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Trade: SOL/USDT/720/PWMA/KCU/5742

Strategy
SOL/USDT/720/PWMA/KCU/5742
Pair
SOL_USDT
Interval
12h
Score
457852
Daily Profit
0.301717
Profit Factor
3.023143
Profitability
51.515152
Streak
192.026027
Best Strategy
Training Data Length
1859.000000
Evaluation Time
2025-09-12 15:37
Expiration Time
2025-11-07 08:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1693572.0248 1632170.1768 61401.8481 39567586.3505 26955340.4046 12612245.946
Total P&L (%) 1693.572 1632.1702 61.4018 39567.5864 26955.3404 12612.2459
Avg Daily Profit (%) 0.911 0.878 0.033 0.3224 0.3017 0.261
Buy And Hold Return (%) 8980.1311 8980.1311 8980.1311 8980.1311 8980.1311 8980.1311
Max Trade Drawdown -91600 -137498 -64089 -4895037 -8405346 -1957194
Profit Factor 4.9324 7.3197 1.3561 3.0252 3.0231 3.0295
Total Trades 67 33 34 67 33 34
Winning Trades 38 17 21 38 17 21
Losing Trades 29 16 13 29 16 13
Profitability (%) 56.7164 51.5152 61.7647 56.7164 51.5152 61.7647
Ratio Avg Win / Avg Loss 3.7642 6.8892 0.8395 2.3087 2.8453 1.8754
Largest Winning Trade 761154 761154 41722 9053796 9053796 3510309
Largest Losing Trade -60057 -60057 -47125 -4457091 -4457091 -1957194
Avg Bars in Trades 51 75 27 51 75 27
Avg Bars in Winners 59 91 33 59 91 33
Avg Bars in Losers 40 57 19 40 57 19
Bars Traded 3420 2479 941 3420 2479 941
Profit Streak 0 192.026 0 0 192.026 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 -264899 -142869 -313998 -107128 457852 -23814

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3718,
    "evaluation_days": 1859,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601640000000,
    "last_datapoint_time": 1757678400000,
    "evaluation_time": 1757680648714,
    "expiration_time": 1762496928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 106,
            "offset": 0,
            "scalar": 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": [
        [
            1693572.0248359807,
            1632170.1767853384,
            61401.8480506419,
            39567586.35054014,
            26955340.404582374,
            12612245.945957765
        ],
        [
            1693.572025,
            1632.170177,
            61.401848,
            39567.586351,
            26955.340405,
            12612.245946
        ],
        [
            0.911012,
            0.877983,
            0.03303,
            0.322365,
            0.301717,
            0.260972
        ],
        [
            8980.131138,
            8980.131138,
            8980.131138,
            8980.131138,
            8980.131138,
            8980.131138
        ],
        [
            -91600,
            -137498,
            -64089,
            -4895037,
            -8405346,
            -1957194
        ],
        [
            4.932383,
            7.319738,
            1.356143,
            3.025156,
            3.023143,
            3.029473
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            38,
            17,
            21,
            38,
            17,
            21
        ],
        [
            29,
            16,
            13,
            29,
            16,
            13
        ],
        [
            56.716418,
            51.515152,
            61.764706,
            56.716418,
            51.515152,
            61.764706
        ],
        [
            3.764187,
            6.889166,
            0.839517,
            2.308672,
            2.845311,
            1.875388
        ],
        [
            761154,
            761154,
            41722,
            9053796,
            9053796,
            3510309
        ],
        [
            -60057,
            -60057,
            -47125,
            -4457091,
            -4457091,
            -1957194
        ],
        [
            51,
            75,
            27,
            51,
            75,
            27
        ],
        [
            59,
            91,
            33,
            59,
            91,
            33
        ],
        [
            40,
            57,
            19,
            40,
            57,
            19
        ],
        [
            3420,
            2479,
            941,
            3420,
            2479,
            941
        ],
        [
            0,
            192.026027,
            0,
            0,
            192.026027,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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            1.45
        ],
        [
            -264899,
            -142869,
            -313998,
            -107128,
            457852,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3718,
    "evaluation_days": 1859,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601640000000,
    "last_datapoint_time": 1757678400000,
    "evaluation_time": 1757680648714,
    "expiration_time": 1762496928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 106,
            "offset": 0,
            "scalar": 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)