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Trade: SOL/USDT/120/LINREG/KCL/7146

Strategy
SOL/USDT/120/LINREG/KCL/7146
Pair
SOL_USDT
Interval
2h
Score
300115
Daily Profit
0.316438
Profit Factor
1.446177
Profitability
59.375000
Streak
0.000000
Best Strategy
Training Data Length
1862.420000
Evaluation Time
2025-09-17 06:33
Expiration Time
2025-11-23 05:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2378341.2841 40594.2291 -2418935.5133 17246219.4374 -18581997.0592 35828216.4966
Total P&L (%) -2378.3413 40.5942 -2418.9355 17246.2194 -18581.9971 35828.2165
Avg Daily Profit (%) -1.277 0.0218 -1.2988 0.2772 0 0.3164
Buy And Hold Return (%) 6869.8314 6869.8314 6869.8314 6869.8314 6869.8314 6869.8314
Max Trade Drawdown -2442986 -43983 -2470308 -62449417 -20674074 -58223347
Profit Factor 0.1614 1.5319 0.1235 1.161 0.3072 1.4462
Total Trades 65 33 32 65 33 32
Winning Trades 40 20 20 34 15 19
Losing Trades 25 13 12 31 18 13
Profitability (%) 61.5385 60.6061 62.5 52.3077 45.4545 59.375
Ratio Avg Win / Avg Loss 0.1009 0.9957 0.0741 1.0586 0.3686 0.9895
Largest Winning Trade 42431 30792 42431 23517112 2441484 23517112
Largest Losing Trade -1441703 -30126 -1441703 -57355867 -17535202 -57355867
Avg Bars in Trades 322 16 637 322 16 637
Avg Bars in Winners 148 11 285 290 12 510
Avg Bars in Losers 600 24 1224 357 20 824
Bars Traded 20966 556 20410 20966 556 20410
Profit Streak 45.3152 201.4818 0 45.3152 201.4818 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -714725 -327084 -579190 -173421 -581316 300115

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22349,
    "evaluation_days": 1862.42,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1597766400000,
    "last_datapoint_time": 1758074400000,
    "evaluation_time": 1758080029821,
    "expiration_time": 1763867260800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 90,
            "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": [
        [
            -2378341.284139345,
            40594.2291225171,
            -2418935.5132618626,
            17246219.437429443,
            -18581997.05921535,
            35828216.49664479
        ],
        [
            -2378.341284,
            40.594229,
            -2418.935513,
            17246.219437,
            -18581.997059,
            35828.216497
        ],
        [
            -1.277017,
            0.021796,
            -1.298813,
            0.277226,
            0,
            0.316438
        ],
        [
            6869.831411,
            6869.831411,
            6869.831411,
            6869.831411,
            6869.831411,
            6869.831411
        ],
        [
            -2442986,
            -43983,
            -2470308,
            -62449417,
            -20674074,
            -58223347
        ],
        [
            0.161403,
            1.531879,
            0.123502,
            1.160999,
            0.307158,
            1.446177
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            40,
            20,
            20,
            34,
            15,
            19
        ],
        [
            25,
            13,
            12,
            31,
            18,
            13
        ],
        [
            61.538462,
            60.606061,
            62.5,
            52.307692,
            45.454545,
            59.375
        ],
        [
            0.100877,
            0.995721,
            0.074101,
            1.058557,
            0.368589,
            0.98949
        ],
        [
            42431,
            30792,
            42431,
            23517112,
            2441484,
            23517112
        ],
        [
            -1441703,
            -30126,
            -1441703,
            -57355867,
            -17535202,
            -57355867
        ],
        [
            322,
            16,
            637,
            322,
            16,
            637
        ],
        [
            148,
            11,
            285,
            290,
            12,
            510
        ],
        [
            600,
            24,
            1224,
            357,
            20,
            824
        ],
        [
            20966,
            556,
            20410,
            20966,
            556,
            20410
        ],
        [
            45.31516,
            201.481827,
            0,
            45.31516,
            201.481827,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -714725,
            -327084,
            -579190,
            -173421,
            -581316,
            300115
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22349,
    "evaluation_days": 1862.42,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1597766400000,
    "last_datapoint_time": 1758074400000,
    "evaluation_time": 1758080029821,
    "expiration_time": 1763867260800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 90,
            "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)