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Trade: SAND/USDT/120/FWMA/SSF/1548

Strategy
SAND/USDT/120/FWMA/SSF/1548
Pair
SAND_USDT
Interval
2h
Score
363363
Daily Profit
0.186789
Profit Factor
2.069537
Profitability
42.708333
Streak
80.246534
Best Strategy
Training Data Length
1866.670000
Evaluation Time
2025-09-28 04:55
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 -1763286.3464 -10415.2007 -1752871.1457 42609.1778 3157267.1066 -3114657.9288
Total P&L (%) -1763.2863 -10.4152 -1752.8711 42.6092 3157.2671 -3114.6579
Avg Daily Profit (%) -0.9446 -0.0056 -0.939 0.019 0.1868 0
Buy And Hold Return (%) 290.7831 290.7831 290.7831 290.7831 290.7831 290.7831
Max Trade Drawdown -1847007 -152896 -1844065 -4269908 -773255 -4798023
Profit Factor 0.3087 0.9711 0.1999 1.0038 2.0695 0.6215
Total Trades 193 96 97 193 96 97
Winning Trades 149 68 81 73 41 32
Losing Trades 44 28 16 120 55 65
Profitability (%) 77.2021 70.8333 83.5052 37.8238 42.7083 32.9897
Ratio Avg Win / Avg Loss 0.0912 0.3998 0.0395 1.6501 2.7762 1.2625
Largest Winning Trade 42494 42494 29444 2098787 2098787 1950347
Largest Losing Trade -1295982 -53604 -1295982 -1796911 -553766 -1796911
Avg Bars in Trades 114 128 100 114 128 100
Avg Bars in Winners 42 42 41 170 200 132
Avg Bars in Losers 357 336 395 79 74 84
Bars Traded 22012 12307 9705 22012 12307 9705
Profit Streak 80.2465 80.2465 121.0799 80.2465 80.2465 121.0799
Trades During Streak 7 3 4 7 3 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574687 -576729 -575179 -550624 363363 -584635
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": 1598896800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759024500511,
    "expiration_time": 1764528480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 23,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 199,
            "offset": 207,
            "poles": 3
        }
    }
}
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": [
        [
            -1763286.346355257,
            -10415.2006805912,
            -1752871.1456746662,
            42609.1777975771,
            3157267.106645915,
            -3114657.928848337
        ],
        [
            -1763.286346,
            -10.415201,
            -1752.871146,
            42.609178,
            3157.267107,
            -3114.657929
        ],
        [
            -0.944616,
            -0.00558,
            -0.939036,
            0.019016,
            0.186789,
            0
        ],
        [
            290.783123,
            290.783123,
            290.783123,
            290.783123,
            290.783123,
            290.783123
        ],
        [
            -1847007,
            -152896,
            -1844065,
            -4269908,
            -773255,
            -4798023
        ],
        [
            0.308723,
            0.971055,
            0.199947,
            1.003811,
            2.069537,
            0.621533
        ],
        [
            193,
            96,
            97,
            193,
            96,
            97
        ],
        [
            149,
            68,
            81,
            73,
            41,
            32
        ],
        [
            44,
            28,
            16,
            120,
            55,
            65
        ],
        [
            77.202073,
            70.833333,
            83.505155,
            37.823834,
            42.708333,
            32.989691
        ],
        [
            0.091166,
            0.399846,
            0.039496,
            1.6501,
            2.776209,
            1.262489
        ],
        [
            42494,
            42494,
            29444,
            2098787,
            2098787,
            1950347
        ],
        [
            -1295982,
            -53604,
            -1295982,
            -1796911,
            -553766,
            -1796911
        ],
        [
            114,
            128,
            100,
            114,
            128,
            100
        ],
        [
            42,
            42,
            41,
            170,
            200,
            132
        ],
        [
            357,
            336,
            395,
            79,
            74,
            84
        ],
        [
            22012,
            12307,
            9705,
            22012,
            12307,
            9705
        ],
        [
            80.246534,
            80.246534,
            121.079867,
            80.246534,
            80.246534,
            121.079867
        ],
        [
            7,
            3,
            4,
            7,
            3,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574687,
            -576729,
            -575179,
            -550624,
            363363,
            -584635
        ]
    ]
}
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": 1598896800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759024500511,
    "expiration_time": 1764528480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 23,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 199,
            "offset": 207,
            "poles": 3
        }
    }
}

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)