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Trade: SOL/USDT/360/PWMA/MIDPRICE/2545

Strategy
SOL/USDT/360/PWMA/MIDPRICE/2545
Pair
SOL_USDT
Interval
6h
Score
409348
Daily Profit
0.316272
Profit Factor
3.591636
Profitability
40.000000
Streak
170.767080
Best Strategy
Training Data Length
1868.750000
Evaluation Time
2025-09-22 21:24
Expiration Time
2025-11-17 21:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2945570.151 2873256.1779 72313.973 38993336.4157 36440301.4713 2553034.9444
Total P&L (%) 2945.5702 2873.2562 72.314 38993.3364 36440.3015 2553.0349
Avg Daily Profit (%) 1.5762 1.5375 0.0387 0.3199 0.3163 0.1756
Buy And Hold Return (%) 7625.9353 7625.9353 7625.9353 7625.9353 7625.9353 7625.9353
Max Trade Drawdown -144385 -92637 -68089 -15128836 -5082443 -10071745
Profit Factor 7.4927 16.2043 1.2732 1.8412 3.5916 1.0791
Total Trades 80 40 40 80 40 40
Winning Trades 33 16 17 33 16 17
Losing Trades 47 24 23 47 24 23
Profitability (%) 41.25 40 42.5 41.25 40 42.5
Ratio Avg Win / Avg Loss 10.6715 24.3065 1.7226 2.6223 5.3875 1.4599
Largest Winning Trade 2166471 2166471 66005 11959600 11959600 10501866
Largest Losing Trade -28766 -25420 -28766 -4960497 -3416068 -4960497
Avg Bars in Trades 89 90 87 89 90 87
Avg Bars in Winners 154 174 135 154 174 135
Avg Bars in Losers 43 34 52 43 34 52
Bars Traded 7129 3620 3509 7129 3620 3509
Profit Streak 0 170.7671 0 0 170.7671 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 -170590 -146335 -308846 -15881 409348 -294400

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7475,
    "evaluation_days": 1868.75,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1600884000000,
    "last_datapoint_time": 1758564000000,
    "evaluation_time": 1758565475693,
    "expiration_time": 1763407800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 38,
            "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": [
        [
            2945570.1509629055,
            2873256.1779182,
            72313.9730447064,
            38993336.415717766,
            36440301.47127755,
            2553034.9444402126
        ],
        [
            2945.570151,
            2873.256178,
            72.313973,
            38993.336416,
            36440.301471,
            2553.034944
        ],
        [
            1.576225,
            1.537528,
            0.038696,
            0.319897,
            0.316272,
            0.175581
        ],
        [
            7625.935267,
            7625.935267,
            7625.935267,
            7625.935267,
            7625.935267,
            7625.935267
        ],
        [
            -144385,
            -92637,
            -68089,
            -15128836,
            -5082443,
            -10071745
        ],
        [
            7.492721,
            16.204307,
            1.273196,
            1.84121,
            3.591636,
            1.079058
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            47,
            24,
            23,
            47,
            24,
            23
        ],
        [
            41.25,
            40,
            42.5,
            41.25,
            40,
            42.5
        ],
        [
            10.671451,
            24.30646,
            1.722559,
            2.622329,
            5.387454,
            1.459902
        ],
        [
            2166471,
            2166471,
            66005,
            11959600,
            11959600,
            10501866
        ],
        [
            -28766,
            -25420,
            -28766,
            -4960497,
            -3416068,
            -4960497
        ],
        [
            89,
            90,
            87,
            89,
            90,
            87
        ],
        [
            154,
            174,
            135,
            154,
            174,
            135
        ],
        [
            43,
            34,
            52,
            43,
            34,
            52
        ],
        [
            7129,
            3620,
            3509,
            7129,
            3620,
            3509
        ],
        [
            0,
            170.76708,
            0,
            0,
            170.76708,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -170590,
            -146335,
            -308846,
            -15881,
            409348,
            -294400
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7475,
    "evaluation_days": 1868.75,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1600884000000,
    "last_datapoint_time": 1758564000000,
    "evaluation_time": 1758565475693,
    "expiration_time": 1763407800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 38,
            "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)