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Trade: SOL/USDT/720/PWMA/HL2/4439

Strategy
SOL/USDT/720/PWMA/HL2/4439
Pair
SOL_USDT
Interval
12h
Score
694548
Daily Profit
0.381890
Profit Factor
5.155887
Profitability
56.097561
Streak
159.657415
Best Strategy
Training Data Length
1869.000000
Evaluation Time
2025-09-22 18:46
Expiration Time
2025-11-17 15:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1518459.1502 1414034.3987 104424.7515 118140457.0886 124031085.8388 -5890628.7502
Total P&L (%) 1518.4592 1414.0344 104.4248 118140.4571 124031.0858 -5890.6288
Avg Daily Profit (%) 0.8124 0.7566 0.0559 0.3793 0.3819 0
Buy And Hold Return (%) 8605.8545 8605.8545 8605.8545 8605.8545 8605.8545 8605.8545
Max Trade Drawdown -36918 -23943 -51057 -25330872 -14063478 -29547001
Profit Factor 6.6476 16.1812 1.5942 2.4078 5.1559 0.8911
Total Trades 82 41 41 82 41 41
Winning Trades 35 23 12 35 23 12
Losing Trades 47 18 29 47 18 29
Profitability (%) 42.6829 56.0976 29.2683 42.6829 56.0976 29.2683
Ratio Avg Win / Avg Loss 8.9267 12.6636 3.8528 3.2333 4.035 2.1534
Largest Winning Trade 471698 471698 61441 52213847 52213847 30628558
Largest Losing Trade -24242 -19556 -24242 -13246887 -7002485 -13246887
Avg Bars in Trades 42 44 40 42 44 40
Avg Bars in Winners 71 66 82 71 66 82
Avg Bars in Losers 20 16 23 20 16 23
Bars Traded 3480 1813 1667 3480 1813 1667
Profit Streak 0 159.6574 0 0 159.6574 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 -155695 -142663 -292061 91228 694548 -588967

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3738,
    "evaluation_days": 1869,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1602244800000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758556000623,
    "expiration_time": 1763386848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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": [
        [
            1518459.1501619094,
            1414034.398651862,
            104424.7515100466,
            118140457.0886173,
            124031085.83884856,
            -5890628.750231253
        ],
        [
            1518.45915,
            1414.034399,
            104.424752,
            118140.457089,
            124031.085839,
            -5890.62875
        ],
        [
            0.812445,
            0.756573,
            0.055872,
            0.379278,
            0.38189,
            0
        ],
        [
            8605.854468,
            8605.854468,
            8605.854468,
            8605.854468,
            8605.854468,
            8605.854468
        ],
        [
            -36918,
            -23943,
            -51057,
            -25330872,
            -14063478,
            -29547001
        ],
        [
            6.647559,
            16.181206,
            1.594247,
            2.407783,
            5.155887,
            0.891065
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            35,
            23,
            12,
            35,
            23,
            12
        ],
        [
            47,
            18,
            29,
            47,
            18,
            29
        ],
        [
            42.682927,
            56.097561,
            29.268293,
            42.682927,
            56.097561,
            29.268293
        ],
        [
            8.926722,
            12.663553,
            3.852763,
            3.233308,
            4.035042,
            2.153408
        ],
        [
            471698,
            471698,
            61441,
            52213847,
            52213847,
            30628558
        ],
        [
            -24242,
            -19556,
            -24242,
            -13246887,
            -7002485,
            -13246887
        ],
        [
            42,
            44,
            40,
            42,
            44,
            40
        ],
        [
            71,
            66,
            82,
            71,
            66,
            82
        ],
        [
            20,
            16,
            23,
            20,
            16,
            23
        ],
        [
            3480,
            1813,
            1667,
            3480,
            1813,
            1667
        ],
        [
            0,
            159.657415,
            0,
            0,
            159.657415,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -155695,
            -142663,
            -292061,
            91228,
            694548,
            -588967
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3738,
    "evaluation_days": 1869,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1602244800000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758556000623,
    "expiration_time": 1763386848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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)