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Trade: SOL/USDT/720/SINWMA/SSF/3126

Strategy
SOL/USDT/720/SINWMA/SSF/3126
Pair
SOL_USDT
Interval
12h
Score
348937
Daily Profit
0.281254
Profit Factor
2.358508
Profitability
48.387097
Streak
0.000000
Best Strategy
Training Data Length
1869.500000
Evaluation Time
2025-09-23 11:35
Expiration Time
2025-11-18 04:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2312581.6071 42831.5705 -2355413.1775 -4330403.5467 -23299621.2691 18969217.7224
Total P&L (%) -2312.5816 42.8316 -2355.4132 -4330.4035 -23299.6213 18969.2177
Avg Daily Profit (%) -1.237 0.0229 -1.2599 0 0 0.2813
Buy And Hold Return (%) 5787.574 5787.574 5787.574 5787.574 5787.574 5787.574
Max Trade Drawdown -2466854 -163912 -2437834 -28707972 -24193633 -6744936
Profit Factor 0.1705 1.201 0.0852 0.8946 0.1407 2.3585
Total Trades 62 31 31 62 31 31
Winning Trades 45 24 21 24 9 15
Losing Trades 17 7 10 38 22 16
Profitability (%) 72.5806 77.4194 67.7419 38.7097 29.0323 48.3871
Ratio Avg Win / Avg Loss 0.0644 0.3503 0.0406 1.4164 0.3439 2.5157
Largest Winning Trade 53783 36474 53783 26342292 1618769 26342292
Largest Losing Trade -1761517 -62059 -1761517 -11425071 -11425071 -4932326
Avg Bars in Trades 57 54 60 57 54 60
Avg Bars in Winners 26 30 22 54 43 61
Avg Bars in Losers 139 137 140 59 59 60
Bars Traded 3577 1698 1879 3577 1698 1879
Profit Streak 109.3582 157.3582 109.3582 0 0 0
Trades During Streak 3 2 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -734997 -325744 -577955 -742279 -592860 348937

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3739,
    "evaluation_days": 1869.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1597190400000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758616545007,
    "expiration_time": 1763431344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 203,
            "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": [
        [
            -2312581.6070586885,
            42831.5704804098,
            -2355413.1775390995,
            -4330403.546747659,
            -23299621.26914591,
            18969217.72239825
        ],
        [
            -2312.581607,
            42.83157,
            -2355.413178,
            -4330.403547,
            -23299.621269,
            18969.217722
        ],
        [
            -1.237005,
            0.022911,
            -1.259916,
            0,
            0,
            0.281254
        ],
        [
            5787.573964,
            5787.573964,
            5787.573964,
            5787.573964,
            5787.573964,
            5787.573964
        ],
        [
            -2466854,
            -163912,
            -2437834,
            -28707972,
            -24193633,
            -6744936
        ],
        [
            0.170475,
            1.200998,
            0.085185,
            0.894579,
            0.140683,
            2.358508
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            45,
            24,
            21,
            24,
            9,
            15
        ],
        [
            17,
            7,
            10,
            38,
            22,
            16
        ],
        [
            72.580645,
            77.419355,
            67.741935,
            38.709677,
            29.032258,
            48.387097
        ],
        [
            0.064402,
            0.350291,
            0.040564,
            1.416417,
            0.343892,
            2.515742
        ],
        [
            53783,
            36474,
            53783,
            26342292,
            1618769,
            26342292
        ],
        [
            -1761517,
            -62059,
            -1761517,
            -11425071,
            -11425071,
            -4932326
        ],
        [
            57,
            54,
            60,
            57,
            54,
            60
        ],
        [
            26,
            30,
            22,
            54,
            43,
            61
        ],
        [
            139,
            137,
            140,
            59,
            59,
            60
        ],
        [
            3577,
            1698,
            1879,
            3577,
            1698,
            1879
        ],
        [
            109.35816,
            157.35816,
            109.35816,
            0,
            0,
            0
        ],
        [
            3,
            2,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -734997,
            -325744,
            -577955,
            -742279,
            -592860,
            348937
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3739,
    "evaluation_days": 1869.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1597190400000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758616545007,
    "expiration_time": 1763431344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 203,
            "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)