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Trade: SOL/USDT/240/KCL/HWMA/5672

Strategy
SOL/USDT/240/KCL/HWMA/5672
Pair
SOL_USDT
Interval
4h
Score
304386
Daily Profit
0.354409
Profit Factor
1.468912
Profitability
38.683128
Streak
0.000000
Best Strategy
Training Data Length
1866.500000
Evaluation Time
2025-09-20 16:31
Expiration Time
2025-11-15 13:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1388727.0962 1263352.1562 125374.9401 73655656.1457 69740944.7265 3914711.4192
Total P&L (%) 1388.7271 1263.3522 125.3749 73655.6561 69740.9447 3914.7114
Avg Daily Profit (%) 0.744 0.6769 0.0672 0.3544 0.3515 0.198
Buy And Hold Return (%) 7217.5385 7217.5385 7217.5385 7217.5385 7217.5385 7217.5385
Max Trade Drawdown -63254 -82809 -103861 -30183708 -32709529 -26606488
Profit Factor 2.6837 3.6762 1.3554 1.4689 1.7994 1.0561
Total Trades 243 121 122 243 121 122
Winning Trades 94 39 55 94 39 55
Losing Trades 149 82 67 149 82 67
Profitability (%) 38.6831 32.2314 45.082 38.6831 32.2314 45.082
Ratio Avg Win / Avg Loss 4.2539 7.7294 1.6512 2.3284 3.7834 1.2865
Largest Winning Trade 435379 435379 48292 16600508 16600508 10694711
Largest Losing Trade -26304 -24206 -26304 -8196590 -7362355 -8196590
Avg Bars in Trades 44 58 31 44 58 31
Avg Bars in Winners 82 125 52 82 125 52
Avg Bars in Losers 20 26 14 20 26 14
Bars Traded 10872 7049 3823 10872 7049 3823
Profit Streak 0 93.2303 0 0 93.2303 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -151100 -153023 -269631 304386 236233 -318768

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11199,
    "evaluation_days": 1866.5,
    "actual_first_datapoint_time": 1597118400000,
    "first_datapoint_time": 1598212800000,
    "last_datapoint_time": 1758369600000,
    "evaluation_time": 1758375097551,
    "expiration_time": 1763207568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 77,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            1388727.096220627,
            1263352.1561682425,
            125374.9400523856,
            73655656.14567856,
            69740944.72647128,
            3914711.419207256
        ],
        [
            1388.727096,
            1263.352156,
            125.37494,
            73655.656146,
            69740.944726,
            3914.711419
        ],
        [
            0.744027,
            0.676856,
            0.067171,
            0.354409,
            0.351476,
            0.198029
        ],
        [
            7217.538462,
            7217.538462,
            7217.538462,
            7217.538462,
            7217.538462,
            7217.538462
        ],
        [
            -63254,
            -82809,
            -103861,
            -30183708,
            -32709529,
            -26606488
        ],
        [
            2.683697,
            3.676197,
            1.355433,
            1.468912,
            1.799427,
            1.056053
        ],
        [
            243,
            121,
            122,
            243,
            121,
            122
        ],
        [
            94,
            39,
            55,
            94,
            39,
            55
        ],
        [
            149,
            82,
            67,
            149,
            82,
            67
        ],
        [
            38.683128,
            32.231405,
            45.081967,
            38.683128,
            32.231405,
            45.081967
        ],
        [
            4.253945,
            7.729439,
            1.651164,
            2.328382,
            3.783411,
            1.286465
        ],
        [
            435379,
            435379,
            48292,
            16600508,
            16600508,
            10694711
        ],
        [
            -26304,
            -24206,
            -26304,
            -8196590,
            -7362355,
            -8196590
        ],
        [
            44,
            58,
            31,
            44,
            58,
            31
        ],
        [
            82,
            125,
            52,
            82,
            125,
            52
        ],
        [
            20,
            26,
            14,
            20,
            26,
            14
        ],
        [
            10872,
            7049,
            3823,
            10872,
            7049,
            3823
        ],
        [
            0,
            93.230296,
            0,
            0,
            93.230296,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -151100,
            -153023,
            -269631,
            304386,
            236233,
            -318768
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11199,
    "evaluation_days": 1866.5,
    "actual_first_datapoint_time": 1597118400000,
    "first_datapoint_time": 1598212800000,
    "last_datapoint_time": 1758369600000,
    "evaluation_time": 1758375097551,
    "expiration_time": 1763207568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 77,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)