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Trade: SOL/USDT/120/MIDPRICE/SSF/9948

Strategy
SOL/USDT/120/MIDPRICE/SSF/9948
Pair
SOL_USDT
Interval
2h
Score
357063
Daily Profit
0.352732
Profit Factor
1.834859
Profitability
43.333333
Streak
0.000000
Best Strategy
Training Data Length
1857.170000
Evaluation Time
2025-09-12 00:18
Expiration Time
2025-11-17 18:35

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1335636.6017 1254213.5491 81423.0527 46893324.873 69080369.4853 -22187044.6123
Total P&L (%) 1335.6366 1254.2135 81.4231 46893.3249 69080.3695 -22187.0446
Avg Daily Profit (%) 0.7192 0.6753 0.0438 0.3318 0.3527 0
Buy And Hold Return (%) 5625.0538 5625.0538 5625.0538 5625.0538 5625.0538 5625.0538
Max Trade Drawdown -114959 -108091 -60357 -49729547 -21223886 -36871043
Profit Factor 2.8734 4.6646 1.2197 1.279 1.8349 0.74
Total Trades 181 90 91 181 90 91
Winning Trades 75 39 36 75 39 36
Losing Trades 106 51 55 106 51 55
Profitability (%) 41.4365 43.3333 39.5604 41.4365 43.3333 39.5604
Ratio Avg Win / Avg Loss 4.0611 6.0998 1.8634 1.8076 2.3994 1.1306
Largest Winning Trade 391900 391900 66909 20377301 20377301 15721665
Largest Losing Trade -20416 -16379 -20416 -14035047 -14035047 -8861661
Avg Bars in Trades 120 123 117 120 123 117
Avg Bars in Winners 191 198 183 191 198 183
Avg Bars in Losers 70 66 74 70 66 74
Bars Traded 21806 11141 10665 21806 11141 10665
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -150199 -149034 -303793 282552 357063 -583482

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22286,
    "evaluation_days": 1857.17,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1598738400000,
    "last_datapoint_time": 1757620800000,
    "evaluation_time": 1757625502870,
    "expiration_time": 1763397331200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 52,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            1335636.6017108297,
            1254213.5490560227,
            81423.0526548071,
            46893324.87295464,
            69080369.48525009,
            -22187044.612295456
        ],
        [
            1335.636602,
            1254.213549,
            81.423053,
            46893.324873,
            69080.369485,
            -22187.044612
        ],
        [
            0.719178,
            0.675336,
            0.043843,
            0.331838,
            0.352732,
            0
        ],
        [
            5625.05375,
            5625.05375,
            5625.05375,
            5625.05375,
            5625.05375,
            5625.05375
        ],
        [
            -114959,
            -108091,
            -60357,
            -49729547,
            -21223886,
            -36871043
        ],
        [
            2.873442,
            4.664588,
            1.219659,
            1.278979,
            1.834859,
            0.740029
        ],
        [
            181,
            90,
            91,
            181,
            90,
            91
        ],
        [
            75,
            39,
            36,
            75,
            39,
            36
        ],
        [
            106,
            51,
            55,
            106,
            51,
            55
        ],
        [
            41.436464,
            43.333333,
            39.56044,
            41.436464,
            43.333333,
            39.56044
        ],
        [
            4.061132,
            6.099846,
            1.863368,
            1.807623,
            2.399431,
            1.130599
        ],
        [
            391900,
            391900,
            66909,
            20377301,
            20377301,
            15721665
        ],
        [
            -20416,
            -16379,
            -20416,
            -14035047,
            -14035047,
            -8861661
        ],
        [
            120,
            123,
            117,
            120,
            123,
            117
        ],
        [
            191,
            198,
            183,
            191,
            198,
            183
        ],
        [
            70,
            66,
            74,
            70,
            66,
            74
        ],
        [
            21806,
            11141,
            10665,
            21806,
            11141,
            10665
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -150199,
            -149034,
            -303793,
            282552,
            357063,
            -583482
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22286,
    "evaluation_days": 1857.17,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1598738400000,
    "last_datapoint_time": 1757620800000,
    "evaluation_time": 1757625502870,
    "expiration_time": 1763397331200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 52,
            "offset": 0,
            "poles": 2
        }
    }
}

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)