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Trade: SOL/USDT/720/HL2/MIDPRICE/3209

Strategy
SOL/USDT/720/HL2/MIDPRICE/3209
Pair
SOL_USDT
Interval
12h
Score
309141
Daily Profit
0.296532
Profit Factor
2.596473
Profitability
44.680851
Streak
0.000000
Best Strategy
Training Data Length
1871.000000
Evaluation Time
2025-09-26 13:26
Expiration Time
2025-11-19 17:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2367521.2443 11880.3751 -2379401.6194 -2820730.1043 -28186156.3676 25365426.2634
Total P&L (%) -2367.5212 11.8804 -2379.4016 -2820.7301 -28186.1564 25365.4263
Avg Daily Profit (%) -1.2654 0.0064 -1.2717 0 0 0.2965
Buy And Hold Return (%) 8882.6479 8882.6479 8882.6479 8882.6479 8882.6479 8882.6479
Max Trade Drawdown -2501711 -155608 -2437021 -35493950 -31001672 -7896462
Profit Factor 0.1674 1.049 0.0852 0.9459 0.2223 2.5965
Total Trades 94 47 47 94 47 47
Winning Trades 71 38 33 36 15 21
Losing Trades 23 9 14 58 32 26
Profitability (%) 75.5319 80.8511 70.2128 38.2979 31.9149 44.6809
Ratio Avg Win / Avg Loss 0.0542 0.2484 0.0361 1.5239 0.4743 3.2147
Largest Winning Trade 26577 26577 19103 30621056 2255161 30621056
Largest Losing Trade -1672025 -60024 -1672025 -14427176 -14427176 -5265706
Avg Bars in Trades 36 35 37 36 35 37
Avg Bars in Winners 12 13 10 32 22 40
Avg Bars in Losers 112 130 100 39 42 35
Bars Traded 3447 1690 1758 3447 1690 1758
Profit Streak 55.9349 159.9349 55.9349 0 0 0
Trades During Streak 3 6 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575538 -512928 -577515 -582300 -587729 309141
Evaluation Data
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3742,
    "evaluation_days": 1871,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601942400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882375848,
    "expiration_time": 1763564832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 113,
            "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": [
        [
            -2367521.2442921707,
            11880.3751256652,
            -2379401.6194178355,
            -2820730.104278676,
            -28186156.367639873,
            25365426.263361175
        ],
        [
            -2367.521244,
            11.880375,
            -2379.401619,
            -2820.730104,
            -28186.156368,
            25365.426263
        ],
        [
            -1.265377,
            0.00635,
            -1.271727,
            0,
            0,
            0.296532
        ],
        [
            8882.647869,
            8882.647869,
            8882.647869,
            8882.647869,
            8882.647869,
            8882.647869
        ],
        [
            -2501711,
            -155608,
            -2437021,
            -35493950,
            -31001672,
            -7896462
        ],
        [
            0.167373,
            1.04899,
            0.085173,
            0.945893,
            0.222318,
            2.596473
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            71,
            38,
            33,
            36,
            15,
            21
        ],
        [
            23,
            9,
            14,
            58,
            32,
            26
        ],
        [
            75.531915,
            80.851064,
            70.212766,
            38.297872,
            31.914894,
            44.680851
        ],
        [
            0.054219,
            0.248445,
            0.036134,
            1.523938,
            0.474278,
            3.214681
        ],
        [
            26577,
            26577,
            19103,
            30621056,
            2255161,
            30621056
        ],
        [
            -1672025,
            -60024,
            -1672025,
            -14427176,
            -14427176,
            -5265706
        ],
        [
            36,
            35,
            37,
            36,
            35,
            37
        ],
        [
            12,
            13,
            10,
            32,
            22,
            40
        ],
        [
            112,
            130,
            100,
            39,
            42,
            35
        ],
        [
            3447,
            1690,
            1758,
            3447,
            1690,
            1758
        ],
        [
            55.934906,
            159.934906,
            55.934906,
            0,
            0,
            0
        ],
        [
            3,
            6,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575538,
            -512928,
            -577515,
            -582300,
            -587729,
            309141
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3742,
    "evaluation_days": 1871,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601942400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882375848,
    "expiration_time": 1763564832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 113,
            "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)