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Trade: SOL/USDT/720/HMA/KCL/7407

Strategy
SOL/USDT/720/HMA/KCL/7407
Pair
SOL_USDT
Interval
12h
Score
332604
Daily Profit
0.322725
Profit Factor
1.328774
Profitability
57.500000
Streak
92.476848
Best Strategy
Training Data Length
1865.500000
Evaluation Time
2025-09-19 14:26
Expiration Time
2025-11-14 01:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2373527.1817 86007.6092 -2459534.7909 -28248654.8855 -68927534.4783 40678879.5927
Total P&L (%) -2373.5272 86.0076 -2459.5348 -28248.6549 -68927.5345 40678.8796
Avg Daily Profit (%) -1.2723 0.0461 -1.3184 0 0 0.3227
Buy And Hold Return (%) 5673.8609 5673.8609 5673.8609 5673.8609 5673.8609 5673.8609
Max Trade Drawdown -2536424 -102707 -2544775 -118581804 -81629655 -75450527
Profit Factor 0.2153 1.4431 0.1311 0.8772 0.3518 1.3288
Total Trades 81 41 40 81 41 40
Winning Trades 59 30 29 42 19 23
Losing Trades 22 11 11 39 22 17
Profitability (%) 72.8395 73.1707 72.5 51.8519 46.3415 57.5
Ratio Avg Win / Avg Loss 0.0803 0.5291 0.0497 0.8146 0.4074 0.9821
Largest Winning Trade 42162 39591 42162 54491226 11654467 54491226
Largest Losing Trade -1643424 -64370 -1643424 -53749369 -37350916 -53749369
Avg Bars in Trades 44 26 62 44 26 62
Avg Bars in Winners 22 15 29 40 21 55
Avg Bars in Losers 102 56 149 48 31 71
Bars Traded 3590 1091 2499 3590 1091 2499
Profit Streak 46.4768 179.4768 0 0 0 92.4768
Trades During Streak 1 4 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -593258 -293119 -577833 -596815 -581887 332604

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3731,
    "evaluation_days": 1865.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1599048000000,
    "last_datapoint_time": 1758240000000,
    "evaluation_time": 1758281199657,
    "expiration_time": 1763075376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 34,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 46,
            "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": [
        [
            -2373527.1817203294,
            86007.6092249769,
            -2459534.790945305,
            -28248654.885548715,
            -68927534.47826646,
            40678879.59271772
        ],
        [
            -2373.527182,
            86.007609,
            -2459.534791,
            -28248.654886,
            -68927.534478,
            40678.879593
        ],
        [
            -1.272328,
            0.046104,
            -1.318432,
            0,
            0,
            0.322725
        ],
        [
            5673.860911,
            5673.860911,
            5673.860911,
            5673.860911,
            5673.860911,
            5673.860911
        ],
        [
            -2536424,
            -102707,
            -2544775,
            -118581804,
            -81629655,
            -75450527
        ],
        [
            0.215283,
            1.443073,
            0.131084,
            0.877216,
            0.351807,
            1.328774
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            59,
            30,
            29,
            42,
            19,
            23
        ],
        [
            22,
            11,
            11,
            39,
            22,
            17
        ],
        [
            72.839506,
            73.170732,
            72.5,
            51.851852,
            46.341463,
            57.5
        ],
        [
            0.080275,
            0.529127,
            0.049721,
            0.814557,
            0.407356,
            0.982137
        ],
        [
            42162,
            39591,
            42162,
            54491226,
            11654467,
            54491226
        ],
        [
            -1643424,
            -64370,
            -1643424,
            -53749369,
            -37350916,
            -53749369
        ],
        [
            44,
            26,
            62,
            44,
            26,
            62
        ],
        [
            22,
            15,
            29,
            40,
            21,
            55
        ],
        [
            102,
            56,
            149,
            48,
            31,
            71
        ],
        [
            3590,
            1091,
            2499,
            3590,
            1091,
            2499
        ],
        [
            46.476848,
            179.476848,
            0,
            0,
            0,
            92.476848
        ],
        [
            1,
            4,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -593258,
            -293119,
            -577833,
            -596815,
            -581887,
            332604
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3731,
    "evaluation_days": 1865.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1599048000000,
    "last_datapoint_time": 1758240000000,
    "evaluation_time": 1758281199657,
    "expiration_time": 1763075376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 34,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 46,
            "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)