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Trade: SOL/USDT/480/MIDPRICE/WMA/5558

Strategy
SOL/USDT/480/MIDPRICE/WMA/5558
Pair
SOL_USDT
Interval
8h
Score
364129
Daily Profit
0.286217
Profit Factor
2.652538
Profitability
63.829787
Streak
0.000000
Best Strategy
Training Data Length
1865.330000
Evaluation Time
2025-09-19 04:49
Expiration Time
2025-11-14 01:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1166517.5827 1154836.3636 11681.2191 12636077.8562 20570005.7824 -7933927.9262
Total P&L (%) 1166.5176 1154.8364 11.6812 12636.0779 20570.0058 -7933.9279
Avg Daily Profit (%) 0.6254 0.6191 0.0063 0.2602 0.2862 0
Buy And Hold Return (%) 9374.1489 9374.1489 9374.1489 9374.1489 9374.1489 9374.1489
Max Trade Drawdown -70879 -77657 -89120 -9767976 -3549672 -11829949
Profit Factor 3.2107 6.1199 1.0387 1.4054 2.6525 0.5762
Total Trades 94 47 47 94 47 47
Winning Trades 55 30 25 55 30 25
Losing Trades 39 17 22 39 17 22
Profitability (%) 58.5106 63.8298 53.1915 58.5106 63.8298 53.1915
Ratio Avg Win / Avg Loss 2.2767 3.468 0.914 0.9966 1.5031 0.5071
Largest Winning Trade 578148 578148 61799 7436071 7436071 3668668
Largest Losing Trade -53083 -49832 -53083 -3984953 -3549672 -3984953
Avg Bars in Trades 55 53 56 55 53 56
Avg Bars in Winners 63 58 68 63 58 68
Avg Bars in Losers 44 45 43 44 45 43
Bars Traded 5201 2537 2664 5201 2537 2664
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -146613 -143755 -529401 -48552 364129 -580283

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5596,
    "evaluation_days": 1865.33,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1600329600000,
    "last_datapoint_time": 1758240000000,
    "evaluation_time": 1758246562599,
    "expiration_time": 1763074944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 59,
            "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": [
        [
            1166517.582728463,
            1154836.3635825883,
            11681.2191458752,
            12636077.856204735,
            20570005.78236682,
            -7933927.926162075
        ],
        [
            1166.517583,
            1154.836364,
            11.681219,
            12636.077856,
            20570.005782,
            -7933.927926
        ],
        [
            0.625368,
            0.619106,
            0.006262,
            0.260186,
            0.286217,
            0
        ],
        [
            9374.14885,
            9374.14885,
            9374.14885,
            9374.14885,
            9374.14885,
            9374.14885
        ],
        [
            -70879,
            -77657,
            -89120,
            -9767976,
            -3549672,
            -11829949
        ],
        [
            3.210737,
            6.119945,
            1.038666,
            1.4054,
            2.652538,
            0.576222
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            55,
            30,
            25,
            55,
            30,
            25
        ],
        [
            39,
            17,
            22,
            39,
            17,
            22
        ],
        [
            58.510638,
            63.829787,
            53.191489,
            58.510638,
            63.829787,
            53.191489
        ],
        [
            2.276705,
            3.467969,
            0.914026,
            0.996556,
            1.503105,
            0.507075
        ],
        [
            578148,
            578148,
            61799,
            7436071,
            7436071,
            3668668
        ],
        [
            -53083,
            -49832,
            -53083,
            -3984953,
            -3549672,
            -3984953
        ],
        [
            55,
            53,
            56,
            55,
            53,
            56
        ],
        [
            63,
            58,
            68,
            63,
            58,
            68
        ],
        [
            44,
            45,
            43,
            44,
            45,
            43
        ],
        [
            5201,
            2537,
            2664,
            5201,
            2537,
            2664
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -146613,
            -143755,
            -529401,
            -48552,
            364129,
            -580283
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5596,
    "evaluation_days": 1865.33,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1600329600000,
    "last_datapoint_time": 1758240000000,
    "evaluation_time": 1758246562599,
    "expiration_time": 1763074944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 59,
            "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)