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Trade: SAND/USDT/120/SINWMA/LINREG/1648

Strategy
SAND/USDT/120/SINWMA/LINREG/1648
Pair
SAND_USDT
Interval
2h
Score
322675
Daily Profit
0.952873
Profit Factor
4.845936
Profitability
30.120482
Streak
0.000000
Best Strategy
Training Data Length
1878.170000
Evaluation Time
2025-10-06 05:29
Expiration Time
2025-12-12 18:44

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1789656.9303 1651209.4705 138447.4598 11628068.6162 3794002.8154 7834065.8008
Total P&L (%) 1789.6569 1651.2095 138.4475 11628.0686 3794.0028 7834.0658
Avg Daily Profit (%) 0.9529 0.8792 0.0737 0.254 0.1952 0.2331
Buy And Hold Return (%) 574.5416 574.5416 574.5416 574.5416 574.5416 574.5416
Max Trade Drawdown -111950 -62267 -58227 -8424088 -7299757 -4817536
Profit Factor 4.8459 7.6164 1.6416 1.3591 1.2065 1.5594
Total Trades 83 42 41 83 42 41
Winning Trades 25 8 17 25 8 17
Losing Trades 58 34 24 58 34 24
Profitability (%) 30.1205 19.0476 41.4634 30.1205 19.0476 41.4634
Ratio Avg Win / Avg Loss 11.2426 32.3695 2.3176 3.1531 5.1275 2.2015
Largest Winning Trade 1020283 1020283 53699 9010549 9010549 5170392
Largest Losing Trade -27504 -19618 -27504 -3237782 -2257887 -3237782
Avg Bars in Trades 263 211 317 263 211 317
Avg Bars in Winners 624 678 599 624 678 599
Avg Bars in Losers 108 101 117 108 101 117
Bars Traded 21896 8879 13017 21896 8879 13017
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 322675 -37466 -260474 37693 -47650 281411
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22538,
    "evaluation_days": 1878.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600783200000,
    "last_datapoint_time": 1759716000000,
    "evaluation_time": 1759717748683,
    "expiration_time": 1765557849600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 242,
            "offset": 228
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 50,
            "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": [
        [
            1789656.9303258648,
            1651209.4704946892,
            138447.4598311756,
            11628068.61615944,
            3794002.81536568,
            7834065.800793763
        ],
        [
            1789.65693,
            1651.20947,
            138.44746,
            11628.068616,
            3794.002815,
            7834.065801
        ],
        [
            0.952873,
            0.879159,
            0.073714,
            0.254004,
            0.195168,
            0.233144
        ],
        [
            574.541574,
            574.541574,
            574.541574,
            574.541574,
            574.541574,
            574.541574
        ],
        [
            -111950,
            -62267,
            -58227,
            -8424088,
            -7299757,
            -4817536
        ],
        [
            4.845936,
            7.616361,
            1.641636,
            1.359114,
            1.20648,
            1.559368
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            25,
            8,
            17,
            25,
            8,
            17
        ],
        [
            58,
            34,
            24,
            58,
            34,
            24
        ],
        [
            30.120482,
            19.047619,
            41.463415,
            30.120482,
            19.047619,
            41.463415
        ],
        [
            11.242571,
            32.369535,
            2.317604,
            3.153145,
            5.12754,
            2.201461
        ],
        [
            1020283,
            1020283,
            53699,
            9010549,
            9010549,
            5170392
        ],
        [
            -27504,
            -19618,
            -27504,
            -3237782,
            -2257887,
            -3237782
        ],
        [
            263,
            211,
            317,
            263,
            211,
            317
        ],
        [
            624,
            678,
            599,
            624,
            678,
            599
        ],
        [
            108,
            101,
            117,
            108,
            101,
            117
        ],
        [
            21896,
            8879,
            13017,
            21896,
            8879,
            13017
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            322675,
            -37466,
            -260474,
            37693,
            -47650,
            281411
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22538,
    "evaluation_days": 1878.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600783200000,
    "last_datapoint_time": 1759716000000,
    "evaluation_time": 1759717748683,
    "expiration_time": 1765557849600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 242,
            "offset": 228
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 50,
            "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)