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Trade: SOL/USDT/720/PWMA/MIDPRICE/1958

Strategy
SOL/USDT/720/PWMA/MIDPRICE/1958
Pair
SOL_USDT
Interval
12h
Score
654528
Daily Profit
0.321054
Profit Factor
5.015299
Profitability
57.894737
Streak
238.009808
Best Strategy
Training Data Length
1879.500000
Evaluation Time
2025-10-03 15:14
Expiration Time
2025-11-28 11:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1503259.6041 1438809.4829 64450.1211 40729912.7566 41245222.7316 -515309.975
Total P&L (%) 1503.2596 1438.8095 64.4501 40729.9128 41245.2227 -515.31
Avg Daily Profit (%) 0.7998 0.7655 0.0343 0.3204 0.3211 0
Buy And Hold Return (%) 7683.7089 7683.7089 7683.7089 7683.7089 7683.7089 7683.7089
Max Trade Drawdown -84395 -63625 -67844 -7316110 -3201596 -9893100
Profit Factor 4.9544 10.5066 1.2817 2.2594 5.0153 0.9766
Total Trades 76 38 38 76 38 38
Winning Trades 42 22 20 42 22 20
Losing Trades 34 16 18 34 16 18
Profitability (%) 55.2632 57.8947 52.6316 55.2632 57.8947 52.6316
Ratio Avg Win / Avg Loss 4.0107 7.6411 1.1535 1.8291 3.6475 0.879
Largest Winning Trade 531529 531529 65059 10416920 10416920 7958542
Largest Losing Trade -32354 -32233 -32354 -4932330 -3201596 -4932330
Avg Bars in Trades 48 49 46 48 49 46
Avg Bars in Winners 69 73 65 69 73 65
Avg Bars in Losers 21 16 26 21 16 26
Bars Traded 3655 1871 1784 3655 1871 1784
Profit Streak 0 238.0098 0 0 238.0098 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -197669 -141987 -312536 -40582 654528 -580423
Evaluation Data
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3759,
    "evaluation_days": 1879.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601294400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759493647420,
    "expiration_time": 1764321264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 12,
            "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": [
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            1438809.4829455127,
            64450.121117813,
            40729912.756573685,
            41245222.731601305,
            -515309.9750276217
        ],
        [
            1503.259604,
            1438.809483,
            64.450121,
            40729.912757,
            41245.222732,
            -515.309975
        ],
        [
            0.799819,
            0.765528,
            0.034291,
            0.320384,
            0.321054,
            0
        ],
        [
            7683.708909,
            7683.708909,
            7683.708909,
            7683.708909,
            7683.708909,
            7683.708909
        ],
        [
            -84395,
            -63625,
            -67844,
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            -3201596,
            -9893100
        ],
        [
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            10.506561,
            1.281684,
            2.259447,
            5.015299,
            0.976648
        ],
        [
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            38,
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        ],
        [
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            20,
            42,
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            20
        ],
        [
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            34,
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        ],
        [
            55.263158,
            57.894737,
            52.631579,
            55.263158,
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            52.631579
        ],
        [
            4.010679,
            7.641135,
            1.153516,
            1.829076,
            3.64749,
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        ],
        [
            531529,
            531529,
            65059,
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            7958542
        ],
        [
            -32354,
            -32233,
            -32354,
            -4932330,
            -3201596,
            -4932330
        ],
        [
            48,
            49,
            46,
            48,
            49,
            46
        ],
        [
            69,
            73,
            65,
            69,
            73,
            65
        ],
        [
            21,
            16,
            26,
            21,
            16,
            26
        ],
        [
            3655,
            1871,
            1784,
            3655,
            1871,
            1784
        ],
        [
            0,
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            0,
            0,
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            0
        ],
        [
            0,
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            0
        ],
        [
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        ],
        [
            -197669,
            -141987,
            -312536,
            -40582,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3759,
    "evaluation_days": 1879.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1601294400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759493647420,
    "expiration_time": 1764321264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 12,
            "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)