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Trade: SOL/USDT/720/ZLMA/KCL/7696

Strategy
SOL/USDT/720/ZLMA/KCL/7696
Pair
SOL_USDT
Interval
12h
Score
474889
Daily Profit
0.328604
Profit Factor
2.003408
Profitability
56.470588
Streak
79.857316
Best Strategy
Training Data Length
1859.500000
Evaluation Time
2025-09-13 11:34
Expiration Time
2025-11-07 20:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2562419.5116 -4042.4177 -2558377.0938 -4294739.0119 -48797103.0579 44502364.0459
Total P&L (%) -2562.4195 -4.0424 -2558.3771 -4294.739 -48797.1031 44502.364
Avg Daily Profit (%) -1.378 -0.0022 -1.3758 0 0 0.3286
Buy And Hold Return (%) 8318.2594 8318.2594 8318.2594 8318.2594 8318.2594 8318.2594
Max Trade Drawdown -2656889 -126788 -2621557 -64456463 -57945908 -30135801
Profit Factor 0.1914 0.9852 0.1163 0.9652 0.3838 2.0034
Total Trades 170 85 85 170 85 85
Winning Trades 128 57 71 85 37 48
Losing Trades 42 28 14 85 48 37
Profitability (%) 75.2941 67.0588 83.5294 50 43.5294 56.4706
Ratio Avg Win / Avg Loss 0.0628 0.484 0.0229 0.9652 0.498 1.5443
Largest Winning Trade 21036 15670 21036 33678864 3898978 33678864
Largest Losing Trade -1820420 -57950 -1820420 -24974868 -24974868 -20088486
Avg Bars in Trades 20 14 27 20 14 27
Avg Bars in Winners 7 5 9 18 8 27
Avg Bars in Losers 62 33 121 22 19 27
Bars Traded 3562 1227 2336 3562 1227 2336
Profit Streak 42.3573 80.8573 0 0 0 79.8573
Trades During Streak 1 2 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575779 -577375 -576317 -579609 -583343 474889

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3719,
    "evaluation_days": 1859.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1600344000000,
    "last_datapoint_time": 1757721600000,
    "evaluation_time": 1757752472081,
    "expiration_time": 1762541424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 5,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 76,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            -2562419.5115583367,
            -4042.4177465475,
            -2558377.093811788,
            -4294739.0119488705,
            -48797103.0578967,
            44502364.04594788
        ],
        [
            -2562.419512,
            -4.042418,
            -2558.377094,
            -4294.739012,
            -48797.103058,
            44502.364046
        ],
        [
            -1.378015,
            -0.002174,
            -1.375841,
            0,
            0,
            0.328604
        ],
        [
            8318.259392,
            8318.259392,
            8318.259392,
            8318.259392,
            8318.259392,
            8318.259392
        ],
        [
            -2656889,
            -126788,
            -2621557,
            -64456463,
            -57945908,
            -30135801
        ],
        [
            0.191405,
            0.985243,
            0.116292,
            0.965238,
            0.383842,
            2.003408
        ],
        [
            170,
            85,
            85,
            170,
            85,
            85
        ],
        [
            128,
            57,
            71,
            85,
            37,
            48
        ],
        [
            42,
            28,
            14,
            85,
            48,
            37
        ],
        [
            75.294118,
            67.058824,
            83.529412,
            50,
            43.529412,
            56.470588
        ],
        [
            0.062805,
            0.483979,
            0.022931,
            0.965238,
            0.497957,
            1.544294
        ],
        [
            21036,
            15670,
            21036,
            33678864,
            3898978,
            33678864
        ],
        [
            -1820420,
            -57950,
            -1820420,
            -24974868,
            -24974868,
            -20088486
        ],
        [
            20,
            14,
            27,
            20,
            14,
            27
        ],
        [
            7,
            5,
            9,
            18,
            8,
            27
        ],
        [
            62,
            33,
            121,
            22,
            19,
            27
        ],
        [
            3562,
            1227,
            2336,
            3562,
            1227,
            2336
        ],
        [
            42.357316,
            80.857316,
            0,
            0,
            0,
            79.857316
        ],
        [
            1,
            2,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575779,
            -577375,
            -576317,
            -579609,
            -583343,
            474889
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3719,
    "evaluation_days": 1859.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1600344000000,
    "last_datapoint_time": 1757721600000,
    "evaluation_time": 1757752472081,
    "expiration_time": 1762541424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 5,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 76,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)