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Trade: SOL/USDT/480/FWMA/MIDPRICE/4417

Strategy
SOL/USDT/480/FWMA/MIDPRICE/4417
Pair
SOL_USDT
Interval
8h
Score
301299
Daily Profit
0.283501
Profit Factor
2.558434
Profitability
48.571429
Streak
0.000000
Best Strategy
Training Data Length
1869.000000
Evaluation Time
2025-09-23 00:11
Expiration Time
2025-11-17 19:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2078823.4259 30384.937 -2109208.3629 -3543166.955 -23300049.7467 19756882.7917
Total P&L (%) -2078.8234 30.3849 -2109.2084 -3543.167 -23300.0497 19756.8828
Avg Daily Profit (%) -1.1123 0.0163 -1.1285 0 0 0.2835
Buy And Hold Return (%) 8482.4966 8482.4966 8482.4966 8482.4966 8482.4966 8482.4966
Max Trade Drawdown -2254296 -150574 -2179430 -27743091 -24451379 -6721708
Profit Factor 0.1819 1.137 0.0906 0.9131 0.1704 2.5584
Total Trades 70 35 35 70 35 35
Winning Trades 54 27 27 29 12 17
Losing Trades 16 8 8 41 23 18
Profitability (%) 77.1429 77.1429 77.1429 41.4286 34.2857 48.5714
Ratio Avg Win / Avg Loss 0.0539 0.3369 0.0268 1.2909 0.3265 2.7089
Largest Winning Trade 32736 32736 17118 24369316 1729020 24369316
Largest Losing Trade -1412694 -58369 -1412694 -10148929 -10148929 -3902537
Avg Bars in Trades 73 71 75 73 71 75
Avg Bars in Winners 27 31 24 63 49 73
Avg Bars in Losers 228 209 247 80 83 77
Bars Traded 5156 2517 2638 5156 2517 2638
Profit Streak 108.8827 156.216 108.8827 0 0 0
Trades During Streak 5 3 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -674330 -403546 -576311 -681222 -586898 301299

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5607,
    "evaluation_days": 1869,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601942400000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758575461775,
    "expiration_time": 1763401248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 169,
            "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": [
        [
            -2078823.4258894064,
            30384.9370184959,
            -2109208.3629079023,
            -3543166.954977259,
            -23300049.746712368,
            19756882.7917351
        ],
        [
            -2078.823426,
            30.384937,
            -2109.208363,
            -3543.166955,
            -23300.049747,
            19756.882792
        ],
        [
            -1.112265,
            0.016257,
            -1.128522,
            0,
            0,
            0.283501
        ],
        [
            8482.49664,
            8482.49664,
            8482.49664,
            8482.49664,
            8482.49664,
            8482.49664
        ],
        [
            -2254296,
            -150574,
            -2179430,
            -27743091,
            -24451379,
            -6721708
        ],
        [
            0.181933,
            1.136995,
            0.090601,
            0.913077,
            0.170359,
            2.558434
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            54,
            27,
            27,
            29,
            12,
            17
        ],
        [
            16,
            8,
            8,
            41,
            23,
            18
        ],
        [
            77.142857,
            77.142857,
            77.142857,
            41.428571,
            34.285714,
            48.571429
        ],
        [
            0.053906,
            0.336887,
            0.026845,
            1.290901,
            0.326522,
            2.70893
        ],
        [
            32736,
            32736,
            17118,
            24369316,
            1729020,
            24369316
        ],
        [
            -1412694,
            -58369,
            -1412694,
            -10148929,
            -10148929,
            -3902537
        ],
        [
            73,
            71,
            75,
            73,
            71,
            75
        ],
        [
            27,
            31,
            24,
            63,
            49,
            73
        ],
        [
            228,
            209,
            247,
            80,
            83,
            77
        ],
        [
            5156,
            2517,
            2638,
            5156,
            2517,
            2638
        ],
        [
            108.882659,
            156.215993,
            108.882659,
            0,
            0,
            0
        ],
        [
            5,
            3,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -674330,
            -403546,
            -576311,
            -681222,
            -586898,
            301299
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5607,
    "evaluation_days": 1869,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601942400000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758575461775,
    "expiration_time": 1763401248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 169,
            "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)