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Trade: SAND/USDT/240/PWMA/WMA/2552

Strategy
SAND/USDT/240/PWMA/WMA/2552
Pair
SAND_USDT
Interval
4h
Score
513184
Daily Profit
0.197057
Profit Factor
2.443461
Profitability
61.904762
Streak
0.000000
Best Strategy
Training Data Length
1883.330000
Evaluation Time
2025-10-10 21:16
Expiration Time
2025-12-06 06:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2043694.2076 -243827.8972 -1799866.3104 -106608.3653 -4082086.1815 3975477.8163
Total P&L (%) -2043.6942 -243.8279 -1799.8663 -106.6084 -4082.0862 3975.4778
Avg Daily Profit (%) -1.0851 -0.1295 -0.9557 0 0 0.1971
Buy And Hold Return (%) 437.5226 437.5226 437.5226 437.5226 437.5226 437.5226
Max Trade Drawdown -2135175 -293122 -1842432 -3906831 -4447904 -1741383
Profit Factor 0.134 0.3405 0.0957 0.9862 0.1803 2.4435
Total Trades 83 41 42 83 41 42
Winning Trades 39 14 25 47 21 26
Losing Trades 44 27 17 36 20 16
Profitability (%) 46.988 34.1463 59.5238 56.6265 51.2195 61.9048
Ratio Avg Win / Avg Loss 0.1512 0.6567 0.0651 0.7554 0.1717 1.5037
Largest Winning Trade 36961 36961 17406 4514638 317408 4514638
Largest Losing Trade -929705 -55856 -929705 -1741383 -1631229 -1741383
Avg Bars in Trades 132 161 105 132 161 105
Avg Bars in Winners 70 81 64 88 118 63
Avg Bars in Losers 188 203 164 191 206 172
Bars Traded 11035 6623 4412 11035 6623 4412
Profit Streak 36.7616 36.7616 89.2616 0 0 0
Trades During Streak 3 1 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -581791 -586363 -578138 -581196 -580584 513184
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11300,
    "evaluation_days": 1883.33,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600545600000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760120201327,
    "expiration_time": 1764993600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 25,
            "offset": 194
        }
    }
}
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": [
        [
            -2043694.207646689,
            -243827.8972465369,
            -1799866.3104001526,
            -106608.3652873963,
            -4082086.181547714,
            3975477.8162603173
        ],
        [
            -2043.694208,
            -243.827897,
            -1799.86631,
            -106.608365,
            -4082.086182,
            3975.477816
        ],
        [
            -1.085149,
            -0.129466,
            -0.955683,
            0,
            0,
            0.197057
        ],
        [
            437.522556,
            437.522556,
            437.522556,
            437.522556,
            437.522556,
            437.522556
        ],
        [
            -2135175,
            -293122,
            -1842432,
            -3906831,
            -4447904,
            -1741383
        ],
        [
            0.134041,
            0.34052,
            0.095684,
            0.986216,
            0.180276,
            2.443461
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            39,
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            25,
            47,
            21,
            26
        ],
        [
            44,
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            17,
            36,
            20,
            16
        ],
        [
            46.987952,
            34.146341,
            59.52381,
            56.626506,
            51.219512,
            61.904762
        ],
        [
            0.151225,
            0.656717,
            0.065065,
            0.755399,
            0.171691,
            1.503668
        ],
        [
            36961,
            36961,
            17406,
            4514638,
            317408,
            4514638
        ],
        [
            -929705,
            -55856,
            -929705,
            -1741383,
            -1631229,
            -1741383
        ],
        [
            132,
            161,
            105,
            132,
            161,
            105
        ],
        [
            70,
            81,
            64,
            88,
            118,
            63
        ],
        [
            188,
            203,
            164,
            191,
            206,
            172
        ],
        [
            11035,
            6623,
            4412,
            11035,
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        ],
        [
            36.761589,
            36.761589,
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            0,
            0,
            0
        ],
        [
            3,
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            3,
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        ],
        [
            0.8,
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            1.45,
            1.45
        ],
        [
            -581791,
            -586363,
            -578138,
            -581196,
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            513184
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11300,
    "evaluation_days": 1883.33,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600545600000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760120201327,
    "expiration_time": 1764993600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 25,
            "offset": 194
        }
    }
}

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)