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Trade: SOL/USDT/720/HL2/MIDPRICE/4038

Strategy
SOL/USDT/720/HL2/MIDPRICE/4038
Pair
SOL_USDT
Interval
12h
Score
324001
Daily Profit
0.297411
Profit Factor
2.646975
Profitability
44.680851
Streak
0.000000
Best Strategy
Training Data Length
1870.000000
Evaluation Time
2025-09-24 04:24
Expiration Time
2025-11-18 16:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2364609.1341 13745.6733 -2378354.8074 -2864612.1585 -28574446.7918 25709834.6333
Total P&L (%) -2364.6091 13.7457 -2378.3548 -2864.6122 -28574.4468 25709.8346
Avg Daily Profit (%) -1.2645 0.0074 -1.2718 0 0 0.2974
Buy And Hold Return (%) 8029.4774 8029.4774 8029.4774 8029.4774 8029.4774 8029.4774
Max Trade Drawdown -2507267 -155608 -2440018 -35593874 -31269594 -7695365
Profit Factor 0.1682 1.0563 0.0848 0.9452 0.2197 2.647
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 0.0545 0.2502 0.036 1.5227 0.4687 3.2772
Largest Winning Trade 26577 26577 19704 31006746 2283566 31006746
Largest Losing Trade -1672025 -60024 -1672025 -14608895 -14608895 -4993715
Avg Bars in Trades 36 36 37 36 36 37
Avg Bars in Winners 12 13 10 32 22 40
Avg Bars in Losers 111 130 100 39 42 35
Bars Traded 3447 1693 1755 3447 1693 1755
Profit Streak 53.5588 157.5588 53.5588 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 -575532 -503529 -577513 -582300 -587729 324001
Evaluation Data
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3740,
    "evaluation_days": 1870,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601899200000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758677080950,
    "expiration_time": 1763475840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 112,
            "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": [
        [
            -2364609.1341244034,
            13745.6732732314,
            -2378354.807397634,
            -2864612.1584924664,
            -28574446.791791335,
            25709834.633298863
        ],
        [
            -2364.609134,
            13.745673,
            -2378.354807,
            -2864.612158,
            -28574.446792,
            25709.834633
        ],
        [
            -1.264497,
            0.007351,
            -1.271847,
            0,
            0,
            0.297411
        ],
        [
            8029.477415,
            8029.477415,
            8029.477415,
            8029.477415,
            8029.477415,
            8029.477415
        ],
        [
            -2507267,
            -155608,
            -2440018,
            -35593874,
            -31269594,
            -7695365
        ],
        [
            0.168221,
            1.056321,
            0.084817,
            0.945154,
            0.219697,
            2.646975
        ],
        [
            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
        ],
        [
            0.054494,
            0.250181,
            0.035983,
            1.522748,
            0.468687,
            3.277207
        ],
        [
            26577,
            26577,
            19704,
            31006746,
            2283566,
            31006746
        ],
        [
            -1672025,
            -60024,
            -1672025,
            -14608895,
            -14608895,
            -4993715
        ],
        [
            36,
            36,
            37,
            36,
            36,
            37
        ],
        [
            12,
            13,
            10,
            32,
            22,
            40
        ],
        [
            111,
            130,
            100,
            39,
            42,
            35
        ],
        [
            3447,
            1693,
            1755,
            3447,
            1693,
            1755
        ],
        [
            53.558807,
            157.558807,
            53.558807,
            0,
            0,
            0
        ],
        [
            3,
            6,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575532,
            -503529,
            -577513,
            -582300,
            -587729,
            324001
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3740,
    "evaluation_days": 1870,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601899200000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758677080950,
    "expiration_time": 1763475840000,
    "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": 112,
            "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)