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Trade: SOL/USDT/30/KCL/LINREG/2667

Strategy
SOL/USDT/30/KCL/LINREG/2667
Pair
SOL_USDT
Interval
30m
Score
317518
Daily Profit
0.190657
Profit Factor
1.605103
Profitability
50.000000
Streak
22.214198
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-10 14:38
Expiration Time
2025-11-24 13:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 126208.4064 99299.6537 26908.7527 134299.9231 100234.1052 34065.818
Total P&L (%) 126.2084 99.2997 26.9088 134.2999 100.2341 34.0658
Avg Daily Profit (%) 0.2423 0.1907 0.0517 0.1636 0.1334 0.0563
Buy And Hold Return (%) 25.4398 25.4398 25.4398 25.4398 25.4398 25.4398
Max Trade Drawdown -56591 -63312 -14347 -96076 -106878 -20572
Profit Factor 1.5665 1.6051 1.4586 1.3901 1.3936 1.3803
Total Trades 93 46 47 93 46 47
Winning Trades 49 23 26 49 23 26
Losing Trades 44 23 21 44 23 21
Profitability (%) 52.6882 50 55.3191 52.6882 50 55.3191
Ratio Avg Win / Avg Loss 1.4067 1.6051 1.1781 1.2483 1.3936 1.1149
Largest Winning Trade 47501 47501 8307 49971 49971 13047
Largest Losing Trade -19864 -19864 -6279 -33430 -33430 -12972
Avg Bars in Trades 260 494 31 260 494 31
Avg Bars in Winners 336 670 41 336 670 41
Avg Bars in Losers 175 318 19 175 318 19
Bars Traded 24222 22745 1478 24222 22745 1478
Profit Streak 0 22.2142 0 0 22.2142 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 300785 317518 -270478 245705 -16011 -177246

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1712505600000,
    "first_datapoint_time": 1712694600000,
    "last_datapoint_time": 1757503800000,
    "evaluation_time": 1757504306747,
    "expiration_time": 1763983800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 69,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 106,
            "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": [
        [
            126208.4064251923,
            99299.6536985445,
            26908.7527266479,
            134299.9231489483,
            100234.1051735448,
            34065.8179754035
        ],
        [
            126.208406,
            99.299654,
            26.908753,
            134.299923,
            100.234105,
            34.065818
        ],
        [
            0.242322,
            0.190657,
            0.051665,
            0.16361,
            0.133399,
            0.056303
        ],
        [
            25.439799,
            25.439799,
            25.439799,
            25.439799,
            25.439799,
            25.439799
        ],
        [
            -56591,
            -63312,
            -14347,
            -96076,
            -106878,
            -20572
        ],
        [
            1.566522,
            1.605103,
            1.458615,
            1.390134,
            1.393585,
            1.380321
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            49,
            23,
            26,
            49,
            23,
            26
        ],
        [
            44,
            23,
            21,
            44,
            23,
            21
        ],
        [
            52.688172,
            50,
            55.319149,
            52.688172,
            50,
            55.319149
        ],
        [
            1.406672,
            1.605103,
            1.178112,
            1.248283,
            1.393585,
            1.114875
        ],
        [
            47501,
            47501,
            8307,
            49971,
            49971,
            13047
        ],
        [
            -19864,
            -19864,
            -6279,
            -33430,
            -33430,
            -12972
        ],
        [
            260,
            494,
            31,
            260,
            494,
            31
        ],
        [
            336,
            670,
            41,
            336,
            670,
            41
        ],
        [
            175,
            318,
            19,
            175,
            318,
            19
        ],
        [
            24222,
            22745,
            1478,
            24222,
            22745,
            1478
        ],
        [
            0,
            22.214198,
            0,
            0,
            22.214198,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300785,
            317518,
            -270478,
            245705,
            -16011,
            -177246
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1712505600000,
    "first_datapoint_time": 1712694600000,
    "last_datapoint_time": 1757503800000,
    "evaluation_time": 1757504306747,
    "expiration_time": 1763983800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 69,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 106,
            "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)