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Trade: SAND/USDT/240/LINREG/SINWMA/6707

Strategy
SAND/USDT/240/LINREG/SINWMA/6707
Pair
SAND_USDT
Interval
4h
Score
668421
Daily Profit
0.197095
Profit Factor
4.868961
Profitability
65.789474
Streak
85.303361
Best Strategy
Training Data Length
1876.330000
Evaluation Time
2025-10-03 22:16
Expiration Time
2025-11-29 00:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2133387.4524 -126376.1669 -2007011.2855 -63847.8944 3922604.9222 -3986452.8166
Total P&L (%) -2133.3875 -126.3762 -2007.0113 -63.8479 3922.6049 -3986.4528
Avg Daily Profit (%) -1.137 -0.0674 -1.0696 -0.0542 0.1971 0
Buy And Hold Return (%) 580.9686 580.9686 580.9686 580.9686 580.9686 580.9686
Max Trade Drawdown -2238351 -196489 -2063990 -4242209 -621668 -4846051
Profit Factor 0.1924 0.6022 0.1364 0.9934 4.869 0.5389
Total Trades 77 38 39 77 38 39
Winning Trades 46 21 25 42 25 17
Losing Trades 31 17 14 35 13 22
Profitability (%) 59.7403 55.2632 64.1026 54.5455 65.7895 43.5897
Ratio Avg Win / Avg Loss 0.1296 0.4875 0.0764 0.8278 2.5319 0.6974
Largest Winning Trade 35178 35178 30568 2984428 2150716 2984428
Largest Losing Trade -1451710 -57014 -1451710 -3035806 -621668 -3035806
Avg Bars in Trades 142 155 128 142 155 128
Avg Bars in Winners 81 87 76 162 173 146
Avg Bars in Losers 231 240 220 117 121 114
Bars Traded 10934 5923 5010 10934 5923 5010
Profit Streak 63.3034 85.3034 63.3034 63.3034 85.3034 63.3034
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -624071 -579121 -577955 -625022 668421 -582276
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11258,
    "evaluation_days": 1876.33,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599537600000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759519010354,
    "expiration_time": 1764370656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 134,
            "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": [
        [
            -2133387.4524038415,
            -126376.1669492476,
            -2007011.285454595,
            -63847.8943936238,
            3922604.9222455677,
            -3986452.8166391905
        ],
        [
            -2133.387452,
            -126.376167,
            -2007.011285,
            -63.847894,
            3922.604922,
            -3986.452817
        ],
        [
            -1.137,
            -0.067353,
            -1.069647,
            -0.05421,
            0.197095,
            0
        ],
        [
            580.968594,
            580.968594,
            580.968594,
            580.968594,
            580.968594,
            580.968594
        ],
        [
            -2238351,
            -196489,
            -2063990,
            -4242209,
            -621668,
            -4846051
        ],
        [
            0.192367,
            0.602161,
            0.136351,
            0.99339,
            4.868961,
            0.538875
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            46,
            21,
            25,
            42,
            25,
            17
        ],
        [
            31,
            17,
            14,
            35,
            13,
            22
        ],
        [
            59.74026,
            55.263158,
            64.102564,
            54.545455,
            65.789474,
            43.589744
        ],
        [
            0.129639,
            0.487464,
            0.076357,
            0.827825,
            2.53186,
            0.697367
        ],
        [
            35178,
            35178,
            30568,
            2984428,
            2150716,
            2984428
        ],
        [
            -1451710,
            -57014,
            -1451710,
            -3035806,
            -621668,
            -3035806
        ],
        [
            142,
            155,
            128,
            142,
            155,
            128
        ],
        [
            81,
            87,
            76,
            162,
            173,
            146
        ],
        [
            231,
            240,
            220,
            117,
            121,
            114
        ],
        [
            10934,
            5923,
            5010,
            10934,
            5923,
            5010
        ],
        [
            63.30336,
            85.30336,
            63.30336,
            63.303361,
            85.303361,
            63.303361
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -624071,
            -579121,
            -577955,
            -625022,
            668421,
            -582276
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11258,
    "evaluation_days": 1876.33,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599537600000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759519010354,
    "expiration_time": 1764370656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 134,
            "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)