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Trade: SOL/USDT/720/HL2/KCL/3379

Strategy
SOL/USDT/720/HL2/KCL/3379
Pair
SOL_USDT
Interval
12h
Score
484603
Daily Profit
0.316370
Profit Factor
3.739958
Profitability
47.222222
Streak
163.182771
Best Strategy
Training Data Length
1869.000000
Evaluation Time
2025-09-22 19:23
Expiration Time
2025-11-17 15:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -9182108.0088 -13389.9005 -9168718.1083 77327486.6498 36536441.0368 40791045.6131
Total P&L (%) -9182.108 -13.3899 -9168.7181 77327.4867 36536.441 40791.0456
Avg Daily Profit (%) -4.9128 -0.0072 -4.9057 0.3565 0.3164 0.3223
Buy And Hold Return (%) 9118.5546 9118.5546 9118.5546 9118.5546 9118.5546 9118.5546
Max Trade Drawdown -9267244 -88395 -9201635 -30509290 -6534087 -30509290
Profit Factor 0.0309 0.9059 0.0176 2.1627 3.74 1.7672
Total Trades 71 36 35 71 36 35
Winning Trades 53 24 29 31 17 14
Losing Trades 18 12 6 40 19 21
Profitability (%) 74.6479 66.6667 82.8571 43.662 47.2222 40
Ratio Avg Win / Avg Loss 0.0105 0.4529 0.0036 2.7906 4.18 2.6508
Largest Winning Trade 20014 20014 14538 60698098 13380716 60698098
Largest Losing Trade -8721828 -48612 -8721828 -30509290 -2903505 -30509290
Avg Bars in Trades 46 18 75 46 18 75
Avg Bars in Winners 12 4 18 58 29 94
Avg Bars in Losers 147 46 348 37 9 62
Bars Traded 3315 677 2638 3315 677 2638
Profit Streak 163.1828 163.1828 216.6828 163.1828 163.1828 216.6828
Trades During Streak 2 1 4 2 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -667616 -577763 -575238 -79286 484603 292189

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3738,
    "evaluation_days": 1869,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1604707200000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758558191390,
    "expiration_time": 1763386848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 177,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            -9182108.008803787,
            -13389.9005000825,
            -9168718.108303703,
            77327486.6498491,
            36536441.036798865,
            40791045.61305019
        ],
        [
            -9182.108009,
            -13.389901,
            -9168.718108,
            77327.48665,
            36536.441037,
            40791.045613
        ],
        [
            -4.912845,
            -0.007164,
            -4.905681,
            0.356542,
            0.31637,
            0.322268
        ],
        [
            9118.554639,
            9118.554639,
            9118.554639,
            9118.554639,
            9118.554639,
            9118.554639
        ],
        [
            -9267244,
            -88395,
            -9201635,
            -30509290,
            -6534087,
            -30509290
        ],
        [
            0.030947,
            0.905862,
            0.017613,
            2.162739,
            3.739958,
            1.767182
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            53,
            24,
            29,
            31,
            17,
            14
        ],
        [
            18,
            12,
            6,
            40,
            19,
            21
        ],
        [
            74.647887,
            66.666667,
            82.857143,
            43.661972,
            47.222222,
            40
        ],
        [
            0.01051,
            0.452931,
            0.003644,
            2.79063,
            4.179953,
            2.650773
        ],
        [
            20014,
            20014,
            14538,
            60698098,
            13380716,
            60698098
        ],
        [
            -8721828,
            -48612,
            -8721828,
            -30509290,
            -2903505,
            -30509290
        ],
        [
            46,
            18,
            75,
            46,
            18,
            75
        ],
        [
            12,
            4,
            18,
            58,
            29,
            94
        ],
        [
            147,
            46,
            348,
            37,
            9,
            62
        ],
        [
            3315,
            677,
            2638,
            3315,
            677,
            2638
        ],
        [
            163.182771,
            163.182771,
            216.682771,
            163.182771,
            163.182771,
            216.682771
        ],
        [
            2,
            1,
            4,
            2,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -667616,
            -577763,
            -575238,
            -79286,
            484603,
            292189
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3738,
    "evaluation_days": 1869,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1604707200000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758558191390,
    "expiration_time": 1763386848000,
    "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": 177,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)