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Trade: SOL/USDT/15/T3/WMA/5856

Strategy
SOL/USDT/15/T3/WMA/5856
Pair
SOL_USDT
Interval
15m
Score
312841
Daily Profit
0.301453
Profit Factor
1.370169
Profitability
45.370370
Streak
15.400096
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-23 03:51
Expiration Time
2025-12-06 20:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 78504.2619 57643.664 20860.5979 76074.9762 72689.0139 3385.9623
Total P&L (%) 78.5043 57.6437 20.8606 76.075 72.689 3.386
Avg Daily Profit (%) 0.3015 0.2213 0.0801 0.2175 0.21 0.0128
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -32703 -28875 -32601 -41228 -30745 -40817
Profit Factor 1.3702 1.5606 1.1909 1.2878 1.5882 1.0241
Total Trades 108 54 54 108 54 54
Winning Trades 49 26 23 49 26 23
Losing Trades 59 28 31 59 28 31
Profitability (%) 45.3704 48.1481 42.5926 45.3704 48.1481 42.5926
Ratio Avg Win / Avg Loss 1.6498 1.6807 1.6052 1.5506 1.7104 1.3802
Largest Winning Trade 27293 27293 19839 25049 25049 18886
Largest Losing Trade -9627 -9627 -9114 -12548 -10243 -12548
Avg Bars in Trades 226 235 218 226 235 218
Avg Bars in Winners 315 336 292 315 336 292
Avg Bars in Losers 152 140 163 152 140 163
Bars Traded 24480 12693 11787 24480 12693 11787
Profit Streak 15.4001 31.5147 15.4001 15.4001 31.5147 15.4001
Trades During Streak 3 5 1 3 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312841 -170868 -285462 268877 -169972 -719353

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736066700000,
    "first_datapoint_time": 1736235000000,
    "last_datapoint_time": 1758565800000,
    "evaluation_time": 1758588668297,
    "expiration_time": 1765045800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 163,
            "offset": 0,
            "a": 0.69114
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 188,
            "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": [
        [
            78504.2619213742,
            57643.6640330464,
            20860.5978883277,
            76074.9761582274,
            72689.0138940419,
            3385.9622641855
        ],
        [
            78.504262,
            57.643664,
            20.860598,
            76.074976,
            72.689014,
            3.385962
        ],
        [
            0.301453,
            0.221349,
            0.080104,
            0.217477,
            0.210005,
            0.012787
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -32703,
            -28875,
            -32601,
            -41228,
            -30745,
            -40817
        ],
        [
            1.370169,
            1.560642,
            1.190926,
            1.287782,
            1.588226,
            1.024052
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            49,
            26,
            23,
            49,
            26,
            23
        ],
        [
            59,
            28,
            31,
            59,
            28,
            31
        ],
        [
            45.37037,
            48.148148,
            42.592593,
            45.37037,
            48.148148,
            42.592593
        ],
        [
            1.649795,
            1.680692,
            1.605162,
            1.550595,
            1.710397,
            1.380244
        ],
        [
            27293,
            27293,
            19839,
            25049,
            25049,
            18886
        ],
        [
            -9627,
            -9627,
            -9114,
            -12548,
            -10243,
            -12548
        ],
        [
            226,
            235,
            218,
            226,
            235,
            218
        ],
        [
            315,
            336,
            292,
            315,
            336,
            292
        ],
        [
            152,
            140,
            163,
            152,
            140,
            163
        ],
        [
            24480,
            12693,
            11787,
            24480,
            12693,
            11787
        ],
        [
            15.400096,
            31.514679,
            15.400096,
            15.400096,
            31.514679,
            15.400096
        ],
        [
            3,
            5,
            1,
            3,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312841,
            -170868,
            -285462,
            268877,
            -169972,
            -719353
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736066700000,
    "first_datapoint_time": 1736235000000,
    "last_datapoint_time": 1758565800000,
    "evaluation_time": 1758588668297,
    "expiration_time": 1765045800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 163,
            "offset": 0,
            "a": 0.69114
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 188,
            "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)