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Trade: SOL/USDT/120/FWMA/KCL/8425

Strategy
SOL/USDT/120/FWMA/KCL/8425
Pair
SOL_USDT
Interval
2h
Score
467786
Daily Profit
0.376600
Profit Factor
1.611130
Profitability
58.823529
Streak
85.369857
Best Strategy
Training Data Length
1859.330000
Evaluation Time
2025-09-14 03:52
Expiration Time
2025-11-20 00:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2859659.9036 43580.2 -2903240.1035 -12431785.4885 -120804050.0692 108372264.5807
Total P&L (%) -2859.6599 43.5802 -2903.2401 -12431.7855 -120804.0501 108372.2646
Avg Daily Profit (%) -1.538 0.0234 -1.5614 0 0 0.3766
Buy And Hold Return (%) 5460.5967 5460.5967 5460.5967 5460.5967 5460.5967 5460.5967
Max Trade Drawdown -3073823 -109151 -3039659 -201348744 -163379092 -101318056
Profit Factor 0.2246 1.1721 0.1547 0.9689 0.4564 1.6111
Total Trades 273 137 136 273 137 136
Winning Trades 222 105 117 147 67 80
Losing Trades 51 32 19 126 70 56
Profitability (%) 81.3187 76.6423 86.0294 53.8462 48.9051 58.8235
Ratio Avg Win / Avg Loss 0.0516 0.3572 0.0251 0.8305 0.4768 1.1278
Largest Winning Trade 18242 12337 18242 47447029 8234878 47447029
Largest Losing Trade -2067678 -47087 -2067678 -78752272 -78752272 -65581377
Avg Bars in Trades 78 30 127 78 30 127
Avg Bars in Winners 26 11 40 70 20 111
Avg Bars in Losers 304 91 663 89 39 150
Bars Traded 21518 4144 17374 21518 4144 17374
Profit Streak 43.1199 98.7032 0 0 0 85.3699
Trades During Streak 1 5 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574780 -355238 -576218 -578851 -581394 467786

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22312,
    "evaluation_days": 1859.33,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1598882400000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757811155671,
    "expiration_time": 1763591270400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 245,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            -2859659.9035589956,
            43580.1999710544,
            -2903240.1035300493,
            -12431785.488537058,
            -120804050.06918988,
            108372264.5806527
        ],
        [
            -2859.659904,
            43.5802,
            -2903.240104,
            -12431.785489,
            -120804.050069,
            108372.264581
        ],
        [
            -1.538006,
            0.023439,
            -1.561444,
            0,
            0,
            0.3766
        ],
        [
            5460.596687,
            5460.596687,
            5460.596687,
            5460.596687,
            5460.596687,
            5460.596687
        ],
        [
            -3073823,
            -109151,
            -3039659,
            -201348744,
            -163379092,
            -101318056
        ],
        [
            0.224578,
            1.1721,
            0.15472,
            0.968885,
            0.456363,
            1.61113
        ],
        [
            273,
            137,
            136,
            273,
            137,
            136
        ],
        [
            222,
            105,
            117,
            147,
            67,
            80
        ],
        [
            51,
            32,
            19,
            126,
            70,
            56
        ],
        [
            81.318681,
            76.642336,
            86.029412,
            53.846154,
            48.905109,
            58.823529
        ],
        [
            0.051592,
            0.357211,
            0.025125,
            0.830473,
            0.476797,
            1.127791
        ],
        [
            18242,
            12337,
            18242,
            47447029,
            8234878,
            47447029
        ],
        [
            -2067678,
            -47087,
            -2067678,
            -78752272,
            -78752272,
            -65581377
        ],
        [
            78,
            30,
            127,
            78,
            30,
            127
        ],
        [
            26,
            11,
            40,
            70,
            20,
            111
        ],
        [
            304,
            91,
            663,
            89,
            39,
            150
        ],
        [
            21518,
            4144,
            17374,
            21518,
            4144,
            17374
        ],
        [
            43.119857,
            98.703191,
            0,
            0,
            0,
            85.369857
        ],
        [
            1,
            5,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574780,
            -355238,
            -576218,
            -578851,
            -581394,
            467786
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22312,
    "evaluation_days": 1859.33,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1598882400000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757811155671,
    "expiration_time": 1763591270400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 245,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)