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Trade: SAND/USDT/120/SWMA/MIDPOINT/1054

Strategy
SAND/USDT/120/SWMA/MIDPOINT/1054
Pair
SAND_USDT
Interval
2h
Score
547515
Daily Profit
0.815986
Profit Factor
2.307491
Profitability
41.691843
Streak
0.000000
Best Strategy
Training Data Length
1881.420000
Evaluation Time
2025-10-09 12:25
Expiration Time
2025-12-16 03:32

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1535211.7543 1528532.8081 6678.9462 816798.4308 441660.5515 375137.8792
Total P&L (%) 1535.2118 1528.5328 6.6789 816.7984 441.6606 375.1379
Avg Daily Profit (%) 0.816 0.8124 0.0036 0.1178 0.0898 0.0829
Buy And Hold Return (%) 269.1855 269.1855 269.1855 269.1855 269.1855 269.1855
Max Trade Drawdown -100663 -120465 -118539 -1251443 -1442628 -733336
Profit Factor 2.3075 3.4711 1.012 1.0895 1.0891 1.0899
Total Trades 331 165 166 331 165 166
Winning Trades 138 64 74 138 64 74
Losing Trades 193 101 92 193 101 92
Profitability (%) 41.6918 38.7879 44.5783 41.6918 38.7879 44.5783
Ratio Avg Win / Avg Loss 3.2271 5.4779 1.2582 1.5237 1.7188 1.3551
Largest Winning Trade 1177638 1177638 50736 635667 635667 461974
Largest Losing Trade -32486 -29334 -32486 -436134 -369380 -436134
Avg Bars in Trades 67 70 63 67 70 63
Avg Bars in Winners 90 97 84 90 97 84
Avg Bars in Losers 50 54 47 50 54 47
Bars Traded 22261 11684 10578 22261 11684 10578
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 547515 535806 -562949 -160819 -207735 -249024
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22577,
    "evaluation_days": 1881.42,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598889600000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760001906185,
    "expiration_time": 1765848758400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 149,
            "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": [
        [
            1535211.7542885502,
            1528532.8080573964,
            6678.9462311549,
            816798.4307861667,
            441660.5515396449,
            375137.8792465209
        ],
        [
            1535.211754,
            1528.532808,
            6.678946,
            816.798431,
            441.660552,
            375.137879
        ],
        [
            0.815986,
            0.812436,
            0.00355,
            0.117838,
            0.089838,
            0.082867
        ],
        [
            269.18547,
            269.18547,
            269.18547,
            269.18547,
            269.18547,
            269.18547
        ],
        [
            -100663,
            -120465,
            -118539,
            -1251443,
            -1442628,
            -733336
        ],
        [
            2.307491,
            3.471147,
            1.012021,
            1.0895,
            1.089126,
            1.089943
        ],
        [
            331,
            165,
            166,
            331,
            165,
            166
        ],
        [
            138,
            64,
            74,
            138,
            64,
            74
        ],
        [
            193,
            101,
            92,
            193,
            101,
            92
        ],
        [
            41.691843,
            38.787879,
            44.578313,
            41.691843,
            38.787879,
            44.578313
        ],
        [
            3.227144,
            5.477903,
            1.258188,
            1.52372,
            1.718777,
            1.355064
        ],
        [
            1177638,
            1177638,
            50736,
            635667,
            635667,
            461974
        ],
        [
            -32486,
            -29334,
            -32486,
            -436134,
            -369380,
            -436134
        ],
        [
            67,
            70,
            63,
            67,
            70,
            63
        ],
        [
            90,
            97,
            84,
            90,
            97,
            84
        ],
        [
            50,
            54,
            47,
            50,
            54,
            47
        ],
        [
            22261,
            11684,
            10578,
            22261,
            11684,
            10578
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            547515,
            535806,
            -562949,
            -160819,
            -207735,
            -249024
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22577,
    "evaluation_days": 1881.42,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598889600000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760001906185,
    "expiration_time": 1765848758400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 149,
            "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)