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Trade: SOL/USDT/240/MIDPRICE/ZLMA/3849

Strategy
SOL/USDT/240/MIDPRICE/ZLMA/3849
Pair
SOL_USDT
Interval
4h
Score
553657
Daily Profit
0.302409
Profit Factor
4.079536
Profitability
58.620690
Streak
219.348072
Best Strategy
Training Data Length
1858.170000
Evaluation Time
2025-09-12 07:21
Expiration Time
2025-11-06 23:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1366477.22 1336237.4288 30239.7912 22444917.9678 27236020.1325 -4791102.1647
Total P&L (%) 1366.4772 1336.2374 30.2398 22444.918 27236.0201 -4791.1022
Avg Daily Profit (%) 0.7354 0.7191 0.0163 0.292 0.3024 0
Buy And Hold Return (%) 7841.663 7841.663 7841.663 7841.663 7841.663 7841.663
Max Trade Drawdown -69623 -57260 -70877 -5902632 -2999085 -8637690
Profit Factor 4.8644 8.92 1.1636 1.9295 4.0795 0.6869
Total Trades 58 29 29 58 29 29
Winning Trades 31 17 14 31 17 14
Losing Trades 27 12 15 27 12 15
Profitability (%) 53.4483 58.6207 48.2759 53.4483 58.6207 48.2759
Ratio Avg Win / Avg Loss 4.2368 6.2965 1.2467 1.6805 2.8797 0.736
Largest Winning Trade 690755 690755 63257 11220939 11220939 5786298
Largest Losing Trade -57260 -57260 -28338 -5610568 -2999085 -5610568
Avg Bars in Trades 179 179 178 179 179 178
Avg Bars in Winners 246 229 265 246 229 265
Avg Bars in Losers 102 109 96 102 109 96
Bars Traded 10386 5218 5168 10386 5218 5168
Profit Streak 0 219.3481 0 0 219.3481 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 -324521 -142738 -378223 -169798 553657 -581503

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11149,
    "evaluation_days": 1858.17,
    "actual_first_datapoint_time": 1597118400000,
    "first_datapoint_time": 1600588800000,
    "last_datapoint_time": 1757649600000,
    "evaluation_time": 1757650873462,
    "expiration_time": 1762465968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 157,
            "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": [
        [
            1366477.220026084,
            1336237.4288160764,
            30239.7912100081,
            22444917.967815116,
            27236020.132470578,
            -4791102.16465546
        ],
        [
            1366.47722,
            1336.237429,
            30.239791,
            22444.917968,
            27236.020132,
            -4791.102165
        ],
        [
            0.735389,
            0.719115,
            0.016274,
            0.292008,
            0.302409,
            0
        ],
        [
            7841.663009,
            7841.663009,
            7841.663009,
            7841.663009,
            7841.663009,
            7841.663009
        ],
        [
            -69623,
            -57260,
            -70877,
            -5902632,
            -2999085,
            -8637690
        ],
        [
            4.864448,
            8.920021,
            1.163559,
            1.929454,
            4.079536,
            0.686944
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            27,
            12,
            15,
            27,
            12,
            15
        ],
        [
            53.448276,
            58.62069,
            48.275862,
            53.448276,
            58.62069,
            48.275862
        ],
        [
            4.236777,
            6.296486,
            1.246671,
            1.680492,
            2.879673,
            0.736011
        ],
        [
            690755,
            690755,
            63257,
            11220939,
            11220939,
            5786298
        ],
        [
            -57260,
            -57260,
            -28338,
            -5610568,
            -2999085,
            -5610568
        ],
        [
            179,
            179,
            178,
            179,
            179,
            178
        ],
        [
            246,
            229,
            265,
            246,
            229,
            265
        ],
        [
            102,
            109,
            96,
            102,
            109,
            96
        ],
        [
            10386,
            5218,
            5168,
            10386,
            5218,
            5168
        ],
        [
            0,
            219.348072,
            0,
            0,
            219.348072,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -324521,
            -142738,
            -378223,
            -169798,
            553657,
            -581503
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11149,
    "evaluation_days": 1858.17,
    "actual_first_datapoint_time": 1597118400000,
    "first_datapoint_time": 1600588800000,
    "last_datapoint_time": 1757649600000,
    "evaluation_time": 1757650873462,
    "expiration_time": 1762465968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 157,
            "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)