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Trade: SOL/USDT/720/WMA/HILO/4758

Strategy
SOL/USDT/720/WMA/HILO/4758
Pair
SOL_USDT
Interval
12h
Score
300386
Daily Profit
0.268895
Profit Factor
1.701601
Profitability
50.602410
Streak
0.000000
Best Strategy
Training Data Length
1876.500000
Evaluation Time
2025-09-30 11:59
Expiration Time
2025-11-25 09:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1232876.384 1236689.0843 -3812.7003 7985006.0495 15332116.6693 -7347110.6198
Total P&L (%) 1232.8764 1236.6891 -3.8127 7985.006 15332.1167 -7347.1106
Avg Daily Profit (%) 0.657 0.659 -0.002 0.2344 0.2689 0
Buy And Hold Return (%) 6065.2844 6065.2844 6065.2844 6065.2844 6065.2844 6065.2844
Max Trade Drawdown -99815 -51488 -144436 -12427663 -4095606 -13709345
Profit Factor 2.4829 4.8701 0.9926 1.1509 1.7016 0.7635
Total Trades 165 83 82 165 83 82
Winning Trades 88 42 46 88 42 46
Losing Trades 77 41 36 77 41 36
Profitability (%) 53.3333 50.6024 56.0976 53.3333 50.6024 56.0976
Ratio Avg Win / Avg Loss 2.1725 4.7542 0.7768 1.007 1.6611 0.5975
Largest Winning Trade 525819 525819 65172 5667233 5667233 2219183
Largest Losing Trade -52370 -46357 -52370 -6776378 -3536399 -6776378
Avg Bars in Trades 22 19 24 22 19 24
Avg Bars in Winners 26 26 26 26 26 26
Avg Bars in Losers 17 13 22 17 13 22
Bars Traded 3673 1654 2019 3673 1654 2019
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -147527 -146093 -584167 -111952 300386 -584167
Evaluation Data
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3753,
    "evaluation_days": 1876.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1600041600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759222746965,
    "expiration_time": 1764054288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            1232876.3839917402,
            1236689.0842764028,
            -3812.7002846635,
            7985006.049487751,
            15332116.669257887,
            -7347110.619770138
        ],
        [
            1232.876384,
            1236.689084,
            -3.8127,
            7985.006049,
            15332.116669,
            -7347.11062
        ],
        [
            0.657008,
            0.65904,
            -0.002032,
            0.234359,
            0.268895,
            0
        ],
        [
            6065.28436,
            6065.28436,
            6065.28436,
            6065.28436,
            6065.28436,
            6065.28436
        ],
        [
            -99815,
            -51488,
            -144436,
            -12427663,
            -4095606,
            -13709345
        ],
        [
            2.482899,
            4.870121,
            0.992551,
            1.150888,
            1.701601,
            0.763507
        ],
        [
            165,
            83,
            82,
            165,
            83,
            82
        ],
        [
            88,
            42,
            46,
            88,
            42,
            46
        ],
        [
            77,
            41,
            36,
            77,
            41,
            36
        ],
        [
            53.333333,
            50.60241,
            56.097561,
            53.333333,
            50.60241,
            56.097561
        ],
        [
            2.172536,
            4.754166,
            0.776779,
            1.007027,
            1.661087,
            0.597528
        ],
        [
            525819,
            525819,
            65172,
            5667233,
            5667233,
            2219183
        ],
        [
            -52370,
            -46357,
            -52370,
            -6776378,
            -3536399,
            -6776378
        ],
        [
            22,
            19,
            24,
            22,
            19,
            24
        ],
        [
            26,
            26,
            26,
            26,
            26,
            26
        ],
        [
            17,
            13,
            22,
            17,
            13,
            22
        ],
        [
            3673,
            1654,
            2019,
            3673,
            1654,
            2019
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -147527,
            -146093,
            -584167,
            -111952,
            300386,
            -584167
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3753,
    "evaluation_days": 1876.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1600041600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759222746965,
    "expiration_time": 1764054288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)