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Trade: SAND/USDT/120/WMA/SSF/2126

Strategy
SAND/USDT/120/WMA/SSF/2126
Pair
SAND_USDT
Interval
2h
Score
335312
Daily Profit
0.533380
Profit Factor
2.044481
Profitability
38.431373
Streak
15.094360
Best Strategy
Training Data Length
1877.830000
Evaluation Time
2025-10-05 21:15
Expiration Time
2025-12-12 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1001596.1698 856904.0173 144692.1525 11849333.4093 401939.5906 11447393.8188
Total P&L (%) 1001.5962 856.904 144.6922 11849.3334 401.9396 11447.3938
Avg Daily Profit (%) 0.5334 0.4563 0.0771 0.255 0.086 0.2532
Buy And Hold Return (%) 307.2127 307.2127 307.2127 307.2127 307.2127 307.2127
Max Trade Drawdown -102780 -73402 -93549 -22625887 -18720719 -10113133
Profit Factor 2.0445 2.8579 1.2907 1.1671 1.0102 1.3635
Total Trades 255 127 128 255 127 128
Winning Trades 98 42 56 98 42 56
Losing Trades 157 85 72 157 85 72
Profitability (%) 38.4314 33.0709 43.75 38.4314 33.0709 43.75
Ratio Avg Win / Avg Loss 3.2753 5.7839 1.6595 1.8698 2.0445 1.7531
Largest Winning Trade 199672 199672 47669 16180413 16180413 7076181
Largest Losing Trade -24583 -17025 -24583 -5019853 -5019853 -3616716
Avg Bars in Trades 87 77 96 87 77 96
Avg Bars in Winners 150 142 156 150 142 156
Avg Bars in Losers 47 45 50 47 45 50
Bars Traded 22262 9860 12402 22262 9860 12402
Profit Streak 15.0944 0 17.5944 15.0944 0 17.5944
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 335312 201072 -256786 -29634 -363052 287923
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22534,
    "evaluation_days": 1877.83,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598810400000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759688152737,
    "expiration_time": 1765528012800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 36,
            "offset": 0,
            "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": [
        [
            1001596.1698394646,
            856904.0173187011,
            144692.1525207637,
            11849333.409337709,
            401939.5905812201,
            11447393.81875648
        ],
        [
            1001.59617,
            856.904017,
            144.692153,
            11849.333409,
            401.939591,
            11447.393819
        ],
        [
            0.53338,
            0.456327,
            0.077053,
            0.255047,
            0.08595,
            0.253221
        ],
        [
            307.212732,
            307.212732,
            307.212732,
            307.212732,
            307.212732,
            307.212732
        ],
        [
            -102780,
            -73402,
            -93549,
            -22625887,
            -18720719,
            -10113133
        ],
        [
            2.044481,
            2.857933,
            1.290705,
            1.167139,
            1.0102,
            1.363532
        ],
        [
            255,
            127,
            128,
            255,
            127,
            128
        ],
        [
            98,
            42,
            56,
            98,
            42,
            56
        ],
        [
            157,
            85,
            72,
            157,
            85,
            72
        ],
        [
            38.431373,
            33.070866,
            43.75,
            38.431373,
            33.070866,
            43.75
        ],
        [
            3.275342,
            5.783911,
            1.659478,
            1.869805,
            2.044453,
            1.753113
        ],
        [
            199672,
            199672,
            47669,
            16180413,
            16180413,
            7076181
        ],
        [
            -24583,
            -17025,
            -24583,
            -5019853,
            -5019853,
            -3616716
        ],
        [
            87,
            77,
            96,
            87,
            77,
            96
        ],
        [
            150,
            142,
            156,
            150,
            142,
            156
        ],
        [
            47,
            45,
            50,
            47,
            45,
            50
        ],
        [
            22262,
            9860,
            12402,
            22262,
            9860,
            12402
        ],
        [
            15.09436,
            0,
            17.59436,
            15.09436,
            0,
            17.59436
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            335312,
            201072,
            -256786,
            -29634,
            -363052,
            287923
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22534,
    "evaluation_days": 1877.83,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598810400000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759688152737,
    "expiration_time": 1765528012800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 36,
            "offset": 0,
            "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)