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Trade: SOL/USDT/480/PWMA/MIDPRICE/4349

Strategy
SOL/USDT/480/PWMA/MIDPRICE/4349
Pair
SOL_USDT
Interval
8h
Score
351481
Daily Profit
0.305238
Profit Factor
2.705257
Profitability
43.243243
Streak
165.602102
Best Strategy
Training Data Length
1863.000000
Evaluation Time
2025-09-17 01:27
Expiration Time
2025-11-11 15:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3263495.2562 3220891.7947 42603.4616 29600117.9829 29133971.1132 466146.8697
Total P&L (%) 3263.4953 3220.8918 42.6035 29600.118 29133.9711 466.1469
Avg Daily Profit (%) 1.7517 1.7289 0.0229 0.3061 0.3052 0.0931
Buy And Hold Return (%) 8358.8298 8358.8298 8358.8298 8358.8298 8358.8298 8358.8298
Max Trade Drawdown -109797 -85392 -77282 -21831666 -8048531 -13783134
Profit Factor 7.6068 15.8754 1.1536 1.6554 2.7053 1.0166
Total Trades 74 37 37 74 37 37
Winning Trades 33 16 17 33 16 17
Losing Trades 41 21 20 41 21 20
Profitability (%) 44.5946 43.2432 45.9459 44.5946 43.2432 45.9459
Ratio Avg Win / Avg Loss 9.4509 20.8364 1.3571 2.0567 3.5507 1.196
Largest Winning Trade 2469087 2469087 66156 11039248 11039248 8571833
Largest Losing Trade -32020 -31732 -32020 -9450271 -4591716 -9450271
Avg Bars in Trades 70 73 67 70 73 67
Avg Bars in Winners 115 130 100 115 130 100
Avg Bars in Losers 34 30 39 34 30 39
Bars Traded 5209 2712 2497 5209 2712 2497
Profit Streak 0 165.6021 0 0 165.6021 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -214137 -144932 -381273 -61430 351481 -438284

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5589,
    "evaluation_days": 1863,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1600588800000,
    "last_datapoint_time": 1758038400000,
    "evaluation_time": 1758061621650,
    "expiration_time": 1762867296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 29,
            "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": [
        [
            3263495.2562468974,
            3220891.794650986,
            42603.4615959109,
            29600117.98289777,
            29133971.11324552,
            466146.869652254
        ],
        [
            3263.495256,
            3220.891795,
            42.603462,
            29600.117983,
            29133.971113,
            466.14687
        ],
        [
            1.751742,
            1.728874,
            0.022868,
            0.306089,
            0.305238,
            0.093102
        ],
        [
            8358.829806,
            8358.829806,
            8358.829806,
            8358.829806,
            8358.829806,
            8358.829806
        ],
        [
            -109797,
            -85392,
            -77282,
            -21831666,
            -8048531,
            -13783134
        ],
        [
            7.606807,
            15.875374,
            1.153562,
            1.655405,
            2.705257,
            1.016602
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            44.594595,
            43.243243,
            45.945946,
            44.594595,
            43.243243,
            45.945946
        ],
        [
            9.450881,
            20.836428,
            1.357132,
            2.056716,
            3.55065,
            1.196002
        ],
        [
            2469087,
            2469087,
            66156,
            11039248,
            11039248,
            8571833
        ],
        [
            -32020,
            -31732,
            -32020,
            -9450271,
            -4591716,
            -9450271
        ],
        [
            70,
            73,
            67,
            70,
            73,
            67
        ],
        [
            115,
            130,
            100,
            115,
            130,
            100
        ],
        [
            34,
            30,
            39,
            34,
            30,
            39
        ],
        [
            5209,
            2712,
            2497,
            5209,
            2712,
            2497
        ],
        [
            0,
            165.602102,
            0,
            0,
            165.602102,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -214137,
            -144932,
            -381273,
            -61430,
            351481,
            -438284
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5589,
    "evaluation_days": 1863,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1600588800000,
    "last_datapoint_time": 1758038400000,
    "evaluation_time": 1758061621650,
    "expiration_time": 1762867296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 29,
            "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)