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Trade: SOL/USDT/720/HWMA/KCL/6849

Strategy
SOL/USDT/720/HWMA/KCL/6849
Pair
SOL_USDT
Interval
12h
Score
783344
Daily Profit
0.360300
Profit Factor
10.492092
Profitability
66.666667
Streak
453.125873
Best Strategy
Training Data Length
1857.500000
Evaluation Time
2025-09-11 06:01
Expiration Time
2025-11-05 19:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -9261341.124 44664.3317 -9306005.4556 116942169.5424 79576022.6691 37366146.8733
Total P&L (%) -9261.3411 44.6643 -9306.0055 116942.1695 79576.0227 37366.1469
Avg Daily Profit (%) -4.9859 0.024 -5.01 0.3811 0.3603 0.3195
Buy And Hold Return (%) 9201.2209 9201.2209 9201.2209 9201.2209 9201.2209 9201.2209
Max Trade Drawdown -9501605 -88164 -9422737 -35224534 -1849852 -50620208
Profit Factor 0.0512 1.3489 0.034 2.1157 10.4921 1.3875
Total Trades 65 33 32 65 33 32
Winning Trades 41 19 22 39 22 17
Losing Trades 24 14 10 26 11 15
Profitability (%) 63.0769 57.5758 68.75 60 66.6667 53.125
Ratio Avg Win / Avg Loss 0.03 0.9939 0.0155 1.4105 5.246 1.2243
Largest Winning Trade 56098 25775 56098 42100466 19587350 42100466
Largest Losing Trade -8824495 -24530 -8824495 -35224534 -1623448 -35224534
Avg Bars in Trades 52 9 96 52 9 96
Avg Bars in Winners 33 6 55 48 10 97
Avg Bars in Losers 85 12 187 58 6 96
Bars Traded 3409 306 3103 3409 306 3103
Profit Streak 85.1259 453.1259 0 85.1259 453.1259 0
Trades During Streak 1 7 0 1 7 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -714524 -325163 -578379 -121647 783344 283779

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3715,
    "evaluation_days": 1857.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1602331200000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757559675456,
    "expiration_time": 1762363440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.21848,
            "nc": 0.2034
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 122,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            -9261341.12397853,
            44664.3316544117,
            -9306005.45563294,
            116942169.54239148,
            79576022.66909283,
            37366146.87329867
        ],
        [
            -9261.341124,
            44.664332,
            -9306.005456,
            116942.169542,
            79576.022669,
            37366.146873
        ],
        [
            -4.985917,
            0.024045,
            -5.009963,
            0.381081,
            0.3603,
            0.319542
        ],
        [
            9201.220884,
            9201.220884,
            9201.220884,
            9201.220884,
            9201.220884,
            9201.220884
        ],
        [
            -9501605,
            -88164,
            -9422737,
            -35224534,
            -1849852,
            -50620208
        ],
        [
            0.051247,
            1.348911,
            0.034003,
            2.115726,
            10.492092,
            1.387498
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            41,
            19,
            22,
            39,
            22,
            17
        ],
        [
            24,
            14,
            10,
            26,
            11,
            15
        ],
        [
            63.076923,
            57.575758,
            68.75,
            60,
            66.666667,
            53.125
        ],
        [
            0.029998,
            0.993934,
            0.015456,
            1.410484,
            5.246046,
            1.224263
        ],
        [
            56098,
            25775,
            56098,
            42100466,
            19587350,
            42100466
        ],
        [
            -8824495,
            -24530,
            -8824495,
            -35224534,
            -1623448,
            -35224534
        ],
        [
            52,
            9,
            96,
            52,
            9,
            96
        ],
        [
            33,
            6,
            55,
            48,
            10,
            97
        ],
        [
            85,
            12,
            187,
            58,
            6,
            96
        ],
        [
            3409,
            306,
            3103,
            3409,
            306,
            3103
        ],
        [
            85.125873,
            453.125873,
            0,
            85.125873,
            453.125873,
            0
        ],
        [
            1,
            7,
            0,
            1,
            7,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -714524,
            -325163,
            -578379,
            -121647,
            783344,
            283779
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3715,
    "evaluation_days": 1857.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1602331200000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757559675456,
    "expiration_time": 1762363440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.21848,
            "nc": 0.2034
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 122,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)