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Trade: SOL/USDT/240/HL2/KCL/2933

Strategy
SOL/USDT/240/HL2/KCL/2933
Pair
SOL_USDT
Interval
4h
Score
529548
Daily Profit
0.348543
Profit Factor
2.175174
Profitability
56.756757
Streak
41.866163
Best Strategy
Training Data Length
1859.330000
Evaluation Time
2025-09-13 11:47
Expiration Time
2025-11-08 04:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2802768.2151 -6672.0652 -2796096.1499 -3676404.3181 -68079539.2894 64403134.9712
Total P&L (%) -2802.7682 -6.6721 -2796.0962 -3676.4043 -68079.5393 64403.135
Avg Daily Profit (%) -1.5074 -0.0036 -1.5038 0 0 0.3485
Buy And Hold Return (%) 7350.2346 7350.2346 7350.2346 7350.2346 7350.2346 7350.2346
Max Trade Drawdown -2907429 -141489 -2866349 -91076804 -82866441 -32297283
Profit Factor 0.2028 0.9792 0.1247 0.9776 0.3789 2.1752
Total Trades 297 149 148 297 149 148
Winning Trades 230 108 122 155 71 84
Losing Trades 67 41 26 142 78 64
Profitability (%) 77.4411 72.4832 82.4324 52.1886 47.651 56.7568
Ratio Avg Win / Avg Loss 0.0591 0.3717 0.0266 0.8956 0.4163 1.6573
Largest Winning Trade 18463 11559 18463 47574885 3852014 47574885
Largest Losing Trade -1924833 -59368 -1924833 -32248003 -32248003 -18809289
Avg Bars in Trades 36 22 49 36 22 49
Avg Bars in Winners 11 7 14 31 15 45
Avg Bars in Losers 120 61 212 40 29 54
Bars Traded 10700 3370 7330 10700 3370 7330
Profit Streak 0 0 0 40.3662 40.3662 41.8662
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575667 -577745 -576537 -577953 -581025 529548
Evaluation Data
{
    "trading_pair": "SOL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11156,
    "evaluation_days": 1859.33,
    "actual_first_datapoint_time": 1597118400000,
    "first_datapoint_time": 1600027200000,
    "last_datapoint_time": 1757750400000,
    "evaluation_time": 1757753236475,
    "expiration_time": 1762569792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 203,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            -2802768.2151353923,
            -6672.065241098,
            -2796096.149894296,
            -3676404.3181488304,
            -68079539.28937687,
            64403134.97122804
        ],
        [
            -2802.768215,
            -6.672065,
            -2796.09615,
            -3676.404318,
            -68079.539289,
            64403.134971
        ],
        [
            -1.507408,
            -0.003588,
            -1.503819,
            0,
            0,
            0.348543
        ],
        [
            7350.234641,
            7350.234641,
            7350.234641,
            7350.234641,
            7350.234641,
            7350.234641
        ],
        [
            -2907429,
            -141489,
            -2866349,
            -91076804,
            -82866441,
            -32297283
        ],
        [
            0.202789,
            0.979229,
            0.124713,
            0.97764,
            0.378925,
            2.175174
        ],
        [
            297,
            149,
            148,
            297,
            149,
            148
        ],
        [
            230,
            108,
            122,
            155,
            71,
            84
        ],
        [
            67,
            41,
            26,
            142,
            78,
            64
        ],
        [
            77.441077,
            72.483221,
            82.432432,
            52.188552,
            47.651007,
            56.756757
        ],
        [
            0.059073,
            0.371744,
            0.026578,
            0.895644,
            0.416283,
            1.657275
        ],
        [
            18463,
            11559,
            18463,
            47574885,
            3852014,
            47574885
        ],
        [
            -1924833,
            -59368,
            -1924833,
            -32248003,
            -32248003,
            -18809289
        ],
        [
            36,
            22,
            49,
            36,
            22,
            49
        ],
        [
            11,
            7,
            14,
            31,
            15,
            45
        ],
        [
            120,
            61,
            212,
            40,
            29,
            54
        ],
        [
            10700,
            3370,
            7330,
            10700,
            3370,
            7330
        ],
        [
            0,
            0,
            0,
            40.366163,
            40.366163,
            41.866163
        ],
        [
            0,
            0,
            0,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575667,
            -577745,
            -576537,
            -577953,
            -581025,
            529548
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11156,
    "evaluation_days": 1859.33,
    "actual_first_datapoint_time": 1597118400000,
    "first_datapoint_time": 1600027200000,
    "last_datapoint_time": 1757750400000,
    "evaluation_time": 1757753236475,
    "expiration_time": 1762569792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 203,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)