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Trade: SOL/USDT/720/MIDPRICE/HMA/1882

Strategy
SOL/USDT/720/MIDPRICE/HMA/1882
Pair
SOL_USDT
Interval
12h
Score
532953
Daily Profit
0.345985
Profit Factor
2.041318
Profitability
59.036145
Streak
104.501652
Best Strategy
Training Data Length
1862.000000
Evaluation Time
2025-09-15 15:02
Expiration Time
2025-11-10 10:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1299523.9473 1208505.0925 91018.8548 60455259.7542 61987464.9307 -1532205.1764
Total P&L (%) 1299.5239 1208.5051 91.0189 60455.2598 61987.4649 -1532.2052
Avg Daily Profit (%) 0.6979 0.649 0.0489 0.3446 0.346 0
Buy And Hold Return (%) 7691.488 7691.488 7691.488 7691.488 7691.488 7691.488
Max Trade Drawdown -92708 -52049 -94049 -21533027 -10795064 -15749832
Profit Factor 2.8082 4.5361 1.2415 1.5292 2.0413 0.972
Total Trades 166 83 83 166 83 83
Winning Trades 93 49 44 93 49 44
Losing Trades 73 34 39 73 34 39
Profitability (%) 56.0241 59.0361 53.012 56.0241 59.0361 53.012
Ratio Avg Win / Avg Loss 2.2043 3.1475 1.1004 1.2003 1.4164 0.8615
Largest Winning Trade 452623 452623 49810 12911100 12911100 8045416
Largest Losing Trade -50901 -50901 -41002 -8070657 -8070657 -7953443
Avg Bars in Trades 21 21 21 21 21 21
Avg Bars in Winners 23 23 23 23 23 23
Avg Bars in Losers 19 18 20 19 18 20
Bars Traded 3615 1808 1807 3615 1808 1807
Profit Streak 0 104.5017 0 0 104.5017 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -146196 -143697 -293345 456719 532953 -580441

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3724,
    "evaluation_days": 1862,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1600516800000,
    "last_datapoint_time": 1757937600000,
    "evaluation_time": 1757937742706,
    "expiration_time": 1762763904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 34,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    }
}
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": [
        [
            1299523.947321805,
            1208505.0925382422,
            91018.8547835623,
            60455259.75420227,
            61987464.93065129,
            -1532205.1764490353
        ],
        [
            1299.523947,
            1208.505093,
            91.018855,
            60455.259754,
            61987.464931,
            -1532.205176
        ],
        [
            0.697918,
            0.649036,
            0.048882,
            0.344639,
            0.345985,
            0
        ],
        [
            7691.487958,
            7691.487958,
            7691.487958,
            7691.487958,
            7691.487958,
            7691.487958
        ],
        [
            -92708,
            -52049,
            -94049,
            -21533027,
            -10795064,
            -15749832
        ],
        [
            2.808199,
            4.536072,
            1.241481,
            1.529176,
            2.041318,
            0.971997
        ],
        [
            166,
            83,
            83,
            166,
            83,
            83
        ],
        [
            93,
            49,
            44,
            93,
            49,
            44
        ],
        [
            73,
            34,
            39,
            73,
            34,
            39
        ],
        [
            56.024096,
            59.036145,
            53.012048,
            56.024096,
            59.036145,
            53.012048
        ],
        [
            2.204285,
            3.147479,
            1.100404,
            1.200321,
            1.416425,
            0.861543
        ],
        [
            452623,
            452623,
            49810,
            12911100,
            12911100,
            8045416
        ],
        [
            -50901,
            -50901,
            -41002,
            -8070657,
            -8070657,
            -7953443
        ],
        [
            21,
            21,
            21,
            21,
            21,
            21
        ],
        [
            23,
            23,
            23,
            23,
            23,
            23
        ],
        [
            19,
            18,
            20,
            19,
            18,
            20
        ],
        [
            3615,
            1808,
            1807,
            3615,
            1808,
            1807
        ],
        [
            0,
            104.501652,
            0,
            0,
            104.501652,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -146196,
            -143697,
            -293345,
            456719,
            532953,
            -580441
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3724,
    "evaluation_days": 1862,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1600516800000,
    "last_datapoint_time": 1757937600000,
    "evaluation_time": 1757937742706,
    "expiration_time": 1762763904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 34,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    }
}

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)