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Trade: SAND/USDT/120/BBL/FWMA/4135

Strategy
SAND/USDT/120/BBL/FWMA/4135
Pair
SAND_USDT
Interval
2h
Score
555609
Daily Profit
1.225005
Profit Factor
4.708455
Profitability
34.736842
Streak
0.000000
Best Strategy
Training Data Length
1874.920000
Evaluation Time
2025-10-03 00:07
Expiration Time
2025-12-09 09:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2296786.0354 2310371.6528 -13585.6174 454310.7911 640887.8729 -186577.0818
Total P&L (%) 2296.786 2310.3717 -13.5856 454.3108 640.8879 -186.5771
Avg Daily Profit (%) 1.225 1.2323 -0.0072 0.0914 0.1069 0
Buy And Hold Return (%) 317.0803 317.0803 317.0803 317.0803 317.0803 317.0803
Max Trade Drawdown -234908 -222679 -23547 -10398363 -10073802 -406661
Profit Factor 4.7085 5.1882 0.7993 1.0338 1.0505 0.7542
Total Trades 95 47 48 95 47 48
Winning Trades 33 12 21 33 12 21
Losing Trades 62 35 27 62 35 27
Profitability (%) 34.7368 25.5319 43.75 34.7368 25.5319 43.75
Ratio Avg Win / Avg Loss 8.8462 15.1323 1.0277 1.9422 3.0639 0.9697
Largest Winning Trade 1725235 1725235 11199 9243885 9243885 148850
Largest Losing Trade -53023 -53023 -12046 -5164617 -5164617 -164304
Avg Bars in Trades 230 462 4 230 462 4
Avg Bars in Winners 338 920 5 338 920 5
Avg Bars in Losers 173 304 2 173 304 2
Bars Traded 21919 21719 200 21919 21719 200
Profit Streak 0 124.8805 0 0 124.8805 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 555609 -5626 -581175 -290055 -247639 -582842
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22499,
    "evaluation_days": 1874.92,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598515200000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759439271841,
    "expiration_time": 1765266940800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 227,
            "offset": 0,
            "std": 2.63919
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 155,
            "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": [
        [
            2296786.0354100545,
            2310371.6527634463,
            -13585.6173533917,
            454310.7911486612,
            640887.8729045279,
            -186577.081755867
        ],
        [
            2296.786035,
            2310.371653,
            -13.585617,
            454.310791,
            640.887873,
            -186.577082
        ],
        [
            1.225005,
            1.232251,
            -0.007246,
            0.091382,
            0.106871,
            0
        ],
        [
            317.080292,
            317.080292,
            317.080292,
            317.080292,
            317.080292,
            317.080292
        ],
        [
            -234908,
            -222679,
            -23547,
            -10398363,
            -10073802,
            -406661
        ],
        [
            4.708455,
            5.188212,
            0.799329,
            1.033761,
            1.050473,
            0.754177
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            33,
            12,
            21,
            33,
            12,
            21
        ],
        [
            62,
            35,
            27,
            62,
            35,
            27
        ],
        [
            34.736842,
            25.531915,
            43.75,
            34.736842,
            25.531915,
            43.75
        ],
        [
            8.846189,
            15.132284,
            1.027708,
            1.942218,
            3.063881,
            0.969656
        ],
        [
            1725235,
            1725235,
            11199,
            9243885,
            9243885,
            148850
        ],
        [
            -53023,
            -53023,
            -12046,
            -5164617,
            -5164617,
            -164304
        ],
        [
            230,
            462,
            4,
            230,
            462,
            4
        ],
        [
            338,
            920,
            5,
            338,
            920,
            5
        ],
        [
            173,
            304,
            2,
            173,
            304,
            2
        ],
        [
            21919,
            21719,
            200,
            21919,
            21719,
            200
        ],
        [
            0,
            124.880461,
            0,
            0,
            124.880461,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            555609,
            -5626,
            -581175,
            -290055,
            -247639,
            -582842
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22499,
    "evaluation_days": 1874.92,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598515200000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759439271841,
    "expiration_time": 1765266940800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 227,
            "offset": 0,
            "std": 2.63919
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 155,
            "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)