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Trade: SOL/USDT/120/SSF/KCL/6422

Strategy
SOL/USDT/120/SSF/KCL/6422
Pair
SOL_USDT
Interval
2h
Score
481152
Daily Profit
0.371726
Profit Factor
1.963428
Profitability
57.831325
Streak
84.865142
Best Strategy
Training Data Length
1859.000000
Evaluation Time
2025-09-13 19:45
Expiration Time
2025-11-19 16:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2580849.0737 27369.3961 -2608218.4698 -3728172.139 -102615886.8092 98887714.6702
Total P&L (%) -2580.8491 27.3694 -2608.2185 -3728.1721 -102615.8868 98887.7147
Avg Daily Profit (%) -1.3883 0.0147 -1.403 0 0 0.3717
Buy And Hold Return (%) 5818.7731 5818.7731 5818.7731 5818.7731 5818.7731 5818.7731
Max Trade Drawdown -2758198 -132656 -2718373 -127043553 -111867592 -52859810
Profit Factor 0.2278 1.1048 0.1535 0.9852 0.3158 1.9634
Total Trades 167 84 83 167 84 83
Winning Trades 118 53 65 85 37 48
Losing Trades 49 31 18 82 47 35
Profitability (%) 70.6587 63.0952 78.3133 50.8982 44.0476 57.8313
Ratio Avg Win / Avg Loss 0.0946 0.6462 0.0425 0.9505 0.4012 1.4317
Largest Winning Trade 29402 29402 24867 57705739 6119095 57705739
Largest Losing Trade -1746418 -49829 -1746418 -50807706 -50807706 -34690827
Avg Bars in Trades 128 59 198 128 59 198
Avg Bars in Winners 56 29 77 125 49 184
Avg Bars in Losers 304 111 636 132 68 217
Bars Traded 21525 5024 16501 21525 5024 16501
Profit Streak 42.6985 85.1985 0 0 0 84.8651
Trades During Streak 1 2 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576673 -443208 -577161 -579786 -583422 481152

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22308,
    "evaluation_days": 1859,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1598644800000,
    "last_datapoint_time": 1757779200000,
    "evaluation_time": 1757781948308,
    "expiration_time": 1763561433600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 36,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 212,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            -2580849.073668797,
            27369.3961473595,
            -2608218.4698161585,
            -3728172.1390370913,
            -102615886.80921225,
            98887714.67017515
        ],
        [
            -2580.849074,
            27.369396,
            -2608.21847,
            -3728.172139,
            -102615.886809,
            98887.71467
        ],
        [
            -1.3883,
            0.014723,
            -1.403022,
            0,
            0,
            0.371726
        ],
        [
            5818.773146,
            5818.773146,
            5818.773146,
            5818.773146,
            5818.773146,
            5818.773146
        ],
        [
            -2758198,
            -132656,
            -2718373,
            -127043553,
            -111867592,
            -52859810
        ],
        [
            0.2278,
            1.104847,
            0.153496,
            0.985243,
            0.315845,
            1.963428
        ],
        [
            167,
            84,
            83,
            167,
            84,
            83
        ],
        [
            118,
            53,
            65,
            85,
            37,
            48
        ],
        [
            49,
            31,
            18,
            82,
            47,
            35
        ],
        [
            70.658683,
            63.095238,
            78.313253,
            50.898204,
            44.047619,
            57.831325
        ],
        [
            0.094595,
            0.646231,
            0.042507,
            0.950469,
            0.401209,
            1.431667
        ],
        [
            29402,
            29402,
            24867,
            57705739,
            6119095,
            57705739
        ],
        [
            -1746418,
            -49829,
            -1746418,
            -50807706,
            -50807706,
            -34690827
        ],
        [
            128,
            59,
            198,
            128,
            59,
            198
        ],
        [
            56,
            29,
            77,
            125,
            49,
            184
        ],
        [
            304,
            111,
            636,
            132,
            68,
            217
        ],
        [
            21525,
            5024,
            16501,
            21525,
            5024,
            16501
        ],
        [
            42.698476,
            85.198476,
            0,
            0,
            0,
            84.865142
        ],
        [
            1,
            2,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576673,
            -443208,
            -577161,
            -579786,
            -583422,
            481152
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22308,
    "evaluation_days": 1859,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1598644800000,
    "last_datapoint_time": 1757779200000,
    "evaluation_time": 1757781948308,
    "expiration_time": 1763561433600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 36,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 212,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)