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Trade: SOL/USDT/360/SSF/JMA/6960

Strategy
SOL/USDT/360/SSF/JMA/6960
Pair
SOL_USDT
Interval
6h
Score
376021
Daily Profit
0.301783
Profit Factor
1.793234
Profitability
52.083333
Streak
40.570914
Best Strategy
Training Data Length
1858.250000
Evaluation Time
2025-09-12 10:42
Expiration Time
2025-11-07 01:56

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1467567.3453 1468147.3516 -580.0063 11139581.857 26927308.9587 -15787727.1017
Total P&L (%) 1467.5673 1468.1474 -0.58 11139.5819 26927.309 -15787.7271
Avg Daily Profit (%) 0.7898 0.7901 -0.0003 0.2544 0.3018 0
Buy And Hold Return (%) 7961.048 7961.048 7961.048 7961.048 7961.048 7961.048
Max Trade Drawdown -89903 -55180 -145533 -14466890 -8578881 -27322539
Profit Factor 3.5006 6.6945 0.9982 1.1372 1.7932 0.666
Total Trades 96 48 48 96 48 48
Winning Trades 48 25 23 48 25 23
Losing Trades 48 23 25 48 23 25
Profitability (%) 50 52.0833 47.9167 50 52.0833 47.9167
Ratio Avg Win / Avg Loss 3.5006 6.1589 1.085 1.1372 1.6498 0.7239
Largest Winning Trade 680766 680766 55847 17015830 17015830 5111221
Largest Losing Trade -36783 -36783 -31475 -6121748 -4902378 -6121748
Avg Bars in Trades 76 83 68 76 83 68
Avg Bars in Winners 103 119 86 103 119 86
Avg Bars in Losers 48 44 52 48 44 52
Bars Traded 7316 4009 3307 7316 4009 3307
Profit Streak 0 40.5709 0 0 40.5709 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -145748 -143261 -579832 -102455 376021 -581499

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7433,
    "evaluation_days": 1858.25,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1599372000000,
    "last_datapoint_time": 1757656800000,
    "evaluation_time": 1757662926953,
    "expiration_time": 1762473384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 83,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 105,
            "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": [
        [
            1467567.3453087232,
            1468147.351603628,
            -580.0062949048,
            11139581.857044835,
            26927308.958722845,
            -15787727.10167801
        ],
        [
            1467.567345,
            1468.147352,
            -0.580006,
            11139.581857,
            26927.308959,
            -15787.727102
        ],
        [
            0.789758,
            0.79007,
            -0.000312,
            0.254435,
            0.301783,
            0
        ],
        [
            7961.047991,
            7961.047991,
            7961.047991,
            7961.047991,
            7961.047991,
            7961.047991
        ],
        [
            -89903,
            -55180,
            -145533,
            -14466890,
            -8578881,
            -27322539
        ],
        [
            3.500611,
            6.694497,
            0.998237,
            1.13716,
            1.793234,
            0.666008
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            48,
            25,
            23,
            48,
            25,
            23
        ],
        [
            48,
            23,
            25,
            48,
            23,
            25
        ],
        [
            50,
            52.083333,
            47.916667,
            50,
            52.083333,
            47.916667
        ],
        [
            3.500611,
            6.158938,
            1.085041,
            1.13716,
            1.649775,
            0.723922
        ],
        [
            680766,
            680766,
            55847,
            17015830,
            17015830,
            5111221
        ],
        [
            -36783,
            -36783,
            -31475,
            -6121748,
            -4902378,
            -6121748
        ],
        [
            76,
            83,
            68,
            76,
            83,
            68
        ],
        [
            103,
            119,
            86,
            103,
            119,
            86
        ],
        [
            48,
            44,
            52,
            48,
            44,
            52
        ],
        [
            7316,
            4009,
            3307,
            7316,
            4009,
            3307
        ],
        [
            0,
            40.570914,
            0,
            0,
            40.570914,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -145748,
            -143261,
            -579832,
            -102455,
            376021,
            -581499
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7433,
    "evaluation_days": 1858.25,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1599372000000,
    "last_datapoint_time": 1757656800000,
    "evaluation_time": 1757662926953,
    "expiration_time": 1762473384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 83,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 105,
            "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)