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Trade: SOL/USDT/360/SSF/SWMA/1395

Strategy
SOL/USDT/360/SSF/SWMA/1395
Pair
SOL_USDT
Interval
6h
Score
358040
Daily Profit
0.306716
Profit Factor
1.409103
Profitability
62.222222
Streak
158.562279
Best Strategy
Training Data Length
1853.500000
Evaluation Time
2025-09-07 16:29
Expiration Time
2025-11-02 04:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2324959.769 184802.1077 -2509761.8766 -1067456.6822 -30153885.2004 29086428.5181
Total P&L (%) -2324.9598 184.8021 -2509.7619 -1067.4567 -30153.8852 29086.4285
Avg Daily Profit (%) -1.2544 0.0997 -1.3541 0 0 0.3067
Buy And Hold Return (%) 4892.7549 4892.7549 4892.7549 4892.7549 4892.7549 4892.7549
Max Trade Drawdown -2455294 -101387 -2552866 -60370747 -42387615 -41769266
Profit Factor 0.2612 1.8159 0.1406 0.9917 0.4808 1.4091
Total Trades 91 46 45 91 46 45
Winning Trades 54 27 27 45 17 28
Losing Trades 37 19 18 46 29 17
Profitability (%) 59.3407 58.6957 60 49.4505 36.9565 62.2222
Ratio Avg Win / Avg Loss 0.179 1.2778 0.0938 1.0138 0.8202 0.8555
Largest Winning Trade 66168 66168 54053 50302135 9089177 50302135
Largest Losing Trade -2090686 -60369 -2090686 -32202044 -20202298 -32202044
Avg Bars in Trades 79 76 81 79 76 81
Avg Bars in Winners 43 47 38 72 77 69
Avg Bars in Losers 131 117 145 85 75 101
Bars Traded 7197 3523 3673 7197 3523 3673
Profit Streak 36.3123 68.0623 0 0 0 158.5623
Trades During Streak 1 1 0 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578780 -221552 -579415 -579082 -585776 358040

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7414,
    "evaluation_days": 1853.5,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1599026400000,
    "last_datapoint_time": 1757246400000,
    "evaluation_time": 1757251780897,
    "expiration_time": 1762050672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 73,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 89,
            "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": [
        [
            -2324959.768954725,
            184802.1076557398,
            -2509761.8766104644,
            -1067456.6822212772,
            -30153885.200365074,
            29086428.51814378
        ],
        [
            -2324.959769,
            184.802108,
            -2509.761877,
            -1067.456682,
            -30153.8852,
            29086.428518
        ],
        [
            -1.254362,
            0.099704,
            -1.354066,
            0,
            0,
            0.306716
        ],
        [
            4892.754869,
            4892.754869,
            4892.754869,
            4892.754869,
            4892.754869,
            4892.754869
        ],
        [
            -2455294,
            -101387,
            -2552866,
            -60370747,
            -42387615,
            -41769266
        ],
        [
            0.261212,
            1.815887,
            0.140636,
            0.991737,
            0.480818,
            1.409103
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            54,
            27,
            27,
            45,
            17,
            28
        ],
        [
            37,
            19,
            18,
            46,
            29,
            17
        ],
        [
            59.340659,
            58.695652,
            60,
            49.450549,
            36.956522,
            62.222222
        ],
        [
            0.178979,
            1.277846,
            0.093757,
            1.013775,
            0.820219,
            0.855527
        ],
        [
            66168,
            66168,
            54053,
            50302135,
            9089177,
            50302135
        ],
        [
            -2090686,
            -60369,
            -2090686,
            -32202044,
            -20202298,
            -32202044
        ],
        [
            79,
            76,
            81,
            79,
            76,
            81
        ],
        [
            43,
            47,
            38,
            72,
            77,
            69
        ],
        [
            131,
            117,
            145,
            85,
            75,
            101
        ],
        [
            7197,
            3523,
            3673,
            7197,
            3523,
            3673
        ],
        [
            36.312279,
            68.062279,
            0,
            0,
            0,
            158.562279
        ],
        [
            1,
            1,
            0,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -578780,
            -221552,
            -579415,
            -579082,
            -585776,
            358040
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7414,
    "evaluation_days": 1853.5,
    "actual_first_datapoint_time": 1597125600000,
    "first_datapoint_time": 1599026400000,
    "last_datapoint_time": 1757246400000,
    "evaluation_time": 1757251780897,
    "expiration_time": 1762050672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 73,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 89,
            "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)