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Trade: SOL/USDT/720/HL2/KCL/3121

Strategy
SOL/USDT/720/HL2/KCL/3121
Pair
SOL_USDT
Interval
12h
Score
490107
Daily Profit
0.333174
Profit Factor
2.156051
Profitability
56.862745
Streak
0.000000
Best Strategy
Training Data Length
1863.500000
Evaluation Time
2025-09-17 06:39
Expiration Time
2025-11-11 23:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2704717.3821 -21425.5672 -2683291.815 -3029566.3354 -52124780.6604 49095214.325
Total P&L (%) -2704.7174 -21.4256 -2683.2918 -3029.5663 -52124.7807 49095.2143
Avg Daily Profit (%) -1.4514 -0.0115 -1.4399 0 0 0.3332
Buy And Hold Return (%) 7947.3373 7947.3373 7947.3373 7947.3373 7947.3373 7947.3373
Max Trade Drawdown -2839856 -146818 -2780237 -70194559 -67380119 -24663123
Profit Factor 0.2003 0.9304 0.1272 0.976 0.3772 2.1561
Total Trades 204 102 102 204 102 102
Winning Trades 144 65 79 111 53 58
Losing Trades 60 37 23 93 49 44
Profitability (%) 70.5882 63.7255 77.451 54.4118 51.9608 56.8627
Ratio Avg Win / Avg Loss 0.0835 0.5296 0.037 0.8177 0.3487 1.6356
Largest Winning Trade 28357 18746 28357 29001477 2839124 29001477
Largest Losing Trade -1878778 -56133 -1878778 -28051187 -28051187 -14406305
Avg Bars in Trades 17 11 23 17 11 23
Avg Bars in Winners 6 4 7 15 7 21
Avg Bars in Losers 44 22 80 20 14 26
Bars Traded 3584 1140 2444 3584 1140 2444
Profit Streak 46.6525 85.1525 46.6525 0 0 0
Trades During Streak 3 3 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575345 -577639 -576387 -578860 -580528 490107

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3727,
    "evaluation_days": 1863.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1599480000000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758080374402,
    "expiration_time": 1762897392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 56,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            -2704717.382138644,
            -21425.5671682844,
            -2683291.814970361,
            -3029566.335378631,
            -52124780.66040105,
            49095214.32502241
        ],
        [
            -2704.717382,
            -21.425567,
            -2683.291815,
            -3029.566335,
            -52124.78066,
            49095.214325
        ],
        [
            -1.451418,
            -0.011497,
            -1.43992,
            0,
            0,
            0.333174
        ],
        [
            7947.337278,
            7947.337278,
            7947.337278,
            7947.337278,
            7947.337278,
            7947.337278
        ],
        [
            -2839856,
            -146818,
            -2780237,
            -70194559,
            -67380119,
            -24663123
        ],
        [
            0.200332,
            0.930406,
            0.127225,
            0.975986,
            0.377163,
            2.156051
        ],
        [
            204,
            102,
            102,
            204,
            102,
            102
        ],
        [
            144,
            65,
            79,
            111,
            53,
            58
        ],
        [
            60,
            37,
            23,
            93,
            49,
            44
        ],
        [
            70.588235,
            63.72549,
            77.45098,
            54.411765,
            51.960784,
            56.862745
        ],
        [
            0.083472,
            0.529616,
            0.03704,
            0.817718,
            0.348698,
            1.635625
        ],
        [
            28357,
            18746,
            28357,
            29001477,
            2839124,
            29001477
        ],
        [
            -1878778,
            -56133,
            -1878778,
            -28051187,
            -28051187,
            -14406305
        ],
        [
            17,
            11,
            23,
            17,
            11,
            23
        ],
        [
            6,
            4,
            7,
            15,
            7,
            21
        ],
        [
            44,
            22,
            80,
            20,
            14,
            26
        ],
        [
            3584,
            1140,
            2444,
            3584,
            1140,
            2444
        ],
        [
            46.652481,
            85.152481,
            46.652481,
            0,
            0,
            0
        ],
        [
            3,
            3,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575345,
            -577639,
            -576387,
            -578860,
            -580528,
            490107
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3727,
    "evaluation_days": 1863.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1599480000000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758080374402,
    "expiration_time": 1762897392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 56,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)