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Trade: SOL/USDT/720/PWMA/JMA/7072

Strategy
SOL/USDT/720/PWMA/JMA/7072
Pair
SOL_USDT
Interval
12h
Score
372837
Daily Profit
0.342849
Profit Factor
2.846230
Profitability
38.461538
Streak
75.508833
Best Strategy
Training Data Length
1863.500000
Evaluation Time
2025-09-17 03:12
Expiration Time
2025-11-11 23:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1547473.0155 1484474.7172 62998.2984 48932106.0726 58778377.7561 -9846271.6835
Total P&L (%) 1547.473 1484.4747 62.9983 48932.1061 58778.3778 -9846.2717
Avg Daily Profit (%) 0.8304 0.7966 0.0338 0.333 0.3428 0
Buy And Hold Return (%) 9241.8242 9241.8242 9241.8242 9241.8242 9241.8242 9241.8242
Max Trade Drawdown -76217 -39506 -66581 -26702307 -12445523 -18448519
Profit Factor 4.9934 9.523 1.2953 1.6628 2.8462 0.7655
Total Trades 78 39 39 78 39 39
Winning Trades 29 15 14 29 15 14
Losing Trades 49 24 25 49 24 25
Profitability (%) 37.1795 38.4615 35.8974 37.1795 38.4615 35.8974
Ratio Avg Win / Avg Loss 8.4372 15.2369 2.313 2.8095 4.554 1.367
Largest Winning Trade 498369 498369 61612 33183713 33183713 11799821
Largest Losing Trade -24739 -20262 -24739 -11689872 -11689872 -11485828
Avg Bars in Trades 44 46 43 44 46 43
Avg Bars in Winners 93 103 82 93 103 82
Avg Bars in Losers 15 10 20 15 10 20
Bars Traded 3481 1804 1677 3481 1804 1677
Profit Streak 0 75.5088 0 0 75.5088 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -188558 -148021 -317806 -32576 372837 -584575

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3727,
    "evaluation_days": 1863.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601856000000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758067963202,
    "expiration_time": 1762897392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 2,
            "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": [
        [
            1547473.0155491263,
            1484474.7171932037,
            62998.2983559226,
            48932106.07258594,
            58778377.75612584,
            -9846271.6835399
        ],
        [
            1547.473016,
            1484.474717,
            62.998298,
            48932.106073,
            58778.377756,
            -9846.271684
        ],
        [
            0.830412,
            0.796606,
            0.033806,
            0.332995,
            0.342849,
            0
        ],
        [
            9241.824223,
            9241.824223,
            9241.824223,
            9241.824223,
            9241.824223,
            9241.824223
        ],
        [
            -76217,
            -39506,
            -66581,
            -26702307,
            -12445523,
            -18448519
        ],
        [
            4.993433,
            9.523042,
            1.295306,
            1.66275,
            2.84623,
            0.765537
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            49,
            24,
            25,
            49,
            24,
            25
        ],
        [
            37.179487,
            38.461538,
            35.897436,
            37.179487,
            38.461538,
            35.897436
        ],
        [
            8.43718,
            15.236868,
            2.313046,
            2.809475,
            4.553967,
            1.36703
        ],
        [
            498369,
            498369,
            61612,
            33183713,
            33183713,
            11799821
        ],
        [
            -24739,
            -20262,
            -24739,
            -11689872,
            -11689872,
            -11485828
        ],
        [
            44,
            46,
            43,
            44,
            46,
            43
        ],
        [
            93,
            103,
            82,
            93,
            103,
            82
        ],
        [
            15,
            10,
            20,
            15,
            10,
            20
        ],
        [
            3481,
            1804,
            1677,
            3481,
            1804,
            1677
        ],
        [
            0,
            75.508833,
            0,
            0,
            75.508833,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -188558,
            -148021,
            -317806,
            -32576,
            372837,
            -584575
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3727,
    "evaluation_days": 1863.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601856000000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758067963202,
    "expiration_time": 1762897392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 2,
            "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)