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Trade: SOL/USDT/15/T3/WMA/3107

Strategy
SOL/USDT/15/T3/WMA/3107
Pair
SOL_USDT
Interval
15m
Score
371582
Daily Profit
0.310260
Profit Factor
1.347765
Profitability
56.603774
Streak
18.060252
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-09 20:11
Expiration Time
2025-11-23 19:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 80797.9839 57075.0817 23722.9022 75860.0917 65206.6031 10653.4885
Total P&L (%) 80.798 57.0751 23.7229 75.8601 65.2066 10.6535
Avg Daily Profit (%) 0.3103 0.2192 0.0911 0.217 0.193 0.0389
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -37965 -18560 -33529 -44769 -20419 -38434
Profit Factor 1.3478 1.6393 1.1658 1.2748 1.632 1.0616
Total Trades 106 53 53 106 53 53
Winning Trades 60 32 28 60 32 28
Losing Trades 46 21 25 46 21 25
Profitability (%) 56.6038 60.3774 52.8302 56.6038 60.3774 52.8302
Ratio Avg Win / Avg Loss 1.0333 1.0758 1.0409 0.9774 1.071 0.9479
Largest Winning Trade 18576 18576 15955 17525 17315 17525
Largest Losing Trade -20965 -10314 -20965 -23448 -13423 -23448
Avg Bars in Trades 233 238 227 233 238 227
Avg Bars in Winners 255 245 266 255 245 266
Avg Bars in Losers 203 227 183 203 227 183
Bars Traded 24709 12641 12068 24709 12641 12068
Profit Streak 18.0603 18.4978 18.0603 18.0603 18.4978 18.0603
Trades During Streak 7 4 3 7 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 371582 -169666 -293478 266842 -169362 -620419

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1734938100000,
    "first_datapoint_time": 1735150500000,
    "last_datapoint_time": 1757437200000,
    "evaluation_time": 1757437905806,
    "expiration_time": 1763917200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 159,
            "offset": 0,
            "a": 0.89513
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 237,
            "offset": 0
        }
    }
}
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": [
        [
            80797.9839117127,
            57075.0817148501,
            23722.9021968627,
            75860.0916771553,
            65206.6031400321,
            10653.4885371231
        ],
        [
            80.797984,
            57.075082,
            23.722902,
            75.860092,
            65.206603,
            10.653489
        ],
        [
            0.31026,
            0.219166,
            0.091095,
            0.217007,
            0.192962,
            0.038881
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -37965,
            -18560,
            -33529,
            -44769,
            -20419,
            -38434
        ],
        [
            1.347765,
            1.639294,
            1.165828,
            1.274824,
            1.632003,
            1.061632
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            60,
            32,
            28,
            60,
            32,
            28
        ],
        [
            46,
            21,
            25,
            46,
            21,
            25
        ],
        [
            56.603774,
            60.377358,
            52.830189,
            56.603774,
            60.377358,
            52.830189
        ],
        [
            1.033286,
            1.075787,
            1.040918,
            0.977365,
            1.071002,
            0.947885
        ],
        [
            18576,
            18576,
            15955,
            17525,
            17315,
            17525
        ],
        [
            -20965,
            -10314,
            -20965,
            -23448,
            -13423,
            -23448
        ],
        [
            233,
            238,
            227,
            233,
            238,
            227
        ],
        [
            255,
            245,
            266,
            255,
            245,
            266
        ],
        [
            203,
            227,
            183,
            203,
            227,
            183
        ],
        [
            24709,
            12641,
            12068,
            24709,
            12641,
            12068
        ],
        [
            18.060252,
            18.497752,
            18.060252,
            18.060252,
            18.497752,
            18.060252
        ],
        [
            7,
            4,
            3,
            7,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            371582,
            -169666,
            -293478,
            266842,
            -169362,
            -620419
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1734938100000,
    "first_datapoint_time": 1735150500000,
    "last_datapoint_time": 1757437200000,
    "evaluation_time": 1757437905806,
    "expiration_time": 1763917200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 159,
            "offset": 0,
            "a": 0.89513
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 237,
            "offset": 0
        }
    }
}

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)