814,
    "expiration_time": 1763098963200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 32,
            "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": [
        [
            -2708020.2131572086,
            14524.7102020284,
            -2722544.9233592376,
            50135540.908862606,
            -13369911.33411267,
            63505452.24297525
        ],
        [
            -2708.020213,
            14.52471,
            -2722.544923,
            50135.540909,
            -13369.911334,
            63505.452243
        ],
        [
            -1.460771,
            0.007835,
            -1.468605,
            0.336048,
            0,
            0.34882
        ],
        [
            6069.299055,
            6069.299055,
            6069.299055,
            6069.299055,
            6069.299055,
            6069.299055
        ],
        [
            -2817895,
            -25320,
            -2817818,
            -109843612,
            -20204674,
            -109000250
        ],
        [
            0.155223,
            1.252176,
            0.135153,
            1.194953,
            0.626088,
            1.286821
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            50,
            24,
            26,
            48,
            22,
            26
        ],
        [
            23,
            13,
            10,
            25,
            15,
            10
        ],
        [
            68.493151,
            64.864865,
            72.222222,
            65.753425,
            59.459459,
            72.222222
        ],
        [
            0.071403,
            0.678262,
            0.051982,
            0.622371,
            0.426878,
            0.494931
        ],
        [
            50595,
            16124,
            50595,
            102206519,
            3831127,
            102206519
        ],
        [
            -1614390,
            -25320,
            -1614390,
            -104823791,
            -19849873,
            -104823791
        ],
        [
            286,
            4,
            575,
            286,
            4,
            575
        ],
        [
            150,
            3,
            286,
            239,
            3,
            438
        ],
        [
            580,
            6,
            1327,
            376,
            6,
            932
        ],
        [
            20894,
            160,
            20734,
            20894,
            160,
            20734
        ],
        [
            100.506178,
            194.922845,
            100.506178,
            100.506178,
            194.922845,
            100.506178
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -653024,
            -346442,
            -577339,
            -71146,
            -577908,
            399066
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22246,
    "evaluation_days": 1853.83,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1598277600000,
    "last_datapoint_time": 1757332800000,
    "evaluation_time": 1757333333814,
    "expiration_time": 1763098963200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 32,
            "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)