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Trade: SAND/USDT/120/FWMA/SMA/4999

Strategy
SAND/USDT/120/FWMA/SMA/4999
Pair
SAND_USDT
Interval
2h
Score
441405
Daily Profit
0.168767
Profit Factor
1.838000
Profitability
49.404762
Streak
47.224908
Best Strategy
Training Data Length
1866.670000
Evaluation Time
2025-09-25 12:23
Expiration Time
2025-11-30 20:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1216116.8208 -43902.0121 -1172214.8087 -36195.1248 2228169.0127 -2264364.1375
Total P&L (%) -1216.1168 -43.902 -1172.2148 -36.1951 2228.169 -2264.3641
Avg Daily Profit (%) -0.6515 -0.0235 -0.628 -0.0241 0.1688 0
Buy And Hold Return (%) 373.5849 373.5849 373.5849 373.5849 373.5849 373.5849
Max Trade Drawdown -1416433 -224172 -1299023 -4143601 -914091 -4403646
Profit Factor 0.4463 0.9202 0.288 0.9964 1.838 0.6911
Total Trades 337 168 169 337 168 169
Winning Trades 271 134 137 159 83 76
Losing Trades 66 34 32 178 85 93
Profitability (%) 80.4154 79.7619 81.0651 47.181 49.4048 44.9704
Ratio Avg Win / Avg Loss 0.1087 0.2335 0.0673 1.1154 1.8823 0.8457
Largest Winning Trade 19272 19272 15765 2913876 1119116 2913876
Largest Losing Trade -550235 -57484 -550235 -2994767 -389208 -2994767
Avg Bars in Trades 64 72 57 64 72 57
Avg Bars in Winners 22 20 24 80 92 66
Avg Bars in Losers 239 275 200 51 52 50
Bars Traded 21891 12142 9748 21891 12142 9748
Profit Streak 0 47.2249 0 0 47.2249 0
Trades During Streak 0 7 0 0 7 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575086 -574717 -576178 -578445 441405 -582404

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22400,
    "evaluation_days": 1866.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599084000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758792232019,
    "expiration_time": 1764528480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 234,
            "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": [
        [
            -1216116.8207586552,
            -43902.0120707385,
            -1172214.8086879167,
            -36195.124784897,
            2228169.012714489,
            -2264364.137499385
        ],
        [
            -1216.116821,
            -43.902012,
            -1172.214809,
            -36.195125,
            2228.169013,
            -2264.364137
        ],
        [
            -0.65149,
            -0.023519,
            -0.627971,
            -0.024069,
            0.168767,
            0
        ],
        [
            373.584906,
            373.584906,
            373.584906,
            373.584906,
            373.584906,
            373.584906
        ],
        [
            -1416433,
            -224172,
            -1299023,
            -4143601,
            -914091,
            -4403646
        ],
        [
            0.446338,
            0.920193,
            0.288012,
            0.996377,
            1.838,
            0.691149
        ],
        [
            337,
            168,
            169,
            337,
            168,
            169
        ],
        [
            271,
            134,
            137,
            159,
            83,
            76
        ],
        [
            66,
            34,
            32,
            178,
            85,
            93
        ],
        [
            80.41543,
            79.761905,
            81.065089,
            47.181009,
            49.404762,
            44.970414
        ],
        [
            0.108702,
            0.233482,
            0.067273,
            1.115441,
            1.882289,
            0.845748
        ],
        [
            19272,
            19272,
            15765,
            2913876,
            1119116,
            2913876
        ],
        [
            -550235,
            -57484,
            -550235,
            -2994767,
            -389208,
            -2994767
        ],
        [
            64,
            72,
            57,
            64,
            72,
            57
        ],
        [
            22,
            20,
            24,
            80,
            92,
            66
        ],
        [
            239,
            275,
            200,
            51,
            52,
            50
        ],
        [
            21891,
            12142,
            9748,
            21891,
            12142,
            9748
        ],
        [
            0,
            47.224907,
            0,
            0,
            47.224908,
            0
        ],
        [
            0,
            7,
            0,
            0,
            7,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575086,
            -574717,
            -576178,
            -578445,
            441405,
            -582404
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22400,
    "evaluation_days": 1866.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599084000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758792232019,
    "expiration_time": 1764528480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 234,
            "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)