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Trade: SOL/USDT/720/LINREG/BBL/3756

Strategy
SOL/USDT/720/LINREG/BBL/3756
Pair
SOL_USDT
Interval
12h
Score
471096
Daily Profit
0.361918
Profit Factor
1.674616
Profitability
67.441860
Streak
113.548425
Best Strategy
Training Data Length
1868.500000
Evaluation Time
2025-09-22 04:09
Expiration Time
2025-11-17 03:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2866851.3834 38645.7025 -2905497.0859 572248.3256 -84753764.9881 85326013.3137
Total P&L (%) -2866.8514 38.6457 -2905.4971 572.2483 -84753.765 85326.0133
Avg Daily Profit (%) -1.5343 0.0207 -1.555 0.102 0 0.3619
Buy And Hold Return (%) 6549.739 6549.739 6549.739 6549.739 6549.739 6549.739
Max Trade Drawdown -3018034 -85501 -3015752 -147524169 -88681709 -94220195
Profit Factor 0.1926 1.2184 0.1388 1.0023 0.291 1.6746
Total Trades 87 44 43 87 44 43
Winning Trades 59 28 31 49 20 29
Losing Trades 28 16 12 38 24 14
Profitability (%) 67.8161 63.6364 72.093 56.3218 45.4545 67.4419
Ratio Avg Win / Avg Loss 0.0914 0.6962 0.0537 0.7773 0.3492 0.8084
Largest Winning Trade 37574 33891 37574 50623002 10248927 50623002
Largest Losing Trade -2057279 -34220 -2057279 -93769055 -42096969 -93769055
Avg Bars in Trades 39 9 70 39 9 70
Avg Bars in Winners 22 6 37 37 6 58
Avg Bars in Losers 75 14 157 42 11 96
Bars Traded 3449 401 3048 3449 401 3048
Profit Streak 109.5484 109.5484 113.5484 109.5484 109.5484 113.5484
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576567 -330026 -576905 -439319 -581251 471096

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3737,
    "evaluation_days": 1868.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1599134400000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758503383941,
    "expiration_time": 1763342352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 11,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 173,
            "offset": 0,
            "std": 1.60252
        }
    }
}
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": [
        [
            -2866851.383401708,
            38645.702482718,
            -2905497.0858844253,
            572248.3256320469,
            -84753764.98809963,
            85326013.3137317
        ],
        [
            -2866.851383,
            38.645702,
            -2905.497086,
            572.248326,
            -84753.764988,
            85326.013314
        ],
        [
            -1.534306,
            0.020683,
            -1.554989,
            0.10203,
            0,
            0.361918
        ],
        [
            6549.738952,
            6549.738952,
            6549.738952,
            6549.738952,
            6549.738952,
            6549.738952
        ],
        [
            -3018034,
            -85501,
            -3015752,
            -147524169,
            -88681709,
            -94220195
        ],
        [
            0.192561,
            1.218394,
            0.138753,
            1.002326,
            0.290993,
            1.674616
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            59,
            28,
            31,
            49,
            20,
            29
        ],
        [
            28,
            16,
            12,
            38,
            24,
            14
        ],
        [
            67.816092,
            63.636364,
            72.093023,
            56.321839,
            45.454545,
            67.44186
        ],
        [
            0.091385,
            0.696225,
            0.053711,
            0.777314,
            0.349192,
            0.808435
        ],
        [
            37574,
            33891,
            37574,
            50623002,
            10248927,
            50623002
        ],
        [
            -2057279,
            -34220,
            -2057279,
            -93769055,
            -42096969,
            -93769055
        ],
        [
            39,
            9,
            70,
            39,
            9,
            70
        ],
        [
            22,
            6,
            37,
            37,
            6,
            58
        ],
        [
            75,
            14,
            157,
            42,
            11,
            96
        ],
        [
            3449,
            401,
            3048,
            3449,
            401,
            3048
        ],
        [
            109.548425,
            109.548425,
            113.548425,
            109.548425,
            109.548425,
            113.548425
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576567,
            -330026,
            -576905,
            -439319,
            -581251,
            471096
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3737,
    "evaluation_days": 1868.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1599134400000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758503383941,
    "expiration_time": 1763342352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 11,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 173,
            "offset": 0,
            "std": 1.60252
        }
    }
}

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)