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Trade: SAND/USDT/120/SWMA/SWMA/8036

Strategy
SAND/USDT/120/SWMA/SWMA/8036
Pair
SAND_USDT
Interval
2h
Score
332752
Daily Profit
0.529491
Profit Factor
2.297638
Profitability
42.741935
Streak
0.000000
Best Strategy
Training Data Length
1870.830000
Evaluation Time
2025-09-28 22:42
Expiration Time
2025-12-05 04:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 990586.9673 947723.0863 42863.881 1043890.0503 464437.0664 579452.9839
Total P&L (%) 990.587 947.7231 42.8639 1043.8901 464.4371 579.453
Avg Daily Profit (%) 0.5295 0.5066 0.0229 0.1303 0.0926 0.1025
Buy And Hold Return (%) 385.1643 385.1643 385.1643 385.1643 385.1643 385.1643
Max Trade Drawdown -102528 -101845 -150723 -591321 -819888 -502903
Profit Factor 2.2976 3.3875 1.117 1.2382 1.18 1.3216
Total Trades 124 62 62 124 62 62
Winning Trades 53 25 28 53 25 28
Losing Trades 71 37 34 71 37 34
Profitability (%) 42.7419 40.3226 45.1613 42.7419 40.3226 45.1613
Ratio Avg Win / Avg Loss 3.078 5.0135 1.3563 1.6587 1.7464 1.6048
Largest Winning Trade 523176 523176 56158 676501 676501 363317
Largest Losing Trade -66949 -36665 -66949 -413293 -263405 -413293
Avg Bars in Trades 178 163 192 178 163 192
Avg Bars in Winners 244 226 261 244 226 261
Avg Bars in Losers 128 121 135 128 121 135
Bars Traded 22100 10153 11947 22100 10153 11947
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 332752 -144904 -575947 -23636 -350824 -220686
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22450,
    "evaluation_days": 1870.83,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599112800000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759088567973,
    "expiration_time": 1764901440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 175,
            "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": [
        [
            990586.9672535765,
            947723.0862732825,
            42863.8809802938,
            1043890.0503280088,
            464437.0663981391,
            579452.9839298696
        ],
        [
            990.586967,
            947.723086,
            42.863881,
            1043.89005,
            464.437066,
            579.452984
        ],
        [
            0.529491,
            0.506579,
            0.022912,
            0.130349,
            0.09255,
            0.102473
        ],
        [
            385.164321,
            385.164321,
            385.164321,
            385.164321,
            385.164321,
            385.164321
        ],
        [
            -102528,
            -101845,
            -150723,
            -591321,
            -819888,
            -502903
        ],
        [
            2.297638,
            3.387498,
            1.116979,
            1.238196,
            1.179969,
            1.321591
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            53,
            25,
            28,
            53,
            25,
            28
        ],
        [
            71,
            37,
            34,
            71,
            37,
            34
        ],
        [
            42.741935,
            40.322581,
            45.16129,
            42.741935,
            40.322581,
            45.16129
        ],
        [
            3.077969,
            5.013497,
            1.356331,
            1.658716,
            1.746355,
            1.604789
        ],
        [
            523176,
            523176,
            56158,
            676501,
            676501,
            363317
        ],
        [
            -66949,
            -36665,
            -66949,
            -413293,
            -263405,
            -413293
        ],
        [
            178,
            163,
            192,
            178,
            163,
            192
        ],
        [
            244,
            226,
            261,
            244,
            226,
            261
        ],
        [
            128,
            121,
            135,
            128,
            121,
            135
        ],
        [
            22100,
            10153,
            11947,
            22100,
            10153,
            11947
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332752,
            -144904,
            -575947,
            -23636,
            -350824,
            -220686
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22450,
    "evaluation_days": 1870.83,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599112800000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759088567973,
    "expiration_time": 1764901440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 175,
            "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)