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Trade: SOL/USDT/480/LINREG/KCL/4733

Strategy
SOL/USDT/480/LINREG/KCL/4733
Pair
SOL_USDT
Interval
8h
Score
419113
Daily Profit
0.353684
Profit Factor
1.470463
Profitability
56.115108
Streak
87.105059
Best Strategy
Training Data Length
1862.330000
Evaluation Time
2025-09-16 05:31
Expiration Time
2025-11-10 22:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2338618.577 59493.6653 -2398112.2422 -4903936.39 -76508410.6019 71604474.2119
Total P&L (%) -2338.6186 59.4937 -2398.1122 -4903.9364 -76508.4106 71604.4742
Avg Daily Profit (%) -1.2557 0.0319 -1.2877 0 0 0.3537
Buy And Hold Return (%) 5945.2939 5945.2939 5945.2939 5945.2939 5945.2939 5945.2939
Max Trade Drawdown -2559684 -113371 -2538987 -118800614 -94703163 -82247100
Profit Factor 0.2842 1.2075 0.1954 0.9836 0.4785 1.4705
Total Trades 279 140 139 279 140 139
Winning Trades 178 82 96 139 61 78
Losing Trades 101 58 43 140 79 61
Profitability (%) 63.7993 58.5714 69.0647 49.8208 43.5714 56.1151
Ratio Avg Win / Avg Loss 0.1613 0.8541 0.0875 0.9907 0.6197 1.15
Largest Winning Trade 39748 39748 26963 38066570 8522495 38066570
Largest Losing Trade -1541840 -36485 -1541840 -63328795 -37682515 -63328795
Avg Bars in Trades 19 6 32 19 6 32
Avg Bars in Winners 9 4 14 19 4 30
Avg Bars in Losers 36 8 72 19 7 35
Bars Traded 5381 852 4529 5381 852 4529
Profit Streak 45.1051 100.7717 0 0 0 87.1051
Trades During Streak 1 5 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576696 -315496 -578492 -579110 -583183 419113

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5587,
    "evaluation_days": 1862.33,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1598601600000,
    "last_datapoint_time": 1757980800000,
    "evaluation_time": 1757989877118,
    "expiration_time": 1762807968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 2,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 53,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            -2338618.576970691,
            59493.6652634444,
            -2398112.2422341364,
            -4903936.390020004,
            -76508410.60192622,
            71604474.21190618
        ],
        [
            -2338.618577,
            59.493665,
            -2398.112242,
            -4903.93639,
            -76508.410602,
            71604.474212
        ],
        [
            -1.255749,
            0.031946,
            -1.287695,
            0,
            0,
            0.353684
        ],
        [
            5945.29392,
            5945.29392,
            5945.29392,
            5945.29392,
            5945.29392,
            5945.29392
        ],
        [
            -2559684,
            -113371,
            -2538987,
            -118800614,
            -94703163,
            -82247100
        ],
        [
            0.284191,
            1.2075,
            0.195367,
            0.983594,
            0.478519,
            1.470463
        ],
        [
            279,
            140,
            139,
            279,
            140,
            139
        ],
        [
            178,
            82,
            96,
            139,
            61,
            78
        ],
        [
            101,
            58,
            43,
            140,
            79,
            61
        ],
        [
            63.799283,
            58.571429,
            69.064748,
            49.820789,
            43.571429,
            56.115108
        ],
        [
            0.161254,
            0.854085,
            0.087508,
            0.99067,
            0.619722,
            1.149978
        ],
        [
            39748,
            39748,
            26963,
            38066570,
            8522495,
            38066570
        ],
        [
            -1541840,
            -36485,
            -1541840,
            -63328795,
            -37682515,
            -63328795
        ],
        [
            19,
            6,
            32,
            19,
            6,
            32
        ],
        [
            9,
            4,
            14,
            19,
            4,
            30
        ],
        [
            36,
            8,
            72,
            19,
            7,
            35
        ],
        [
            5381,
            852,
            4529,
            5381,
            852,
            4529
        ],
        [
            45.105059,
            100.771726,
            0,
            0,
            0,
            87.105059
        ],
        [
            1,
            5,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576696,
            -315496,
            -578492,
            -579110,
            -583183,
            419113
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5587,
    "evaluation_days": 1862.33,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1598601600000,
    "last_datapoint_time": 1757980800000,
    "evaluation_time": 1757989877118,
    "expiration_time": 1762807968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 2,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 53,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)