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Trade: SOL/USDT/720/PWMA/HWMA/7064

Strategy
SOL/USDT/720/PWMA/HWMA/7064
Pair
SOL_USDT
Interval
12h
Score
347411
Daily Profit
0.284600
Profit Factor
3.155735
Profitability
46.666667
Streak
62.450606
Best Strategy
Training Data Length
1854.500000
Evaluation Time
2025-09-08 13:48
Expiration Time
2025-11-02 17:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1808916.4984 1803464.3298 5452.1686 14145878.8158 19349655.2345 -5203776.4187
Total P&L (%) 1808.9165 1803.4643 5.4522 14145.8788 19349.6552 -5203.7764
Avg Daily Profit (%) 0.9754 0.9725 0.0029 0.2678 0.2846 0
Buy And Hold Return (%) 8349.0695 8349.0695 8349.0695 8349.0695 8349.0695 8349.0695
Max Trade Drawdown -60785 -66532 -79482 -8952238 -4542240 -6387858
Profit Factor 5.6316 11.7411 1.0245 1.644 3.1557 0.5994
Total Trades 60 30 30 60 30 30
Winning Trades 26 14 12 26 14 12
Losing Trades 34 16 18 34 16 18
Profitability (%) 43.3333 46.6667 40 43.3333 46.6667 40
Ratio Avg Win / Avg Loss 7.3644 13.4184 1.5367 2.1499 3.6066 0.8991
Largest Winning Trade 1074114 1074114 59146 9441035 9441035 3728790
Largest Losing Trade -49269 -27377 -49269 -4542240 -4542240 -3216898
Avg Bars in Trades 58 61 54 58 61 54
Avg Bars in Winners 100 108 91 100 108 91
Avg Bars in Losers 25 20 30 25 20 30
Bars Traded 3490 1847 1643 3490 1847 1643
Profit Streak 0 62.4506 0 0 62.4506 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 -320293 -144303 -551080 -173289 347411 -584714

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3709,
    "evaluation_days": 1854.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1602201600000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757328532374,
    "expiration_time": 1762096464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            1808916.4984049718,
            1803464.3297738072,
            5452.1686311647,
            14145878.815777477,
            19349655.234470766,
            -5203776.418693285
        ],
        [
            1808.916498,
            1803.46433,
            5.452169,
            14145.878816,
            19349.655234,
            -5203.776419
        ],
        [
            0.97542,
            0.97248,
            0.00294,
            0.267764,
            0.2846,
            0
        ],
        [
            8349.06952,
            8349.06952,
            8349.06952,
            8349.06952,
            8349.06952,
            8349.06952
        ],
        [
            -60785,
            -66532,
            -79482,
            -8952238,
            -4542240,
            -6387858
        ],
        [
            5.631633,
            11.741095,
            1.024487,
            1.644012,
            3.155735,
            0.599381
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            26,
            14,
            12,
            26,
            14,
            12
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            43.333333,
            46.666667,
            40,
            43.333333,
            46.666667,
            40
        ],
        [
            7.364443,
            13.418394,
            1.536731,
            2.149862,
            3.606554,
            0.899071
        ],
        [
            1074114,
            1074114,
            59146,
            9441035,
            9441035,
            3728790
        ],
        [
            -49269,
            -27377,
            -49269,
            -4542240,
            -4542240,
            -3216898
        ],
        [
            58,
            61,
            54,
            58,
            61,
            54
        ],
        [
            100,
            108,
            91,
            100,
            108,
            91
        ],
        [
            25,
            20,
            30,
            25,
            20,
            30
        ],
        [
            3490,
            1847,
            1643,
            3490,
            1847,
            1643
        ],
        [
            0,
            62.450606,
            0,
            0,
            62.450606,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -320293,
            -144303,
            -551080,
            -173289,
            347411,
            -584714
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3709,
    "evaluation_days": 1854.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1602201600000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757328532374,
    "expiration_time": 1762096464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)