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Trade: SOL/USDT/720/HWMA/KCB/7971

Strategy
SOL/USDT/720/HWMA/KCB/7971
Pair
SOL_USDT
Interval
12h
Score
507121
Daily Profit
0.368442
Profit Factor
1.696264
Profitability
52.941176
Streak
62.638983
Best Strategy
Training Data Length
1854.500000
Evaluation Time
2025-09-08 06:20
Expiration Time
2025-11-02 17:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1991688.8733 115317.8862 -2107006.7596 -19054613.3974 -110572166.9621 91517553.5647
Total P&L (%) -1991.6889 115.3179 -2107.0068 -19054.6134 -110572.167 91517.5536
Avg Daily Profit (%) -1.074 0.0622 -1.1362 0 0 0.3684
Buy And Hold Return (%) 10828.9474 10828.9474 10828.9474 10828.9474 10828.9474 10828.9474
Max Trade Drawdown -2147547 -152106 -2187502 -198794543 -128441696 -96474012
Profit Factor 0.2629 1.4566 0.1398 0.9379 0.3693 1.6963
Total Trades 238 119 119 238 119 119
Winning Trades 171 84 87 120 57 63
Losing Trades 67 35 32 118 62 56
Profitability (%) 71.8487 70.5882 73.1092 50.4202 47.8992 52.9412
Ratio Avg Win / Avg Loss 0.103 0.6069 0.0514 0.9223 0.4017 1.5078
Largest Winning Trade 37438 37438 27569 97074832 7413989 97074832
Largest Losing Trade -1489407 -55837 -1489407 -94715895 -57229215 -94715895
Avg Bars in Trades 14 14 14 14 14 14
Avg Bars in Winners 4 4 3 12 8 15
Avg Bars in Losers 41 37 45 17 19 14
Bars Traded 3467 1690 1777 3467 1690 1777
Profit Streak 33.639 35.639 0 0 0 62.639
Trades During Streak 1 1 0 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575881 -273047 -577464 -579200 -581555 507121

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3709,
    "evaluation_days": 1854.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1604664000000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757301608143,
    "expiration_time": 1762096464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.79937,
            "nb": 0.96914,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 176,
            "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": [
        [
            -1991688.8733338218,
            115317.8862462984,
            -2107006.7595801214,
            -19054613.397436086,
            -110572166.96213318,
            91517553.56469707
        ],
        [
            -1991.688873,
            115.317886,
            -2107.00676,
            -19054.613397,
            -110572.166962,
            91517.553565
        ],
        [
            -1.073976,
            0.062183,
            -1.136159,
            0,
            0,
            0.368442
        ],
        [
            10828.947368,
            10828.947368,
            10828.947368,
            10828.947368,
            10828.947368,
            10828.947368
        ],
        [
            -2147547,
            -152106,
            -2187502,
            -198794543,
            -128441696,
            -96474012
        ],
        [
            0.262877,
            1.456629,
            0.139799,
            0.937886,
            0.369345,
            1.696264
        ],
        [
            238,
            119,
            119,
            238,
            119,
            119
        ],
        [
            171,
            84,
            87,
            120,
            57,
            63
        ],
        [
            67,
            35,
            32,
            118,
            62,
            56
        ],
        [
            71.848739,
            70.588235,
            73.109244,
            50.420168,
            47.89916,
            52.941176
        ],
        [
            0.102999,
            0.606929,
            0.05142,
            0.922255,
            0.401744,
            1.50779
        ],
        [
            37438,
            37438,
            27569,
            97074832,
            7413989,
            97074832
        ],
        [
            -1489407,
            -55837,
            -1489407,
            -94715895,
            -57229215,
            -94715895
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            4,
            4,
            3,
            12,
            8,
            15
        ],
        [
            41,
            37,
            45,
            17,
            19,
            14
        ],
        [
            3467,
            1690,
            1777,
            3467,
            1690,
            1777
        ],
        [
            33.638983,
            35.638983,
            0,
            0,
            0,
            62.638983
        ],
        [
            1,
            1,
            0,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575881,
            -273047,
            -577464,
            -579200,
            -581555,
            507121
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3709,
    "evaluation_days": 1854.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1604664000000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757301608143,
    "expiration_time": 1762096464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.79937,
            "nb": 0.96914,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 176,
            "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)