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Trade: SOL/USDT/720/FWMA/BBM/5707

Strategy
SOL/USDT/720/FWMA/BBM/5707
Pair
SOL_USDT
Interval
12h
Score
339667
Daily Profit
0.278135
Profit Factor
2.677147
Profitability
55.263158
Streak
93.947898
Best Strategy
Training Data Length
1860.000000
Evaluation Time
2025-09-14 01:44
Expiration Time
2025-11-08 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1995792.3632 8136.8583 -2003929.2215 -1506723.5684 -18930207.4084 17423483.84
Total P&L (%) -1995.7924 8.1369 -2003.9292 -1506.7236 -18930.2074 17423.4838
Avg Daily Profit (%) -1.073 0.0044 -1.0774 0 0 0.2781
Buy And Hold Return (%) 7961.1187 7961.1187 7961.1187 7961.1187 7961.1187 7961.1187
Max Trade Drawdown -2092893 -145838 -2035142 -22798339 -20134771 -5251575
Profit Factor 0.1799 1.0357 0.0914 0.9559 0.2033 2.6771
Total Trades 76 38 38 76 38 38
Winning Trades 56 28 28 35 14 21
Losing Trades 20 10 10 41 24 17
Profitability (%) 73.6842 73.6842 73.6842 46.0526 36.8421 55.2632
Ratio Avg Win / Avg Loss 0.0643 0.3699 0.0326 1.1197 0.3485 2.1672
Largest Winning Trade 29680 29680 19366 20514019 1944067 20514019
Largest Losing Trade -1279506 -62948 -1279506 -9129819 -9129819 -3385554
Avg Bars in Trades 45 43 47 45 43 47
Avg Bars in Winners 18 22 15 38 32 43
Avg Bars in Losers 119 101 136 50 49 52
Bars Traded 3444 1637 1807 3444 1637 1807
Profit Streak 41.4479 65.9479 0 0 0 93.9479
Trades During Streak 1 1 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -630657 -532077 -577694 -634423 -585881 339667

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3720,
    "evaluation_days": 1860,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601337600000,
    "last_datapoint_time": 1757764800000,
    "evaluation_time": 1757803498406,
    "expiration_time": 1762585920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 5,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 99,
            "offset": 0,
            "std": 1.64981
        }
    }
}
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": [
        [
            -1995792.3632057218,
            8136.858311427,
            -2003929.2215171494,
            -1506723.568437486,
            -18930207.408420477,
            17423483.83998301
        ],
        [
            -1995.792363,
            8.136858,
            -2003.929222,
            -1506.723568,
            -18930.207408,
            17423.48384
        ],
        [
            -1.073007,
            0.004375,
            -1.077381,
            0,
            0,
            0.278135
        ],
        [
            7961.118727,
            7961.118727,
            7961.118727,
            7961.118727,
            7961.118727,
            7961.118727
        ],
        [
            -2092893,
            -145838,
            -2035142,
            -22798339,
            -20134771,
            -5251575
        ],
        [
            0.179903,
            1.035659,
            0.091361,
            0.955879,
            0.203315,
            2.677147
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            56,
            28,
            28,
            35,
            14,
            21
        ],
        [
            20,
            10,
            10,
            41,
            24,
            17
        ],
        [
            73.684211,
            73.684211,
            73.684211,
            46.052632,
            36.842105,
            55.263158
        ],
        [
            0.064251,
            0.369878,
            0.032629,
            1.119744,
            0.348539,
            2.167215
        ],
        [
            29680,
            29680,
            19366,
            20514019,
            1944067,
            20514019
        ],
        [
            -1279506,
            -62948,
            -1279506,
            -9129819,
            -9129819,
            -3385554
        ],
        [
            45,
            43,
            47,
            45,
            43,
            47
        ],
        [
            18,
            22,
            15,
            38,
            32,
            43
        ],
        [
            119,
            101,
            136,
            50,
            49,
            52
        ],
        [
            3444,
            1637,
            1807,
            3444,
            1637,
            1807
        ],
        [
            41.447898,
            65.947898,
            0,
            0,
            0,
            93.947898
        ],
        [
            1,
            1,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -630657,
            -532077,
            -577694,
            -634423,
            -585881,
            339667
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3720,
    "evaluation_days": 1860,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601337600000,
    "last_datapoint_time": 1757764800000,
    "evaluation_time": 1757803498406,
    "expiration_time": 1762585920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 5,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 99,
            "offset": 0,
            "std": 1.64981
        }
    }
}

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)