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Trade: SOL/USDT/720/DCM/WMA/5593

Strategy
SOL/USDT/720/DCM/WMA/5593
Pair
SOL_USDT
Interval
12h
Score
391953
Daily Profit
0.288041
Profit Factor
2.573364
Profitability
59.375000
Streak
227.040565
Best Strategy
Training Data Length
1864.000000
Evaluation Time
2025-09-17 15:58
Expiration Time
2025-11-12 12:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1630039.3535 67768.6741 -1697808.0277 -1550364.836 -22751901.2294 21201536.3933
Total P&L (%) -1630.0394 67.7687 -1697.808 -1550.3648 -22751.9012 21201.5364
Avg Daily Profit (%) -0.8745 0.0364 -0.9108 0 0 0.288
Buy And Hold Return (%) 9264.5285 9264.5285 9264.5285 9264.5285 9264.5285 9264.5285
Max Trade Drawdown -1732380 -162365 -1739107 -29748336 -25472510 -6975289
Profit Factor 0.236 1.3152 0.115 0.9629 0.1967 2.5734
Total Trades 64 32 32 64 32 32
Winning Trades 35 17 18 34 15 19
Losing Trades 29 15 14 30 17 13
Profitability (%) 54.6875 53.125 56.25 53.125 46.875 59.375
Ratio Avg Win / Avg Loss 0.1955 1.1605 0.0895 0.8496 0.2229 1.7607
Largest Winning Trade 76125 76125 27059 22956487 3716815 22956487
Largest Losing Trade -983850 -57057 -983850 -12599747 -12599747 -4650774
Avg Bars in Trades 54 52 55 54 52 55
Avg Bars in Winners 24 30 18 39 31 46
Avg Bars in Losers 89 77 103 70 70 69
Bars Traded 3461 1670 1791 3461 1670 1791
Profit Streak 43.5406 69.5406 0 0 0 227.0406
Trades During Streak 1 1 0 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -723117 -309000 -580000 -723872 -582025 391953

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3728,
    "evaluation_days": 1864,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1602547200000,
    "last_datapoint_time": 1758110400000,
    "evaluation_time": 1758113904820,
    "expiration_time": 1762941888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 9,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 127,
            "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": [
        [
            -1630039.353539163,
            67768.6741333384,
            -1697808.0276725017,
            -1550364.8360397283,
            -22751901.22935233,
            21201536.393312607
        ],
        [
            -1630.039354,
            67.768674,
            -1697.808028,
            -1550.364836,
            -22751.901229,
            21201.536393
        ],
        [
            -0.874485,
            0.036357,
            -0.910841,
            0,
            0,
            0.288041
        ],
        [
            9264.528483,
            9264.528483,
            9264.528483,
            9264.528483,
            9264.528483,
            9264.528483
        ],
        [
            -1732380,
            -162365,
            -1739107,
            -29748336,
            -25472510,
            -6975289
        ],
        [
            0.235974,
            1.315208,
            0.115029,
            0.962908,
            0.196679,
            2.573364
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            35,
            17,
            18,
            34,
            15,
            19
        ],
        [
            29,
            15,
            14,
            30,
            17,
            13
        ],
        [
            54.6875,
            53.125,
            56.25,
            53.125,
            46.875,
            59.375
        ],
        [
            0.195521,
            1.160478,
            0.089467,
            0.849625,
            0.222903,
            1.760723
        ],
        [
            76125,
            76125,
            27059,
            22956487,
            3716815,
            22956487
        ],
        [
            -983850,
            -57057,
            -983850,
            -12599747,
            -12599747,
            -4650774
        ],
        [
            54,
            52,
            55,
            54,
            52,
            55
        ],
        [
            24,
            30,
            18,
            39,
            31,
            46
        ],
        [
            89,
            77,
            103,
            70,
            70,
            69
        ],
        [
            3461,
            1670,
            1791,
            3461,
            1670,
            1791
        ],
        [
            43.540565,
            69.540565,
            0,
            0,
            0,
            227.040565
        ],
        [
            1,
            1,
            0,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -723117,
            -309000,
            -580000,
            -723872,
            -582025,
            391953
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3728,
    "evaluation_days": 1864,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1602547200000,
    "last_datapoint_time": 1758110400000,
    "evaluation_time": 1758113904820,
    "expiration_time": 1762941888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 9,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 127,
            "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)