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Trade: SOL/USDT/720/HMA/MIDPRICE/2175

Strategy
SOL/USDT/720/HMA/MIDPRICE/2175
Pair
SOL_USDT
Interval
12h
Score
405197
Daily Profit
0.330948
Profit Factor
2.921957
Profitability
45.945946
Streak
30.975220
Best Strategy
Training Data Length
1867.000000
Evaluation Time
2025-09-21 02:24
Expiration Time
2025-11-15 14:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1554567.0071 1532307.5765 22259.4307 27645419.2701 47651479.8526 -20006060.5825
Total P&L (%) 1554.567 1532.3076 22.2594 27645.4193 47651.4799 -20006.0606
Avg Daily Profit (%) 0.8327 0.8207 0.0119 0.3018 0.3309 0
Buy And Hold Return (%) 12728.2071 12728.2071 12728.2071 12728.2071 12728.2071 12728.2071
Max Trade Drawdown -63954 -71650 -84993 -18621021 -7848279 -26164940
Profit Factor 4.479 9.1806 1.0858 1.3934 2.922 0.5601
Total Trades 75 37 38 75 37 38
Winning Trades 34 17 17 34 17 17
Losing Trades 41 20 21 41 20 21
Profitability (%) 45.3333 45.9459 44.7368 45.3333 45.9459 44.7368
Ratio Avg Win / Avg Loss 5.4011 10.8007 1.3412 1.6803 3.4376 0.6919
Largest Winning Trade 674731 674731 61983 23116913 23116913 7995544
Largest Losing Trade -31759 -21618 -31759 -10997921 -6072116 -10997921
Avg Bars in Trades 46 49 43 46 49 43
Avg Bars in Winners 68 73 63 68 73 63
Avg Bars in Losers 27 29 26 27 29 26
Bars Traded 3465 1830 1635 3465 1830 1635
Profit Streak 0 30.9752 0 0 30.9752 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -208263 -145096 -470905 -58161 405197 -582811

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3734,
    "evaluation_days": 1867,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1606521600000,
    "last_datapoint_time": 1758369600000,
    "evaluation_time": 1758410659017,
    "expiration_time": 1763208864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 13,
            "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": [
        [
            1554567.0071393615,
            1532307.576474396,
            22259.4306649654,
            27645419.270094946,
            47651479.852550775,
            -20006060.582455825
        ],
        [
            1554.567007,
            1532.307576,
            22.259431,
            27645.41927,
            47651.479853,
            -20006.060582
        ],
        [
            0.832655,
            0.820732,
            0.011923,
            0.301775,
            0.330948,
            0
        ],
        [
            12728.207052,
            12728.207052,
            12728.207052,
            12728.207052,
            12728.207052,
            12728.207052
        ],
        [
            -63954,
            -71650,
            -84993,
            -18621021,
            -7848279,
            -26164940
        ],
        [
            4.47897,
            9.180594,
            1.085766,
            1.393389,
            2.921957,
            0.560131
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            45.333333,
            45.945946,
            44.736842,
            45.333333,
            45.945946,
            44.736842
        ],
        [
            5.401111,
            10.800699,
            1.34124,
            1.680263,
            3.437597,
            0.691927
        ],
        [
            674731,
            674731,
            61983,
            23116913,
            23116913,
            7995544
        ],
        [
            -31759,
            -21618,
            -31759,
            -10997921,
            -6072116,
            -10997921
        ],
        [
            46,
            49,
            43,
            46,
            49,
            43
        ],
        [
            68,
            73,
            63,
            68,
            73,
            63
        ],
        [
            27,
            29,
            26,
            27,
            29,
            26
        ],
        [
            3465,
            1830,
            1635,
            3465,
            1830,
            1635
        ],
        [
            0,
            30.97522,
            0,
            0,
            30.97522,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -208263,
            -145096,
            -470905,
            -58161,
            405197,
            -582811
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3734,
    "evaluation_days": 1867,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1606521600000,
    "last_datapoint_time": 1758369600000,
    "evaluation_time": 1758410659017,
    "expiration_time": 1763208864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 13,
            "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)