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Trade: SOL/USDT/360/HMA/KCL/4973

Strategy
SOL/USDT/360/HMA/KCL/4973
Pair
SOL_USDT
Interval
6h
Score
497442
Daily Profit
0.368443
Profit Factor
1.964278
Profitability
76.344086
Streak
0.000000
Best Strategy
Training Data Length
1862.750000
Evaluation Time
2025-09-16 22:04
Expiration Time
2025-11-11 17:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2620784.582 27128.0417 -2647912.6237 3089843.1849 -91250857.67 94340700.855
Total P&L (%) -2620.7846 27.128 -2647.9126 3089.8432 -91250.8577 94340.7009
Avg Daily Profit (%) -1.4069 0.0146 -1.4215 0.1861 0 0.3684
Buy And Hold Return (%) 5919.1494 5919.1494 5919.1494 5919.1494 5919.1494 5919.1494
Max Trade Drawdown -2807761 -108004 -2761519 -129067825 -97011496 -74115309
Profit Factor 0.2161 1.1231 0.1521 1.0129 0.3593 1.9643
Total Trades 187 94 93 187 94 93
Winning Trades 141 63 78 133 62 71
Losing Trades 46 31 15 54 32 22
Profitability (%) 75.4011 67.0213 83.871 71.123 65.9574 76.3441
Ratio Avg Win / Avg Loss 0.0705 0.5526 0.0293 0.4112 0.1854 0.6087
Largest Winning Trade 26158 20554 26158 48202090 9703337 48202090
Largest Losing Trade -1764357 -49852 -1764357 -73486869 -61257518 -73486869
Avg Bars in Trades 38 7 69 38 7 69
Avg Bars in Winners 18 3 29 27 4 48
Avg Bars in Losers 100 15 275 64 13 137
Bars Traded 7172 726 6446 7172 726 6446
Profit Streak 45.045 165.545 0 45.045 165.545 0
Trades During Streak 1 8 0 1 8 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575950 -421995 -576540 -361633 -576959 497442

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7451,
    "evaluation_days": 1862.75,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1598594400000,
    "last_datapoint_time": 1758045600000,
    "evaluation_time": 1758049484510,
    "expiration_time": 1762873848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 7,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 69,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            -2620784.581988215,
            27128.0417171959,
            -2647912.6237054123,
            3089843.184930392,
            -91250857.67002387,
            94340700.85495415
        ],
        [
            -2620.784582,
            27.128042,
            -2647.912624,
            3089.843185,
            -91250.85767,
            94340.700855
        ],
        [
            -1.406944,
            0.014563,
            -1.421507,
            0.186057,
            0,
            0.368443
        ],
        [
            5919.149421,
            5919.149421,
            5919.149421,
            5919.149421,
            5919.149421,
            5919.149421
        ],
        [
            -2807761,
            -108004,
            -2761519,
            -129067825,
            -97011496,
            -74115309
        ],
        [
            0.21613,
            1.123099,
            0.15213,
            1.012861,
            0.359284,
            1.964278
        ],
        [
            187,
            94,
            93,
            187,
            94,
            93
        ],
        [
            141,
            63,
            78,
            133,
            62,
            71
        ],
        [
            46,
            31,
            15,
            54,
            32,
            22
        ],
        [
            75.40107,
            67.021277,
            83.870968,
            71.122995,
            65.957447,
            76.344086
        ],
        [
            0.070511,
            0.552636,
            0.029256,
            0.411237,
            0.185437,
            0.60865
        ],
        [
            26158,
            20554,
            26158,
            48202090,
            9703337,
            48202090
        ],
        [
            -1764357,
            -49852,
            -1764357,
            -73486869,
            -61257518,
            -73486869
        ],
        [
            38,
            7,
            69,
            38,
            7,
            69
        ],
        [
            18,
            3,
            29,
            27,
            4,
            48
        ],
        [
            100,
            15,
            275,
            64,
            13,
            137
        ],
        [
            7172,
            726,
            6446,
            7172,
            726,
            6446
        ],
        [
            45.044959,
            165.544959,
            0,
            45.04496,
            165.54496,
            0
        ],
        [
            1,
            8,
            0,
            1,
            8,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575950,
            -421995,
            -576540,
            -361633,
            -576959,
            497442
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7451,
    "evaluation_days": 1862.75,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1598594400000,
    "last_datapoint_time": 1758045600000,
    "evaluation_time": 1758049484510,
    "expiration_time": 1762873848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 7,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 69,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)