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Trade: SOL/USDT/120/WMA/KCL/4774

Strategy
SOL/USDT/120/WMA/KCL/4774
Pair
SOL_USDT
Interval
2h
Score
506718
Daily Profit
0.335790
Profit Factor
1.773895
Profitability
73.939394
Streak
50.769667
Best Strategy
Training Data Length
1866.420000
Evaluation Time
2025-09-21 05:28
Expiration Time
2025-11-27 08:35

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2877172.4838 -45915.5614 -2831256.9225 1352614.0211 -50699793.8968 52052407.9179
Total P&L (%) -2877.1725 -45.9156 -2831.2569 1352.614 -50699.7939 52052.4079
Avg Daily Profit (%) -1.5415 -0.0246 -1.5169 0.1435 0 0.3358
Buy And Hold Return (%) 7616.333 7616.333 7616.333 7616.333 7616.333 7616.333
Max Trade Drawdown -3028715 -122329 -2934307 -61229187 -53780624 -32950821
Profit Factor 0.2098 0.8344 0.1583 1.0092 0.361 1.7739
Total Trades 331 166 165 331 166 165
Winning Trades 253 114 139 229 107 122
Losing Trades 78 52 26 102 59 43
Profitability (%) 76.435 68.6747 84.2424 69.1843 64.4578 73.9394
Ratio Avg Win / Avg Loss 0.0647 0.3806 0.0296 0.4495 0.1991 0.6252
Largest Winning Trade 15201 15201 13964 30773373 3616322 30773373
Largest Losing Trade -1806372 -50777 -1806372 -32272272 -28695150 -32272272
Avg Bars in Trades 65 15 114 65 15 114
Avg Bars in Winners 22 6 35 43 8 74
Avg Bars in Losers 203 36 539 113 28 229
Bars Traded 21523 2591 18932 21523 2591 18932
Profit Streak 48.0197 48.0197 50.7697 48.0197 48.0197 50.7697
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574133 -576776 -574900 -373206 -577322 506718

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22397,
    "evaluation_days": 1866.42,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1598148000000,
    "last_datapoint_time": 1758420000000,
    "evaluation_time": 1758421699253,
    "expiration_time": 1764225302400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 143,
            "offset": 0,
            "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": [
        [
            -2877172.483820167,
            -45915.5613599312,
            -2831256.9224602357,
            1352614.0211414674,
            -50699793.89675877,
            52052407.91790023
        ],
        [
            -2877.172484,
            -45.915561,
            -2831.256922,
            1352.614021,
            -50699.793897,
            52052.407918
        ],
        [
            -1.541546,
            -0.024601,
            -1.516945,
            0.143476,
            0,
            0.33579
        ],
        [
            7616.333023,
            7616.333023,
            7616.333023,
            7616.333023,
            7616.333023,
            7616.333023
        ],
        [
            -3028715,
            -122329,
            -2934307,
            -61229187,
            -53780624,
            -32950821
        ],
        [
            0.209755,
            0.834402,
            0.158263,
            1.009226,
            0.360999,
            1.773895
        ],
        [
            331,
            166,
            165,
            331,
            166,
            165
        ],
        [
            253,
            114,
            139,
            229,
            107,
            122
        ],
        [
            78,
            52,
            26,
            102,
            59,
            43
        ],
        [
            76.435045,
            68.674699,
            84.242424,
            69.18429,
            64.457831,
            73.939394
        ],
        [
            0.064667,
            0.380604,
            0.029603,
            0.449524,
            0.199056,
            0.625225
        ],
        [
            15201,
            15201,
            13964,
            30773373,
            3616322,
            30773373
        ],
        [
            -1806372,
            -50777,
            -1806372,
            -32272272,
            -28695150,
            -32272272
        ],
        [
            65,
            15,
            114,
            65,
            15,
            114
        ],
        [
            22,
            6,
            35,
            43,
            8,
            74
        ],
        [
            203,
            36,
            539,
            113,
            28,
            229
        ],
        [
            21523,
            2591,
            18932,
            21523,
            2591,
            18932
        ],
        [
            48.019667,
            48.019667,
            50.769667,
            48.019667,
            48.019667,
            50.769667
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574133,
            -576776,
            -574900,
            -373206,
            -577322,
            506718
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22397,
    "evaluation_days": 1866.42,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1598148000000,
    "last_datapoint_time": 1758420000000,
    "evaluation_time": 1758421699253,
    "expiration_time": 1764225302400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 143,
            "offset": 0,
            "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)