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Trade: SAND/USDT/15/SWMA/KCL/5784

Strategy
SAND/USDT/15/SWMA/KCL/5784
Pair
SAND_USDT
Interval
15m
Score
320236
Daily Profit
0.219993
Profit Factor
1.556946
Profitability
70.454545
Streak
10.636044
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 13:15
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 64214.1524 6923.4553 57290.697 58470.4532 11984.4938 46485.9594
Total P&L (%) 64.2142 6.9235 57.2907 58.4705 11.9845 46.486
Avg Daily Profit (%) 0.2466 0.0266 0.22 0.1769 0.0435 0.1467
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -48217 -15930 -40780 -93124 -20542 -80502
Profit Factor 1.4194 1.1378 1.5569 1.2262 1.1629 1.2514
Total Trades 89 45 44 89 45 44
Winning Trades 57 26 31 57 26 31
Losing Trades 32 19 13 32 19 13
Profitability (%) 64.0449 57.7778 70.4545 64.0449 57.7778 70.4545
Ratio Avg Win / Avg Loss 0.7969 0.8315 0.6529 0.6884 0.8498 0.5248
Largest Winning Trade 15683 6881 15683 22135 9768 22135
Largest Losing Trade -25410 -13401 -25410 -48092 -16392 -48092
Avg Bars in Trades 273 74 476 273 74 476
Avg Bars in Winners 181 55 287 181 55 287
Avg Bars in Losers 436 99 927 436 99 927
Bars Traded 24309 3330 20979 24309 3330 20979
Profit Streak 0 0 10.636 0 0 10.636
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 277959 -394023 320236 200240 -282211 44392

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736449200000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758881754203,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 247,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            64214.152373178,
            6923.4553405394,
            57290.6970326386,
            58470.4532419959,
            11984.4938425827,
            46485.9593994133
        ],
        [
            64.214152,
            6.923455,
            57.290697,
            58.470453,
            11.984494,
            46.485959
        ],
        [
            0.246579,
            0.026586,
            0.219993,
            0.176947,
            0.043474,
            0.146701
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -48217,
            -15930,
            -40780,
            -93124,
            -20542,
            -80502
        ],
        [
            1.419446,
            1.137843,
            1.556946,
            1.226228,
            1.162893,
            1.251431
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            57,
            26,
            31,
            57,
            26,
            31
        ],
        [
            32,
            19,
            13,
            32,
            19,
            13
        ],
        [
            64.044944,
            57.777778,
            70.454545,
            64.044944,
            57.777778,
            70.454545
        ],
        [
            0.796882,
            0.831501,
            0.652913,
            0.688409,
            0.849807,
            0.524794
        ],
        [
            15683,
            6881,
            15683,
            22135,
            9768,
            22135
        ],
        [
            -25410,
            -13401,
            -25410,
            -48092,
            -16392,
            -48092
        ],
        [
            273,
            74,
            476,
            273,
            74,
            476
        ],
        [
            181,
            55,
            287,
            181,
            55,
            287
        ],
        [
            436,
            99,
            927,
            436,
            99,
            927
        ],
        [
            24309,
            3330,
            20979,
            24309,
            3330,
            20979
        ],
        [
            0,
            0,
            10.636044,
            0,
            0,
            10.636044
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            277959,
            -394023,
            320236,
            200240,
            -282211,
            44392
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736449200000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758881754203,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 247,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)