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Trade: SOL/USDT/240/MIDPRICE/KCL/5126

Strategy
SOL/USDT/240/MIDPRICE/KCL/5126
Pair
SOL_USDT
Interval
4h
Score
425064
Daily Profit
0.283566
Profit Factor
2.554058
Profitability
60.975610
Streak
0.000000
Best Strategy
Training Data Length
1853.670000
Evaluation Time
2025-09-07 19:46
Expiration Time
2025-11-02 08:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1534914.4049 1550418.1704 -15503.7655 7487826.1088 18936560.9386 -11448734.8298
Total P&L (%) 1534.9144 1550.4182 -15.5038 7487.8261 18936.5609 -11448.7348
Avg Daily Profit (%) 0.828 0.8364 -0.0084 0.2338 0.2836 0
Buy And Hold Return (%) 6719.1081 6719.1081 6719.1081 6719.1081 6719.1081 6719.1081
Max Trade Drawdown -97375 -47021 -103212 -15022314 -4525148 -13983124
Profit Factor 4.1595 9.8703 0.9502 1.2385 2.5541 0.404
Total Trades 82 41 41 82 41 41
Winning Trades 43 25 18 43 25 18
Losing Trades 39 16 23 39 16 23
Profitability (%) 52.439 60.9756 43.9024 52.439 60.9756 43.9024
Ratio Avg Win / Avg Loss 3.7725 6.317 1.2141 1.1233 1.6346 0.5162
Largest Winning Trade 1087621 1087621 59353 9920844 9920844 3128612
Largest Losing Trade -64352 -23893 -64352 -4805484 -4012245 -4805484
Avg Bars in Trades 127 111 143 127 111 143
Avg Bars in Winners 167 136 209 167 136 209
Avg Bars in Losers 82 70 90 82 70 90
Bars Traded 10427 4556 5871 10427 4556 5871
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -153870 -142593 -581446 -130610 425064 -583113

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11122,
    "evaluation_days": 1853.67,
    "actual_first_datapoint_time": 1597118400000,
    "first_datapoint_time": 1600646400000,
    "last_datapoint_time": 1757260800000,
    "evaluation_time": 1757263575368,
    "expiration_time": 1762065504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 246,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 48,
            "offset": 0,
            "scalar": 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": [
        [
            1534914.4049217952,
            1550418.1704486746,
            -15503.7655268794,
            7487826.108757243,
            18936560.938581616,
            -11448734.82982437
        ],
        [
            1534.914405,
            1550.41817,
            -15.503766,
            7487.826109,
            18936.560939,
            -11448.73483
        ],
        [
            0.828041,
            0.836405,
            -0.008364,
            0.233817,
            0.283566,
            0
        ],
        [
            6719.108067,
            6719.108067,
            6719.108067,
            6719.108067,
            6719.108067,
            6719.108067
        ],
        [
            -97375,
            -47021,
            -103212,
            -15022314,
            -4525148,
            -13983124
        ],
        [
            4.159457,
            9.870303,
            0.950153,
            1.238513,
            2.554058,
            0.403978
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            43,
            25,
            18,
            43,
            25,
            18
        ],
        [
            39,
            16,
            23,
            39,
            16,
            23
        ],
        [
            52.439024,
            60.97561,
            43.902439,
            52.439024,
            60.97561,
            43.902439
        ],
        [
            3.772531,
            6.316994,
            1.214085,
            1.123302,
            1.634597,
            0.516194
        ],
        [
            1087621,
            1087621,
            59353,
            9920844,
            9920844,
            3128612
        ],
        [
            -64352,
            -23893,
            -64352,
            -4805484,
            -4012245,
            -4805484
        ],
        [
            127,
            111,
            143,
            127,
            111,
            143
        ],
        [
            167,
            136,
            209,
            167,
            136,
            209
        ],
        [
            82,
            70,
            90,
            82,
            70,
            90
        ],
        [
            10427,
            4556,
            5871,
            10427,
            4556,
            5871
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -153870,
            -142593,
            -581446,
            -130610,
            425064,
            -583113
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11122,
    "evaluation_days": 1853.67,
    "actual_first_datapoint_time": 1597118400000,
    "first_datapoint_time": 1600646400000,
    "last_datapoint_time": 1757260800000,
    "evaluation_time": 1757263575368,
    "expiration_time": 1762065504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 246,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 48,
            "offset": 0,
            "scalar": 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)