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Trade: SOL/USDT/720/HWMA/KCL/3316

Strategy
SOL/USDT/720/HWMA/KCL/3316
Pair
SOL_USDT
Interval
12h
Score
337238
Daily Profit
0.378797
Profit Factor
2.874919
Profitability
31.578947
Streak
200.829051
Best Strategy
Training Data Length
1859.000000
Evaluation Time
2025-09-12 22:53
Expiration Time
2025-11-07 08:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -10108218.1967 29151.5553 -10137369.752 157012640.8041 44274738.8022 112737902.0018
Total P&L (%) -10108.2182 29.1516 -10137.3698 157012.6408 44274.7388 112737.902
Avg Daily Profit (%) -5.4374 0.0157 -5.4531 0.3967 0.3284 0.3788
Buy And Hold Return (%) 11059.7222 11059.7222 11059.7222 11059.7222 11059.7222 11059.7222
Max Trade Drawdown -10194445 -53662 -10192314 -41461401 -13941693 -41216848
Profit Factor 0.0366 1.1874 0.0192 2.4408 1.9064 2.8749
Total Trades 77 39 38 77 39 38
Winning Trades 62 29 33 28 16 12
Losing Trades 15 10 5 49 23 26
Profitability (%) 80.5195 74.359 86.8421 36.3636 41.0256 31.5789
Ratio Avg Win / Avg Loss 0.0088 0.4094 0.0029 4.2714 2.7405 6.229
Largest Winning Trade 20277 20014 20277 123282412 21224829 123282412
Largest Losing Trade -9770469 -53662 -9770469 -17342198 -10549783 -17342198
Avg Bars in Trades 41 12 70 41 12 70
Avg Bars in Winners 11 3 18 48 23 81
Avg Bars in Losers 163 37 415 37 4 65
Bars Traded 3164 490 2674 3164 490 2674
Profit Streak 156.3291 156.3291 200.8291 156.3291 156.3291 200.8291
Trades During Streak 2 1 7 2 1 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -621874 -349728 -574747 -36246 285128 337238

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3718,
    "evaluation_days": 1859,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1604880000000,
    "last_datapoint_time": 1757678400000,
    "evaluation_time": 1757706829991,
    "expiration_time": 1762496928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.73775,
            "nb": 0.55116,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 181,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            -10108218.196699737,
            29151.5553383577,
            -10137369.75203809,
            157012640.8040505,
            44274738.802214496,
            112737902.00183602
        ],
        [
            -10108.218197,
            29.151555,
            -10137.369752,
            157012.640804,
            44274.738802,
            112737.902002
        ],
        [
            -5.437449,
            0.015681,
            -5.453131,
            0.396672,
            0.328416,
            0.378797
        ],
        [
            11059.722222,
            11059.722222,
            11059.722222,
            11059.722222,
            11059.722222,
            11059.722222
        ],
        [
            -10194445,
            -53662,
            -10192314,
            -41461401,
            -13941693,
            -41216848
        ],
        [
            0.036564,
            1.187372,
            0.019242,
            2.440825,
            1.906439,
            2.874919
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            62,
            29,
            33,
            28,
            16,
            12
        ],
        [
            15,
            10,
            5,
            49,
            23,
            26
        ],
        [
            80.519481,
            74.358974,
            86.842105,
            36.363636,
            41.025641,
            31.578947
        ],
        [
            0.008846,
            0.409439,
            0.002915,
            4.271443,
            2.740506,
            6.228992
        ],
        [
            20277,
            20014,
            20277,
            123282412,
            21224829,
            123282412
        ],
        [
            -9770469,
            -53662,
            -9770469,
            -17342198,
            -10549783,
            -17342198
        ],
        [
            41,
            12,
            70,
            41,
            12,
            70
        ],
        [
            11,
            3,
            18,
            48,
            23,
            81
        ],
        [
            163,
            37,
            415,
            37,
            4,
            65
        ],
        [
            3164,
            490,
            2674,
            3164,
            490,
            2674
        ],
        [
            156.329051,
            156.329051,
            200.829051,
            156.329051,
            156.329051,
            200.829051
        ],
        [
            2,
            1,
            7,
            2,
            1,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -621874,
            -349728,
            -574747,
            -36246,
            285128,
            337238
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3718,
    "evaluation_days": 1859,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1604880000000,
    "last_datapoint_time": 1757678400000,
    "evaluation_time": 1757706829991,
    "expiration_time": 1762496928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.73775,
            "nb": 0.55116,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 181,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)