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Trade: SOL/USDT/480/MIDPRICE/SSF/4228

Strategy
SOL/USDT/480/MIDPRICE/SSF/4228
Pair
SOL_USDT
Interval
8h
Score
361643
Daily Profit
0.265796
Profit Factor
3.193204
Profitability
63.888889
Streak
228.528223
Best Strategy
Training Data Length
1867.330000
Evaluation Time
2025-09-21 07:40
Expiration Time
2025-11-16 02:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1403391.9018 1444936.686 -41544.7841 4635873.6033 14112403.981 -9476530.3777
Total P&L (%) 1403.3919 1444.9367 -41.5448 4635.8736 14112.404 -9476.5304
Avg Daily Profit (%) 0.7516 0.7738 -0.0222 0.2068 0.2658 0
Buy And Hold Return (%) 7595.5285 7595.5285 7595.5285 7595.5285 7595.5285 7595.5285
Max Trade Drawdown -130415 -60895 -153292 -11141027 -1921906 -12880017
Profit Factor 3.6947 7.2274 0.8561 1.2195 3.1932 0.3545
Total Trades 72 36 36 72 36 36
Winning Trades 42 23 19 42 23 19
Losing Trades 30 13 17 30 13 17
Profitability (%) 58.3333 63.8889 52.7778 58.3333 63.8889 52.7778
Ratio Avg Win / Avg Loss 2.6391 4.085 0.766 0.8711 1.8049 0.3172
Largest Winning Trade 1003317 1003317 62031 6548791 6548791 1210634
Largest Losing Trade -52660 -52660 -43029 -4424900 -1690394 -4424900
Avg Bars in Trades 72 71 72 72 71 72
Avg Bars in Winners 80 75 85 80 75 85
Avg Bars in Losers 60 64 57 60 64 57
Bars Traded 5192 2580 2612 5192 2580 2612
Profit Streak 39.8616 228.5282 39.8616 39.8616 228.5282 39.8616
Trades During Streak 4 4 2 4 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -227099 -141129 -579432 -240667 361643 -579432

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5602,
    "evaluation_days": 1867.33,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601136000000,
    "last_datapoint_time": 1758412800000,
    "evaluation_time": 1758429638490,
    "expiration_time": 1763252928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 71,
            "offset": 0,
            "poles": 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": [
        [
            1403391.901839307,
            1444936.6859649098,
            -41544.7841256027,
            4635873.60327925,
            14112403.980958734,
            -9476530.377679484
        ],
        [
            1403.391902,
            1444.936686,
            -41.544784,
            4635.873603,
            14112.403981,
            -9476.530378
        ],
        [
            0.75155,
            0.773798,
            -0.022248,
            0.206805,
            0.265796,
            0
        ],
        [
            7595.528494,
            7595.528494,
            7595.528494,
            7595.528494,
            7595.528494,
            7595.528494
        ],
        [
            -130415,
            -60895,
            -153292,
            -11141027,
            -1921906,
            -12880017
        ],
        [
            3.694721,
            7.227359,
            0.856128,
            1.219539,
            3.193204,
            0.35454
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            42,
            23,
            19,
            42,
            23,
            19
        ],
        [
            30,
            13,
            17,
            30,
            13,
            17
        ],
        [
            58.333333,
            63.888889,
            52.777778,
            58.333333,
            63.888889,
            52.777778
        ],
        [
            2.639087,
            4.085029,
            0.766009,
            0.871099,
            1.804854,
            0.31722
        ],
        [
            1003317,
            1003317,
            62031,
            6548791,
            6548791,
            1210634
        ],
        [
            -52660,
            -52660,
            -43029,
            -4424900,
            -1690394,
            -4424900
        ],
        [
            72,
            71,
            72,
            72,
            71,
            72
        ],
        [
            80,
            75,
            85,
            80,
            75,
            85
        ],
        [
            60,
            64,
            57,
            60,
            64,
            57
        ],
        [
            5192,
            2580,
            2612,
            5192,
            2580,
            2612
        ],
        [
            39.861556,
            228.528223,
            39.861556,
            39.861557,
            228.528223,
            39.861557
        ],
        [
            4,
            4,
            2,
            4,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -227099,
            -141129,
            -579432,
            -240667,
            361643,
            -579432
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5602,
    "evaluation_days": 1867.33,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601136000000,
    "last_datapoint_time": 1758412800000,
    "evaluation_time": 1758429638490,
    "expiration_time": 1763252928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 71,
            "offset": 0,
            "poles": 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)