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Trade: SOL/USDT/240/PWMA/MIDPRICE/8367

Strategy
SOL/USDT/240/PWMA/MIDPRICE/8367
Pair
SOL_USDT
Interval
4h
Score
456619
Daily Profit
0.364530
Profit Factor
1.666448
Profitability
54.117647
Streak
40.695054
Best Strategy
Training Data Length
1862.000000
Evaluation Time
2025-09-16 03:40
Expiration Time
2025-11-10 22:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1287543.7992 1179057.7552 108486.044 75773225.0707 87486827.0403 -11713601.9695
Total P&L (%) 1287.5438 1179.0578 108.486 75773.2251 87486.827 -11713.602
Avg Daily Profit (%) 0.6915 0.6332 0.0583 0.3568 0.3645 0
Buy And Hold Return (%) 7063.9962 7063.9962 7063.9962 7063.9962 7063.9962 7063.9962
Max Trade Drawdown -71369 -46844 -101986 -67162457 -45522466 -48905028
Profit Factor 2.7961 4.6623 1.2747 1.2843 1.6664 0.9134
Total Trades 170 85 85 170 85 85
Winning Trades 89 46 43 89 46 43
Losing Trades 81 39 42 81 39 42
Profitability (%) 52.3529 54.1176 50.5882 52.3529 54.1176 50.5882
Ratio Avg Win / Avg Loss 2.5448 3.9528 1.2451 1.1689 1.4129 0.8921
Largest Winning Trade 363884 363884 52531 37215935 37215935 20619938
Largest Losing Trade -43769 -39234 -43769 -26254501 -21830460 -26254501
Avg Bars in Trades 64 70 57 64 70 57
Avg Bars in Winners 79 95 63 79 95 63
Avg Bars in Losers 46 41 51 46 41 51
Bars Traded 10888 5981 4908 10888 5981 4908
Profit Streak 0 40.6951 0 0 40.6951 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 -147007 -145295 -281221 380210 456619 -581028

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11172,
    "evaluation_days": 1862,
    "actual_first_datapoint_time": 1597118400000,
    "first_datapoint_time": 1600113600000,
    "last_datapoint_time": 1757980800000,
    "evaluation_time": 1757983252656,
    "expiration_time": 1762807104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "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": [
        [
            1287543.799152134,
            1179057.7551577678,
            108486.043994367,
            75773225.07074888,
            87486827.04027808,
            -11713601.969529185
        ],
        [
            1287.543799,
            1179.057755,
            108.486044,
            75773.225071,
            87486.82704,
            -11713.60197
        ],
        [
            0.691484,
            0.633221,
            0.058263,
            0.356792,
            0.36453,
            0
        ],
        [
            7063.996201,
            7063.996201,
            7063.996201,
            7063.996201,
            7063.996201,
            7063.996201
        ],
        [
            -71369,
            -46844,
            -101986,
            -67162457,
            -45522466,
            -48905028
        ],
        [
            2.796122,
            4.662282,
            1.274718,
            1.284326,
            1.666448,
            0.913379
        ],
        [
            170,
            85,
            85,
            170,
            85,
            85
        ],
        [
            89,
            46,
            43,
            89,
            46,
            43
        ],
        [
            81,
            39,
            42,
            81,
            39,
            42
        ],
        [
            52.352941,
            54.117647,
            50.588235,
            52.352941,
            54.117647,
            50.588235
        ],
        [
            2.544785,
            3.952804,
            1.245073,
            1.168881,
            1.412858,
            0.892138
        ],
        [
            363884,
            363884,
            52531,
            37215935,
            37215935,
            20619938
        ],
        [
            -43769,
            -39234,
            -43769,
            -26254501,
            -21830460,
            -26254501
        ],
        [
            64,
            70,
            57,
            64,
            70,
            57
        ],
        [
            79,
            95,
            63,
            79,
            95,
            63
        ],
        [
            46,
            41,
            51,
            46,
            41,
            51
        ],
        [
            10888,
            5981,
            4908,
            10888,
            5981,
            4908
        ],
        [
            0,
            40.695054,
            0,
            0,
            40.695054,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -147007,
            -145295,
            -281221,
            380210,
            456619,
            -581028
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11172,
    "evaluation_days": 1862,
    "actual_first_datapoint_time": 1597118400000,
    "first_datapoint_time": 1600113600000,
    "last_datapoint_time": 1757980800000,
    "evaluation_time": 1757983252656,
    "expiration_time": 1762807104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "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)