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Trade: SOL/USDT/240/KCL/HMA/4340

Strategy
SOL/USDT/240/KCL/HMA/4340
Pair
SOL_USDT
Interval
4h
Score
377040
Daily Profit
0.282141
Profit Factor
2.254103
Profitability
61.290323
Streak
141.640414
Best Strategy
Training Data Length
1856.500000
Evaluation Time
2025-09-10 18:22
Expiration Time
2025-11-05 06:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3275302.2873 3252786.8644 22515.4229 18590032.5325 13917803.6795 4672228.853
Total P&L (%) 3275.3023 3252.7869 22.5154 18590.0325 13917.8037 4672.2289
Avg Daily Profit (%) 1.7642 1.7521 0.0121 0.2821 0.2666 0.2084
Buy And Hold Return (%) 7966.9991 7966.9991 7966.9991 7966.9991 7966.9991 7966.9991
Max Trade Drawdown -149085 -161068 -47442 -5118392 -5903263 -788529
Profit Factor 8.4141 11.2377 1.1815 2.2541 2.1059 3.0876
Total Trades 93 46 47 93 46 47
Winning Trades 57 26 31 57 26 31
Losing Trades 36 20 16 36 20 16
Profitability (%) 61.2903 56.5217 65.9574 61.2903 56.5217 65.9574
Ratio Avg Win / Avg Loss 5.3141 8.6444 0.6098 1.4236 1.6199 1.5936
Largest Winning Trade 2422118 2422118 31090 4641925 4641925 900378
Largest Losing Trade -58326 -58326 -35852 -4410039 -4410039 -788529
Avg Bars in Trades 112 197 29 112 197 29
Avg Bars in Winners 113 222 22 113 222 22
Avg Bars in Losers 111 165 44 111 165 44
Bars Traded 10478 9088 1390 10478 9088 1390
Profit Streak 141.6404 185.8071 141.6404 141.6404 185.8071 141.6404
Trades During Streak 8 7 4 8 7 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -140026 -140872 -361130 377040 231107 -147958

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11139,
    "evaluation_days": 1856.5,
    "actual_first_datapoint_time": 1597118400000,
    "first_datapoint_time": 1600718400000,
    "last_datapoint_time": 1757505600000,
    "evaluation_time": 1757517731737,
    "expiration_time": 1762317648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 40,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "hma",
        "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": [
        [
            3275302.2872656826,
            3252786.864357701,
            22515.422907981,
            18590032.53251093,
            13917803.679533962,
            4672228.852976965
        ],
        [
            3275.302287,
            3252.786864,
            22.515423,
            18590.032533,
            13917.80368,
            4672.228853
        ],
        [
            1.764235,
            1.752107,
            0.012128,
            0.282141,
            0.266604,
            0.208426
        ],
        [
            7966.999133,
            7966.999133,
            7966.999133,
            7966.999133,
            7966.999133,
            7966.999133
        ],
        [
            -149085,
            -161068,
            -47442,
            -5118392,
            -5903263,
            -788529
        ],
        [
            8.414051,
            11.237657,
            1.181515,
            2.254103,
            2.105876,
            3.087628
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            57,
            26,
            31,
            57,
            26,
            31
        ],
        [
            36,
            20,
            16,
            36,
            20,
            16
        ],
        [
            61.290323,
            56.521739,
            65.957447,
            61.290323,
            56.521739,
            65.957447
        ],
        [
            5.314138,
            8.644352,
            0.609814,
            1.423644,
            1.619905,
            1.593614
        ],
        [
            2422118,
            2422118,
            31090,
            4641925,
            4641925,
            900378
        ],
        [
            -58326,
            -58326,
            -35852,
            -4410039,
            -4410039,
            -788529
        ],
        [
            112,
            197,
            29,
            112,
            197,
            29
        ],
        [
            113,
            222,
            22,
            113,
            222,
            22
        ],
        [
            111,
            165,
            44,
            111,
            165,
            44
        ],
        [
            10478,
            9088,
            1390,
            10478,
            9088,
            1390
        ],
        [
            141.640414,
            185.80708,
            141.640414,
            141.640414,
            185.80708,
            141.640414
        ],
        [
            8,
            7,
            4,
            8,
            7,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -140026,
            -140872,
            -361130,
            377040,
            231107,
            -147958
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11139,
    "evaluation_days": 1856.5,
    "actual_first_datapoint_time": 1597118400000,
    "first_datapoint_time": 1600718400000,
    "last_datapoint_time": 1757505600000,
    "evaluation_time": 1757517731737,
    "expiration_time": 1762317648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 40,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "hma",
        "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)