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Trade: SOL/USDT/720/HWMA/KCL/8257

Strategy
SOL/USDT/720/HWMA/KCL/8257
Pair
SOL_USDT
Interval
12h
Score
487827
Daily Profit
0.357219
Profit Factor
2.945611
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1860.500000
Evaluation Time
2025-09-14 08:01
Expiration Time
2025-11-08 21:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -9892527.9637 35192.5506 -9927720.5143 187309845.6537 75967960.0776 111341885.5761
Total P&L (%) -9892.528 35.1926 -9927.7205 187309.8457 75967.9601 111341.8856
Avg Daily Profit (%) -5.3171 0.0189 -5.3361 0.4059 0.3572 0.3778
Buy And Hold Return (%) 16564.8634 16564.8634 16564.8634 16564.8634 16564.8634 16564.8634
Max Trade Drawdown -10051617 -69623 -10025151 -47179111 -11941722 -52588111
Profit Factor 0.0402 1.2503 0.0234 2.6364 2.9456 2.4763
Total Trades 64 32 32 64 32 32
Winning Trades 50 23 27 28 16 12
Losing Trades 14 9 5 36 16 20
Profitability (%) 78.125 71.875 84.375 43.75 50 37.5
Ratio Avg Win / Avg Loss 0.0112 0.4892 0.0043 3.3897 2.9456 4.1272
Largest Winning Trade 25775 25775 23183 102865184 24542868 102865184
Largest Losing Trade -9578112 -47024 -9578112 -21676793 -11941722 -21676793
Avg Bars in Trades 50 14 87 50 14 87
Avg Bars in Winners 15 4 25 51 22 90
Avg Bars in Losers 175 39 420 50 6 85
Bars Traded 3243 453 2790 3243 453 2790
Profit Streak 0 0 207.7092 0 0 207.7092
Trades During Streak 0 0 6 0 0 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -720631 -332168 -575060 -131382 487827 382799

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3721,
    "evaluation_days": 1860.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1604102400000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757826078145,
    "expiration_time": 1762630416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.74568,
            "nb": 0.1,
            "nc": 0.64256
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 163,
            "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": [
        [
            -9892527.963650107,
            35192.5506417829,
            -9927720.514291888,
            187309845.65369588,
            75967960.0776076,
            111341885.5760883
        ],
        [
            -9892.527964,
            35.192551,
            -9927.720514,
            187309.845654,
            75967.960078,
            111341.885576
        ],
        [
            -5.317134,
            0.018916,
            -5.33605,
            0.405868,
            0.357219,
            0.37782
        ],
        [
            16564.863403,
            16564.863403,
            16564.863403,
            16564.863403,
            16564.863403,
            16564.863403
        ],
        [
            -10051617,
            -69623,
            -10025151,
            -47179111,
            -11941722,
            -52588111
        ],
        [
            0.04017,
            1.25026,
            0.023431,
            2.6364,
            2.945611,
            2.476316
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            50,
            23,
            27,
            28,
            16,
            12
        ],
        [
            14,
            9,
            5,
            36,
            16,
            20
        ],
        [
            78.125,
            71.875,
            84.375,
            43.75,
            50,
            37.5
        ],
        [
            0.011248,
            0.489232,
            0.004339,
            3.389658,
            2.945611,
            4.127193
        ],
        [
            25775,
            25775,
            23183,
            102865184,
            24542868,
            102865184
        ],
        [
            -9578112,
            -47024,
            -9578112,
            -21676793,
            -11941722,
            -21676793
        ],
        [
            50,
            14,
            87,
            50,
            14,
            87
        ],
        [
            15,
            4,
            25,
            51,
            22,
            90
        ],
        [
            175,
            39,
            420,
            50,
            6,
            85
        ],
        [
            3243,
            453,
            2790,
            3243,
            453,
            2790
        ],
        [
            0,
            0,
            207.709238,
            0,
            0,
            207.709238
        ],
        [
            0,
            0,
            6,
            0,
            0,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -720631,
            -332168,
            -575060,
            -131382,
            487827,
            382799
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3721,
    "evaluation_days": 1860.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1604102400000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757826078145,
    "expiration_time": 1762630416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.74568,
            "nb": 0.1,
            "nc": 0.64256
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 163,
            "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)