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Trade: SOL/USDT/720/PWMA/SSF/4524

Strategy
SOL/USDT/720/PWMA/SSF/4524
Pair
SOL_USDT
Interval
12h
Score
338681
Daily Profit
0.288674
Profit Factor
1.757114
Profitability
56.818182
Streak
169.301380
Best Strategy
Training Data Length
1869.000000
Evaluation Time
2025-09-22 22:13
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 1360294.0154 1303930.8815 56363.1338 27102426.6182 21766532.1503 5335894.4679
Total P&L (%) 1360.294 1303.9309 56.3631 27102.4266 21766.5322 5335.8945
Avg Daily Profit (%) 0.7278 0.6977 0.0302 0.3004 0.2887 0.214
Buy And Hold Return (%) 8562.4229 8562.4229 8562.4229 8562.4229 8562.4229 8562.4229
Max Trade Drawdown -186527 -132758 -81989 -18907718 -17360681 -14626355
Profit Factor 3.5203 5.8716 1.2072 1.4754 1.7571 1.1888
Total Trades 89 44 45 89 44 45
Winning Trades 47 25 22 47 25 22
Losing Trades 42 19 23 42 19 23
Profitability (%) 52.809 56.8182 48.8889 52.809 56.8182 48.8889
Ratio Avg Win / Avg Loss 3.1458 4.4624 1.262 1.3185 1.3354 1.2429
Largest Winning Trade 545218 545218 66621 11971907 11971907 11387203
Largest Losing Trade -56006 -56006 -30409 -10860985 -9313948 -10860985
Avg Bars in Trades 40 41 39 40 41 39
Avg Bars in Winners 53 54 53 53 54 53
Avg Bars in Losers 24 23 26 24 23 26
Bars Traded 3579 1805 1774 3579 1805 1774
Profit Streak 0 169.3014 0 0 169.3014 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 -145917 -143142 -319224 276812 338681 -170794

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3738,
    "evaluation_days": 1869,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1600300800000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758568439234,
    "expiration_time": 1763386848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 47,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            1360294.0153771534,
            1303930.8815374053,
            56363.1338397483,
            27102426.618187916,
            21766532.150326174,
            5335894.467861746
        ],
        [
            1360.294015,
            1303.930882,
            56.363134,
            27102.426618,
            21766.53215,
            5335.894468
        ],
        [
            0.727819,
            0.697662,
            0.030157,
            0.300391,
            0.288674,
            0.214012
        ],
        [
            8562.422885,
            8562.422885,
            8562.422885,
            8562.422885,
            8562.422885,
            8562.422885
        ],
        [
            -186527,
            -132758,
            -81989,
            -18907718,
            -17360681,
            -14626355
        ],
        [
            3.520311,
            5.871627,
            1.207161,
            1.47543,
            1.757114,
            1.188836
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            47,
            25,
            22,
            47,
            25,
            22
        ],
        [
            42,
            19,
            23,
            42,
            19,
            23
        ],
        [
            52.808989,
            56.818182,
            48.888889,
            52.808989,
            56.818182,
            48.888889
        ],
        [
            3.145809,
            4.462436,
            1.262032,
            1.318469,
            1.335407,
            1.242874
        ],
        [
            545218,
            545218,
            66621,
            11971907,
            11971907,
            11387203
        ],
        [
            -56006,
            -56006,
            -30409,
            -10860985,
            -9313948,
            -10860985
        ],
        [
            40,
            41,
            39,
            40,
            41,
            39
        ],
        [
            53,
            54,
            53,
            53,
            54,
            53
        ],
        [
            24,
            23,
            26,
            24,
            23,
            26
        ],
        [
            3579,
            1805,
            1774,
            3579,
            1805,
            1774
        ],
        [
            0,
            169.30138,
            0,
            0,
            169.30138,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -145917,
            -143142,
            -319224,
            276812,
            338681,
            -170794
        ]
    ]
}
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": 1600300800000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758568439234,
    "expiration_time": 1763386848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 47,
            "offset": 0,
            "poles": 3
        }
    }
}

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)