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Trade: SOL/USDT/240/MIDPRICE/ZLMA/5639

Strategy
SOL/USDT/240/MIDPRICE/ZLMA/5639
Pair
SOL_USDT
Interval
4h
Score
582266
Daily Profit
0.331708
Profit Factor
3.705308
Profitability
52.777778
Streak
95.476717
Best Strategy
Training Data Length
1856.170000
Evaluation Time
2025-09-10 10:26
Expiration Time
2025-11-04 22:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1472699.8001 1391748.1147 80951.6854 42666857.9909 46625606.1569 -3958748.166
Total P&L (%) 1472.6998 1391.7481 80.9517 42666.858 46625.6062 -3958.7482
Avg Daily Profit (%) 0.7934 0.7498 0.0436 0.3269 0.3317 0
Buy And Hold Return (%) 7940.8163 7940.8163 7940.8163 7940.8163 7940.8163 7940.8163
Max Trade Drawdown -76143 -40654 -65140 -12641617 -5487589 -16128909
Profit Factor 5.002 11.2835 1.348 1.9355 3.7053 0.8605
Total Trades 73 36 37 73 36 37
Winning Trades 39 19 20 39 19 20
Losing Trades 34 17 17 34 17 17
Profitability (%) 53.4247 52.7778 54.0541 53.4247 52.7778 54.0541
Ratio Avg Win / Avg Loss 4.3608 10.0957 1.1458 1.6873 3.3153 0.7314
Largest Winning Trade 551008 551008 63154 25619737 25619737 6446892
Largest Losing Trade -46558 -20635 -46558 -7334392 -3614866 -7334392
Avg Bars in Trades 147 147 147 147 147 147
Avg Bars in Winners 194 217 172 194 217 172
Avg Bars in Losers 93 69 117 93 69 117
Bars Traded 10780 5324 5456 10780 5324 5456
Profit Streak 60.8101 95.4767 60.8101 60.8101 95.4767 60.8101
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -219451 -143595 -298966 -62866 582266 -579687

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11137,
    "evaluation_days": 1856.17,
    "actual_first_datapoint_time": 1597118400000,
    "first_datapoint_time": 1600228800000,
    "last_datapoint_time": 1757476800000,
    "evaluation_time": 1757489188324,
    "expiration_time": 1762287984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 15,
            "offset": 162
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 217,
            "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": [
        [
            1472699.8001132912,
            1391748.1146716438,
            80951.6854416481,
            42666857.9908805,
            46625606.15685809,
            -3958748.165977588
        ],
        [
            1472.6998,
            1391.748115,
            80.951685,
            42666.857991,
            46625.606157,
            -3958.748166
        ],
        [
            0.793408,
            0.749796,
            0.043612,
            0.326923,
            0.331708,
            0
        ],
        [
            7940.816327,
            7940.816327,
            7940.816327,
            7940.816327,
            7940.816327,
            7940.816327
        ],
        [
            -76143,
            -40654,
            -65140,
            -12641617,
            -5487589,
            -16128909
        ],
        [
            5.00204,
            11.283465,
            1.347956,
            1.935454,
            3.705308,
            0.86049
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            53.424658,
            52.777778,
            54.054054,
            53.424658,
            52.777778,
            54.054054
        ],
        [
            4.360752,
            10.095732,
            1.145763,
            1.687319,
            3.315276,
            0.731416
        ],
        [
            551008,
            551008,
            63154,
            25619737,
            25619737,
            6446892
        ],
        [
            -46558,
            -20635,
            -46558,
            -7334392,
            -3614866,
            -7334392
        ],
        [
            147,
            147,
            147,
            147,
            147,
            147
        ],
        [
            194,
            217,
            172,
            194,
            217,
            172
        ],
        [
            93,
            69,
            117,
            93,
            69,
            117
        ],
        [
            10780,
            5324,
            5456,
            10780,
            5324,
            5456
        ],
        [
            60.81005,
            95.476717,
            60.81005,
            60.81005,
            95.476717,
            60.81005
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -219451,
            -143595,
            -298966,
            -62866,
            582266,
            -579687
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11137,
    "evaluation_days": 1856.17,
    "actual_first_datapoint_time": 1597118400000,
    "first_datapoint_time": 1600228800000,
    "last_datapoint_time": 1757476800000,
    "evaluation_time": 1757489188324,
    "expiration_time": 1762287984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 15,
            "offset": 162
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 217,
            "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)