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Trade: SOL/USDT/720/WMA/BBL/3025

Strategy
SOL/USDT/720/WMA/BBL/3025
Pair
SOL_USDT
Interval
12h
Score
369443
Daily Profit
0.339461
Profit Factor
1.366323
Profitability
50.000000
Streak
155.040677
Best Strategy
Training Data Length
1857.500000
Evaluation Time
2025-09-11 03:58
Expiration Time
2025-11-05 19:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2798837.5823 50221.1753 -2849058.7576 -48079064.4176 -102154170.7649 54075106.3473
Total P&L (%) -2798.8376 50.2212 -2849.0588 -48079.0644 -102154.1708 54075.1063
Avg Daily Profit (%) -1.5068 0.027 -1.5338 0 0 0.3395
Buy And Hold Return (%) 6792.8648 6792.8648 6792.8648 6792.8648 6792.8648 6792.8648
Max Trade Drawdown -2928480 -102055 -2942134 -169536771 -102166673 -111681752
Profit Factor 0.1606 1.4132 0.1132 0.8209 0.1541 1.3663
Total Trades 65 33 32 65 33 32
Winning Trades 45 22 23 26 10 16
Losing Trades 20 11 9 39 23 16
Profitability (%) 69.2308 66.6667 71.875 40 30.303 50
Ratio Avg Win / Avg Loss 0.0714 0.7066 0.0443 1.2313 0.3543 1.3663
Largest Winning Trade 49634 37438 49634 66870410 7086613 66870410
Largest Losing Trade -1897735 -41380 -1897735 -63637199 -48239471 -63637199
Avg Bars in Trades 52 4 102 52 4 102
Avg Bars in Winners 26 2 48 57 2 92
Avg Bars in Losers 112 8 238 48 5 112
Bars Traded 3414 144 3270 3414 144 3270
Profit Streak 80.5407 261.5407 0 0 0 155.0407
Trades During Streak 1 5 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -713727 -319616 -577974 -719277 -588184 369443

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3715,
    "evaluation_days": 1857.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1600084800000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757552314520,
    "expiration_time": 1762363440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 2,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 243,
            "offset": 0,
            "std": 2.07212
        }
    }
}
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": [
        [
            -2798837.582309938,
            50221.1753348208,
            -2849058.7576447586,
            -48079064.41758928,
            -102154170.76492022,
            54075106.347330935
        ],
        [
            -2798.837582,
            50.221175,
            -2849.058758,
            -48079.064418,
            -102154.170765,
            54075.106347
        ],
        [
            -1.506777,
            0.027037,
            -1.533814,
            0,
            0,
            0.339461
        ],
        [
            6792.864802,
            6792.864802,
            6792.864802,
            6792.864802,
            6792.864802,
            6792.864802
        ],
        [
            -2928480,
            -102055,
            -2942134,
            -169536771,
            -102166673,
            -111681752
        ],
        [
            0.160584,
            1.413179,
            0.113194,
            0.82085,
            0.154059,
            1.366323
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            45,
            22,
            23,
            26,
            10,
            16
        ],
        [
            20,
            11,
            9,
            39,
            23,
            16
        ],
        [
            69.230769,
            66.666667,
            71.875,
            40,
            30.30303,
            50
        ],
        [
            0.071371,
            0.70659,
            0.044293,
            1.231276,
            0.354336,
            1.366323
        ],
        [
            49634,
            37438,
            49634,
            66870410,
            7086613,
            66870410
        ],
        [
            -1897735,
            -41380,
            -1897735,
            -63637199,
            -48239471,
            -63637199
        ],
        [
            52,
            4,
            102,
            52,
            4,
            102
        ],
        [
            26,
            2,
            48,
            57,
            2,
            92
        ],
        [
            112,
            8,
            238,
            48,
            5,
            112
        ],
        [
            3414,
            144,
            3270,
            3414,
            144,
            3270
        ],
        [
            80.540677,
            261.540677,
            0,
            0,
            0,
            155.040677
        ],
        [
            1,
            5,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -713727,
            -319616,
            -577974,
            -719277,
            -588184,
            369443
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3715,
    "evaluation_days": 1857.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1600084800000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757552314520,
    "expiration_time": 1762363440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 2,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 243,
            "offset": 0,
            "std": 2.07212
        }
    }
}

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)