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Trade: SOL/USDT/120/PWMA/KCL/5441

Strategy
SOL/USDT/120/PWMA/KCL/5441
Pair
SOL_USDT
Interval
2h
Score
444934
Daily Profit
0.374118
Profit Factor
1.948931
Profitability
66.666667
Streak
0.000000
Best Strategy
Training Data Length
1855.750000
Evaluation Time
2025-09-10 14:41
Expiration Time
2025-11-16 07:22

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2547168.406 18047.5534 -2565215.9594 5403152.567 -96720500.1212 102123652.6882
Total P&L (%) -2547.1684 18.0476 -2565.216 5403.1526 -96720.5001 102123.6527
Avg Daily Profit (%) -1.3726 0.0097 -1.3823 0.2162 0 0.3741
Buy And Hold Return (%) 6229.9838 6229.9838 6229.9838 6229.9838 6229.9838 6229.9838
Max Trade Drawdown -2726005 -127915 -2688447 -118806055 -107861294 -53250783
Profit Factor 0.2366 1.0696 0.1664 1.0213 0.337 1.9489
Total Trades 229 115 114 229 115 114
Winning Trades 155 67 88 137 61 76
Losing Trades 74 48 26 92 54 38
Profitability (%) 67.6856 58.2609 77.193 59.8253 53.0435 66.6667
Ratio Avg Win / Avg Loss 0.1129 0.7663 0.0492 0.6858 0.2983 0.9745
Largest Winning Trade 32244 32244 16488 47193034 7961417 47193034
Largest Losing Trade -1651448 -46170 -1651448 -51849830 -41490634 -51849830
Avg Bars in Trades 93 22 166 93 22 166
Avg Bars in Winners 45 13 69 76 16 125
Avg Bars in Losers 196 34 494 119 29 246
Bars Traded 21518 2587 18931 21518 2587 18931
Profit Streak 39.4039 80.9039 0 39.4039 80.9039 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 -576739 -489174 -577226 -353330 -579391 444934

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22269,
    "evaluation_days": 1855.75,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1598263200000,
    "last_datapoint_time": 1757498400000,
    "evaluation_time": 1757504498319,
    "expiration_time": 1763270524800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 11,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 159,
            "offset": 154,
            "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": [
        [
            -2547168.406037547,
            18047.5533984486,
            -2565215.9594359966,
            5403152.567005166,
            -96720500.12115254,
            102123652.68815772
        ],
        [
            -2547.168406,
            18.047553,
            -2565.215959,
            5403.152567,
            -96720.500121,
            102123.652688
        ],
        [
            -1.372582,
            0.009725,
            -1.382307,
            0.216206,
            0,
            0.374118
        ],
        [
            6229.98383,
            6229.98383,
            6229.98383,
            6229.98383,
            6229.98383,
            6229.98383
        ],
        [
            -2726005,
            -127915,
            -2688447,
            -118806055,
            -107861294,
            -53250783
        ],
        [
            0.236565,
            1.069613,
            0.16638,
            1.021314,
            0.336996,
            1.948931
        ],
        [
            229,
            115,
            114,
            229,
            115,
            114
        ],
        [
            155,
            67,
            88,
            137,
            61,
            76
        ],
        [
            74,
            48,
            26,
            92,
            54,
            38
        ],
        [
            67.68559,
            58.26087,
            77.192982,
            59.825328,
            53.043478,
            66.666667
        ],
        [
            0.112941,
            0.76629,
            0.049158,
            0.685846,
            0.298324,
            0.974465
        ],
        [
            32244,
            32244,
            16488,
            47193034,
            7961417,
            47193034
        ],
        [
            -1651448,
            -46170,
            -1651448,
            -51849830,
            -41490634,
            -51849830
        ],
        [
            93,
            22,
            166,
            93,
            22,
            166
        ],
        [
            45,
            13,
            69,
            76,
            16,
            125
        ],
        [
            196,
            34,
            494,
            119,
            29,
            246
        ],
        [
            21518,
            2587,
            18931,
            21518,
            2587,
            18931
        ],
        [
            39.403916,
            80.903916,
            0,
            39.403916,
            80.903916,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576739,
            -489174,
            -577226,
            -353330,
            -579391,
            444934
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22269,
    "evaluation_days": 1855.75,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1598263200000,
    "last_datapoint_time": 1757498400000,
    "evaluation_time": 1757504498319,
    "expiration_time": 1763270524800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 11,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 159,
            "offset": 154,
            "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)