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Trade: SOL/USDT/240/SSF/MIDPRICE/5505

Strategy
SOL/USDT/240/SSF/MIDPRICE/5505
Pair
SOL_USDT
Interval
4h
Score
356708
Daily Profit
0.308365
Profit Factor
1.920282
Profitability
47.058824
Streak
0.000000
Best Strategy
Training Data Length
1858.830000
Evaluation Time
2025-09-13 01:01
Expiration Time
2025-11-07 16:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1259635.0532 1191197.4873 68437.5659 30486876.3522 27071887.789 3414988.5631
Total P&L (%) 1259.6351 1191.1975 68.4376 30486.8764 27071.8878 3414.9886
Avg Daily Profit (%) 0.6776 0.6408 0.0368 0.3084 0.302 0.1917
Buy And Hold Return (%) 6941.5555 6941.5555 6941.5555 6941.5555 6941.5555 6941.5555
Max Trade Drawdown -178986 -151885 -102800 -5399386 -3839057 -5407053
Profit Factor 2.8514 4.9516 1.1806 1.9203 3.3807 1.157
Total Trades 119 59 60 119 59 60
Winning Trades 56 26 30 56 26 30
Losing Trades 63 33 30 63 33 30
Profitability (%) 47.0588 44.0678 50 47.0588 44.0678 50
Ratio Avg Win / Avg Loss 3.2078 6.2847 1.1806 2.1603 4.2909 1.157
Largest Winning Trade 401747 401747 68151 8116566 4615838 8116566
Largest Losing Trade -37509 -24354 -37509 -3358826 -2040559 -3358826
Avg Bars in Trades 90 93 88 90 93 88
Avg Bars in Winners 141 154 130 141 154 130
Avg Bars in Losers 45 45 46 45 45 46
Bars Traded 10811 5515 5296 10811 5515 5296
Profit Streak 0 165.0843 0 0 165.0843 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -149042 -323846 -500534 356708 -164570 -374856

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11153,
    "evaluation_days": 1858.83,
    "actual_first_datapoint_time": 1597118400000,
    "first_datapoint_time": 1597435200000,
    "last_datapoint_time": 1757707200000,
    "evaluation_time": 1757714479536,
    "expiration_time": 1762525296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 186,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 23,
            "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": [
        [
            1259635.053178586,
            1191197.4873078926,
            68437.5658706934,
            30486876.352162424,
            27071887.78901957,
            3414988.563142844
        ],
        [
            1259.635053,
            1191.197487,
            68.437566,
            30486.876352,
            27071.887789,
            3414.988563
        ],
        [
            0.677649,
            0.640832,
            0.036818,
            0.308365,
            0.301976,
            0.191681
        ],
        [
            6941.555471,
            6941.555471,
            6941.555471,
            6941.555471,
            6941.555471,
            6941.555471
        ],
        [
            -178986,
            -151885,
            -102800,
            -5399386,
            -3839057,
            -5407053
        ],
        [
            2.851363,
            4.951572,
            1.180606,
            1.920282,
            3.380676,
            1.156966
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            56,
            26,
            30,
            56,
            26,
            30
        ],
        [
            63,
            33,
            30,
            63,
            33,
            30
        ],
        [
            47.058824,
            44.067797,
            50,
            47.058824,
            44.067797,
            50
        ],
        [
            3.207784,
            6.284687,
            1.180606,
            2.160317,
            4.290858,
            1.156966
        ],
        [
            401747,
            401747,
            68151,
            8116566,
            4615838,
            8116566
        ],
        [
            -37509,
            -24354,
            -37509,
            -3358826,
            -2040559,
            -3358826
        ],
        [
            90,
            93,
            88,
            90,
            93,
            88
        ],
        [
            141,
            154,
            130,
            141,
            154,
            130
        ],
        [
            45,
            45,
            46,
            45,
            45,
            46
        ],
        [
            10811,
            5515,
            5296,
            10811,
            5515,
            5296
        ],
        [
            0,
            165.084254,
            0,
            0,
            165.084254,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -149042,
            -323846,
            -500534,
            356708,
            -164570,
            -374856
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11153,
    "evaluation_days": 1858.83,
    "actual_first_datapoint_time": 1597118400000,
    "first_datapoint_time": 1597435200000,
    "last_datapoint_time": 1757707200000,
    "evaluation_time": 1757714479536,
    "expiration_time": 1762525296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 186,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 23,
            "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)