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Trade: SOL/USDT/720/MIDPRICE/MIDPOINT/3218

Strategy
SOL/USDT/720/MIDPRICE/MIDPOINT/3218
Pair
SOL_USDT
Interval
12h
Score
456477
Daily Profit
0.277823
Profit Factor
3.359550
Profitability
51.515152
Streak
222.254781
Best Strategy
Training Data Length
1858.000000
Evaluation Time
2025-09-11 21:06
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 1850969.3733 1851903.0042 -933.6309 13520532.6227 17225937.9508 -3705405.3281
Total P&L (%) 1850.9694 1851.903 -0.9336 13520.5326 17225.938 -3705.4053
Avg Daily Profit (%) 0.9962 0.9967 -0.0005 0.2648 0.2778 0
Buy And Hold Return (%) 6905.7037 6905.7037 6905.7037 6905.7037 6905.7037 6905.7037
Max Trade Drawdown -87452 -34442 -81173 -9125257 -4505843 -5891102
Profit Factor 5.1719 14.0532 0.9969 1.6964 3.3596 0.6941
Total Trades 66 33 33 66 33 33
Winning Trades 31 17 14 31 17 14
Losing Trades 35 16 19 35 16 19
Profitability (%) 46.9697 51.5152 42.4242 46.9697 51.5152 42.4242
Ratio Avg Win / Avg Loss 5.8392 13.2265 1.3529 1.9153 3.1619 0.942
Largest Winning Trade 1057456 1057456 65993 7458514 7458514 3514796
Largest Losing Trade -66049 -23680 -66049 -3668612 -3651263 -3668612
Avg Bars in Trades 52 53 51 52 53 51
Avg Bars in Winners 81 84 79 81 84 79
Avg Bars in Losers 26 20 31 26 20 31
Bars Traded 3469 1758 1711 3469 1758 1711
Profit Streak 0 222.2548 0 0 222.2548 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -274476 -142767 -582082 -125319 456477 -583748

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3716,
    "evaluation_days": 1858,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1600128000000,
    "last_datapoint_time": 1757592000000,
    "evaluation_time": 1757614013121,
    "expiration_time": 1762407936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 13,
            "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": [
        [
            1850969.3732800344,
            1851903.004216337,
            -933.6309363028,
            13520532.6226741,
            17225937.950802255,
            -3705405.3281281563
        ],
        [
            1850.969373,
            1851.903004,
            -0.933631,
            13520.532623,
            17225.937951,
            -3705.405328
        ],
        [
            0.996216,
            0.996719,
            -0.000502,
            0.264837,
            0.277823,
            0
        ],
        [
            6905.703715,
            6905.703715,
            6905.703715,
            6905.703715,
            6905.703715,
            6905.703715
        ],
        [
            -87452,
            -34442,
            -81173,
            -9125257,
            -4505843,
            -5891102
        ],
        [
            5.171881,
            14.053157,
            0.996906,
            1.696395,
            3.35955,
            0.694135
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            46.969697,
            51.515152,
            42.424242,
            46.969697,
            51.515152,
            42.424242
        ],
        [
            5.83922,
            13.226501,
            1.352945,
            1.915284,
            3.16193,
            0.942041
        ],
        [
            1057456,
            1057456,
            65993,
            7458514,
            7458514,
            3514796
        ],
        [
            -66049,
            -23680,
            -66049,
            -3668612,
            -3651263,
            -3668612
        ],
        [
            52,
            53,
            51,
            52,
            53,
            51
        ],
        [
            81,
            84,
            79,
            81,
            84,
            79
        ],
        [
            26,
            20,
            31,
            26,
            20,
            31
        ],
        [
            3469,
            1758,
            1711,
            3469,
            1758,
            1711
        ],
        [
            0,
            222.254781,
            0,
            0,
            222.254781,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -274476,
            -142767,
            -582082,
            -125319,
            456477,
            -583748
        ]
    ]
}
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": 1600128000000,
    "last_datapoint_time": 1757592000000,
    "evaluation_time": 1757614013121,
    "expiration_time": 1762407936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 13,
            "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)