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Trade: SOL/USDT/720/HILO/HMA/3736

Strategy
SOL/USDT/720/HILO/HMA/3736
Pair
SOL_USDT
Interval
12h
Score
530244
Daily Profit
0.334007
Profit Factor
3.046152
Profitability
45.918367
Streak
91.532915
Best Strategy
Training Data Length
1854.000000
Evaluation Time
2025-09-07 15:47
Expiration Time
2025-11-02 04:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1743775.0388 1658382.1474 85392.8914 52216625.6418 48304078.3048 3912547.337
Total P&L (%) 1743.775 1658.3821 85.3929 52216.6256 48304.0783 3912.5473
Avg Daily Profit (%) 0.9405 0.8945 0.0461 0.3382 0.334 0.1993
Buy And Hold Return (%) 7010.8705 7010.8705 7010.8705 7010.8705 7010.8705 7010.8705
Max Trade Drawdown -73743 -84057 -90912 -8466330 -5095271 -8321737
Profit Factor 3.4036 5.746 1.2271 1.9555 3.0462 1.126
Total Trades 196 98 98 196 98 98
Winning Trades 90 45 45 90 45 45
Losing Trades 106 53 53 106 53 53
Profitability (%) 45.9184 45.9184 45.9184 45.9184 45.9184 45.9184
Ratio Avg Win / Avg Loss 4.0087 6.7675 1.4452 2.3031 3.5877 1.3262
Largest Winning Trade 823931 823931 61572 12086666 12086666 6952578
Largest Losing Trade -22381 -21418 -22381 -6375693 -5095271 -6375693
Avg Bars in Trades 18 22 14 18 22 14
Avg Bars in Winners 27 33 20 27 33 20
Avg Bars in Losers 10 12 8 10 12 8
Bars Traded 3586 2193 1393 3586 2193 1393
Profit Streak 0 91.5329 0 0 91.5329 0
Trades During Streak 0 4 0 0 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -146264 -144387 -299136 455401 530244 -241231

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3708,
    "evaluation_days": 1854,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1600603200000,
    "last_datapoint_time": 1757246400000,
    "evaluation_time": 1757249243816,
    "expiration_time": 1762051968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 75,
            "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": [
        [
            1743775.0387640975,
            1658382.1474025866,
            85392.891361512,
            52216625.64176293,
            48304078.30479229,
            3912547.336970631
        ],
        [
            1743.775039,
            1658.382147,
            85.392891,
            52216.625642,
            48304.078305,
            3912.547337
        ],
        [
            0.940547,
            0.894489,
            0.046059,
            0.338214,
            0.334007,
            0.199336
        ],
        [
            7010.870476,
            7010.870476,
            7010.870476,
            7010.870476,
            7010.870476,
            7010.870476
        ],
        [
            -73743,
            -84057,
            -90912,
            -8466330,
            -5095271,
            -8321737
        ],
        [
            3.40361,
            5.745965,
            1.227077,
            1.955486,
            3.046152,
            1.12604
        ],
        [
            196,
            98,
            98,
            196,
            98,
            98
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            45.918367,
            45.918367,
            45.918367,
            45.918367,
            45.918367,
            45.918367
        ],
        [
            4.008696,
            6.76747,
            1.445225,
            2.303128,
            3.58769,
            1.326225
        ],
        [
            823931,
            823931,
            61572,
            12086666,
            12086666,
            6952578
        ],
        [
            -22381,
            -21418,
            -22381,
            -6375693,
            -5095271,
            -6375693
        ],
        [
            18,
            22,
            14,
            18,
            22,
            14
        ],
        [
            27,
            33,
            20,
            27,
            33,
            20
        ],
        [
            10,
            12,
            8,
            10,
            12,
            8
        ],
        [
            3586,
            2193,
            1393,
            3586,
            2193,
            1393
        ],
        [
            0,
            91.532914,
            0,
            0,
            91.532915,
            0
        ],
        [
            0,
            4,
            0,
            0,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -146264,
            -144387,
            -299136,
            455401,
            530244,
            -241231
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3708,
    "evaluation_days": 1854,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1600603200000,
    "last_datapoint_time": 1757246400000,
    "evaluation_time": 1757249243816,
    "expiration_time": 1762051968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 75,
            "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)