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Trade: SOL/USDT/120/SINWMA/KCL/3222

Strategy
SOL/USDT/120/SINWMA/KCL/3222
Pair
SOL_USDT
Interval
2h
Score
326305
Daily Profit
0.310562
Profit Factor
1.502814
Profitability
69.565217
Streak
0.000000
Best Strategy
Training Data Length
1866.830000
Evaluation Time
2025-09-21 15:58
Expiration Time
2025-11-27 18:56

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2787235.3479 -14754.244 -2772481.1039 8761227.9717 -23796912.715 32558140.6867
Total P&L (%) -2787.2353 -14.7542 -2772.4811 8761.228 -23796.9127 32558.1407
Avg Daily Profit (%) -1.493 -0.0079 -1.4851 0.2405 0 0.3106
Buy And Hold Return (%) 8055.4224 8055.4224 8055.4224 8055.4224 8055.4224 8055.4224
Max Trade Drawdown -2900145 -88127 -2848945 -43120728 -25754901 -39587502
Profit Factor 0.1548 0.8788 0.127 1.0911 0.2421 1.5028
Total Trades 93 47 46 93 47 46
Winning Trades 60 27 33 56 24 32
Losing Trades 33 20 13 37 23 14
Profitability (%) 64.5161 57.4468 71.7391 60.2151 51.0638 69.5652
Ratio Avg Win / Avg Loss 0.0851 0.651 0.05 0.7209 0.232 0.6575
Largest Winning Trade 43497 26622 43497 28108458 3145710 28108458
Largest Losing Trade -1650945 -25809 -1650945 -38941714 -10292183 -38941714
Avg Bars in Trades 227 17 441 227 17 441
Avg Bars in Winners 120 10 210 223 13 380
Avg Bars in Losers 421 27 1027 232 22 579
Bars Traded 21131 832 20299 21131 832 20299
Profit Streak 49.3741 112.6241 0 49.3741 112.6241 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 -577806 -578495 -577886 -249962 -579323 326305

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22402,
    "evaluation_days": 1866.83,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1598040000000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758459525607,
    "expiration_time": 1764262598400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 13,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 128,
            "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": [
        [
            -2787235.3479262074,
            -14754.2439902574,
            -2772481.1039359504,
            8761227.971688373,
            -23796912.71502098,
            32558140.686709367
        ],
        [
            -2787.235348,
            -14.754244,
            -2772.481104,
            8761.227972,
            -23796.912715,
            32558.140687
        ],
        [
            -1.493031,
            -0.007903,
            -1.485128,
            0.240496,
            0,
            0.310562
        ],
        [
            8055.422425,
            8055.422425,
            8055.422425,
            8055.422425,
            8055.422425,
            8055.422425
        ],
        [
            -2900145,
            -88127,
            -2848945,
            -43120728,
            -25754901,
            -39587502
        ],
        [
            0.15477,
            0.878808,
            0.127015,
            1.091119,
            0.242116,
            1.502814
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            60,
            27,
            33,
            56,
            24,
            32
        ],
        [
            33,
            20,
            13,
            37,
            23,
            14
        ],
        [
            64.516129,
            57.446809,
            71.73913,
            60.215054,
            51.06383,
            69.565217
        ],
        [
            0.085124,
            0.650969,
            0.050036,
            0.720918,
            0.232028,
            0.657481
        ],
        [
            43497,
            26622,
            43497,
            28108458,
            3145710,
            28108458
        ],
        [
            -1650945,
            -25809,
            -1650945,
            -38941714,
            -10292183,
            -38941714
        ],
        [
            227,
            17,
            441,
            227,
            17,
            441
        ],
        [
            120,
            10,
            210,
            223,
            13,
            380
        ],
        [
            421,
            27,
            1027,
            232,
            22,
            579
        ],
        [
            21131,
            832,
            20299,
            21131,
            832,
            20299
        ],
        [
            49.374139,
            112.624139,
            0,
            49.374139,
            112.624139,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577806,
            -578495,
            -577886,
            -249962,
            -579323,
            326305
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22402,
    "evaluation_days": 1866.83,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1598040000000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758459525607,
    "expiration_time": 1764262598400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 13,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 128,
            "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)