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Trade: SOL/USDT/720/HWMA/SSF/6730

Strategy
SOL/USDT/720/HWMA/SSF/6730
Pair
SOL_USDT
Interval
12h
Score
417519
Daily Profit
0.292115
Profit Factor
1.996249
Profitability
53.448276
Streak
74.945561
Best Strategy
Training Data Length
1858.000000
Evaluation Time
2025-09-12 01:41
Expiration Time
2025-11-06 07:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1388766.9128 116413.6877 -1505180.6005 680442.6181 22478603.1406 -21798160.5226
Total P&L (%) -1388.7669 116.4137 -1505.1806 680.4426 22478.6031 -21798.1605
Avg Daily Profit (%) -0.7475 0.0627 -0.8101 0.1106 0.2921 0
Buy And Hold Return (%) 7373.1941 7373.1941 7373.1941 7373.1941 7373.1941 7373.1941
Max Trade Drawdown -1625581 -124986 -1623370 -47641667 -10417531 -39629462
Profit Factor 0.3989 1.329 0.2307 1.0078 1.9962 0.6616
Total Trades 232 116 116 232 116 116
Winning Trades 186 90 96 120 62 58
Losing Trades 46 26 20 112 54 58
Profitability (%) 80.1724 77.5862 82.7586 51.7241 53.4483 50
Ratio Avg Win / Avg Loss 0.0986 0.3839 0.0481 0.9406 1.7387 0.6616
Largest Winning Trade 42728 42728 33743 13620914 10455490 13620914
Largest Losing Trade -717973 -64326 -717973 -36850511 -4162722 -36850511
Avg Bars in Trades 15 14 16 15 14 16
Avg Bars in Winners 5 5 5 15 15 14
Avg Bars in Losers 56 48 66 16 14 17
Bars Traded 3602 1712 1890 3602 1712 1890
Profit Streak 42.4456 74.9456 42.4456 42.4456 74.9456 42.4456
Trades During Streak 7 7 3 7 7 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -573783 -270995 -574888 -420914 417519 -579323

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3716,
    "evaluation_days": 1858,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1597104000000,
    "last_datapoint_time": 1757592000000,
    "evaluation_time": 1757630496513,
    "expiration_time": 1762407936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.92824,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 129,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            -1388766.9127586975,
            116413.6876980992,
            -1505180.6004567975,
            680442.6180605171,
            22478603.140613623,
            -21798160.52255313
        ],
        [
            -1388.766913,
            116.413688,
            -1505.1806,
            680.442618,
            22478.603141,
            -21798.160523
        ],
        [
            -0.747453,
            0.062655,
            -0.810108,
            0.110647,
            0.292115,
            0
        ],
        [
            7373.194085,
            7373.194085,
            7373.194085,
            7373.194085,
            7373.194085,
            7373.194085
        ],
        [
            -1625581,
            -124986,
            -1623370,
            -47641667,
            -10417531,
            -39629462
        ],
        [
            0.398874,
            1.329023,
            0.230661,
            1.007823,
            1.996249,
            0.661629
        ],
        [
            232,
            116,
            116,
            232,
            116,
            116
        ],
        [
            186,
            90,
            96,
            120,
            62,
            58
        ],
        [
            46,
            26,
            20,
            112,
            54,
            58
        ],
        [
            80.172414,
            77.586207,
            82.758621,
            51.724138,
            53.448276,
            50
        ],
        [
            0.098646,
            0.38394,
            0.048054,
            0.940634,
            1.738668,
            0.661629
        ],
        [
            42728,
            42728,
            33743,
            13620914,
            10455490,
            13620914
        ],
        [
            -717973,
            -64326,
            -717973,
            -36850511,
            -4162722,
            -36850511
        ],
        [
            15,
            14,
            16,
            15,
            14,
            16
        ],
        [
            5,
            5,
            5,
            15,
            15,
            14
        ],
        [
            56,
            48,
            66,
            16,
            14,
            17
        ],
        [
            3602,
            1712,
            1890,
            3602,
            1712,
            1890
        ],
        [
            42.445561,
            74.945561,
            42.445561,
            42.445561,
            74.945561,
            42.445561
        ],
        [
            7,
            7,
            3,
            7,
            7,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -573783,
            -270995,
            -574888,
            -420914,
            417519,
            -579323
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3716,
    "evaluation_days": 1858,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1597104000000,
    "last_datapoint_time": 1757592000000,
    "evaluation_time": 1757630496513,
    "expiration_time": 1762407936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.92824,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 129,
            "offset": 0,
            "poles": 2
        }
    }
}

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)