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Trade: SOL/USDT/240/SSF/KCL/5172

Strategy
SOL/USDT/240/SSF/KCL/5172
Pair
SOL_USDT
Interval
4h
Score
424269
Daily Profit
0.298896
Profit Factor
2.673691
Profitability
58.620690
Streak
0.000000
Best Strategy
Training Data Length
1860.670000
Evaluation Time
2025-09-14 22:09
Expiration Time
2025-11-09 13:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2883016.9929 -48662.9409 -2834354.0521 -31060833.2018 25705532.5378 -56766365.7396
Total P&L (%) -2883.017 -48.6629 -2834.3541 -31060.8332 25705.5325 -56766.3657
Avg Daily Profit (%) -1.5495 -0.0262 -1.5233 0 0.2989 0
Buy And Hold Return (%) 9076.8774 9076.8774 9076.8774 9076.8774 9076.8774 9076.8774
Max Trade Drawdown -2914970 -67040 -2888358 -119236620 -8729043 -116476472
Profit Factor 0.1241 0.7296 0.0891 0.7872 2.6737 0.5654
Total Trades 58 29 29 58 29 29
Winning Trades 30 15 15 35 17 18
Losing Trades 28 14 14 23 12 11
Profitability (%) 51.7241 51.7241 51.7241 60.3448 58.6207 62.069
Ratio Avg Win / Avg Loss 0.1159 0.6809 0.0832 0.5173 1.8873 0.3455
Largest Winning Trade 56342 33587 56342 32650003 12056687 32650003
Largest Losing Trade -1847270 -38652 -1847270 -111968392 -4472679 -111968392
Avg Bars in Trades 181 66 296 181 66 296
Avg Bars in Winners 121 59 183 168 60 270
Avg Bars in Losers 246 74 418 201 74 339
Bars Traded 10538 1931 8607 10538 1931 8607
Profit Streak 76.6315 169.1315 0 0 0 196.9649
Trades During Streak 1 2 0 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -759496 -579641 -580609 -758936 424269 -578292

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11164,
    "evaluation_days": 1860.67,
    "actual_first_datapoint_time": 1597118400000,
    "first_datapoint_time": 1599537600000,
    "last_datapoint_time": 1757865600000,
    "evaluation_time": 1757876964084,
    "expiration_time": 1762688448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 140,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 169,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            -2883016.9929271047,
            -48662.9408735312,
            -2834354.052053574,
            -31060833.201793205,
            25705532.53780363,
            -56766365.739596814
        ],
        [
            -2883.016993,
            -48.662941,
            -2834.354052,
            -31060.833202,
            25705.532538,
            -56766.36574
        ],
        [
            -1.549451,
            -0.026153,
            -1.523298,
            0,
            0.298896,
            0
        ],
        [
            9076.877396,
            9076.877396,
            9076.877396,
            9076.877396,
            9076.877396,
            9076.877396
        ],
        [
            -2914970,
            -67040,
            -2888358,
            -119236620,
            -8729043,
            -116476472
        ],
        [
            0.124139,
            0.729555,
            0.08913,
            0.787232,
            2.673691,
            0.565428
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            30,
            15,
            15,
            35,
            17,
            18
        ],
        [
            28,
            14,
            14,
            23,
            12,
            11
        ],
        [
            51.724138,
            51.724138,
            51.724138,
            60.344828,
            58.62069,
            62.068966
        ],
        [
            0.115863,
            0.680918,
            0.083188,
            0.517324,
            1.887311,
            0.345539
        ],
        [
            56342,
            33587,
            56342,
            32650003,
            12056687,
            32650003
        ],
        [
            -1847270,
            -38652,
            -1847270,
            -111968392,
            -4472679,
            -111968392
        ],
        [
            181,
            66,
            296,
            181,
            66,
            296
        ],
        [
            121,
            59,
            183,
            168,
            60,
            270
        ],
        [
            246,
            74,
            418,
            201,
            74,
            339
        ],
        [
            10538,
            1931,
            8607,
            10538,
            1931,
            8607
        ],
        [
            76.631529,
            169.131529,
            0,
            0,
            0,
            196.964862
        ],
        [
            1,
            2,
            0,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -759496,
            -579641,
            -580609,
            -758936,
            424269,
            -578292
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11164,
    "evaluation_days": 1860.67,
    "actual_first_datapoint_time": 1597118400000,
    "first_datapoint_time": 1599537600000,
    "last_datapoint_time": 1757865600000,
    "evaluation_time": 1757876964084,
    "expiration_time": 1762688448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 140,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 169,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)