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Trade: SAND/USDT/240/SINWMA/HILO/9266

Strategy
SAND/USDT/240/SINWMA/HILO/9266
Pair
SAND_USDT
Interval
4h
Score
341178
Daily Profit
0.393087
Profit Factor
1.644880
Profitability
46.402878
Streak
19.697885
Best Strategy
Training Data Length
1867.170000
Evaluation Time
2025-09-26 19:44
Expiration Time
2025-11-19 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 733959.6148 723336.9217 10622.6931 98052.5538 99952.7782 -1900.2244
Total P&L (%) 733.9596 723.3369 10.6227 98.0526 99.9528 -1.9002
Avg Daily Profit (%) 0.3931 0.3874 0.0057 0.0366 0.0371 -0.001
Buy And Hold Return (%) 318.3397 318.3397 318.3397 318.3397 318.3397 318.3397
Max Trade Drawdown -147290 -70232 -232922 -166209 -165067 -139096
Profit Factor 1.6449 2.5413 1.0159 1.0865 1.1843 0.9968
Total Trades 278 139 139 278 139 139
Winning Trades 129 55 74 129 55 74
Losing Trades 149 84 65 149 84 65
Profitability (%) 46.4029 39.5683 53.2374 46.4029 39.5683 53.2374
Ratio Avg Win / Avg Loss 1.8999 3.8812 0.8923 1.255 1.8088 0.8756
Largest Winning Trade 199542 199542 52319 180668 180668 57755
Largest Losing Trade -92287 -22580 -92287 -64632 -33764 -64632
Avg Bars in Trades 39 33 46 39 33 46
Avg Bars in Winners 54 46 59 54 46 59
Avg Bars in Losers 27 24 31 27 24 31
Bars Traded 11063 4606 6457 11063 4606 6457
Profit Streak 19.6979 31.0312 19.6979 19.6979 31.0312 19.6979
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 341178 238589 -554930 -433574 -328528 -579987

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11203,
    "evaluation_days": 1867.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598544000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758905097243,
    "expiration_time": 1763554896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            733959.6147885809,
            723336.9216750879,
            10622.6931134926,
            98052.5538082542,
            99952.7781944224,
            -1900.2243861683
        ],
        [
            733.959615,
            723.336922,
            10.622693,
            98.052554,
            99.952778,
            -1.900224
        ],
        [
            0.393087,
            0.387397,
            0.005689,
            0.036606,
            0.037117,
            -0.001027
        ],
        [
            318.339672,
            318.339672,
            318.339672,
            318.339672,
            318.339672,
            318.339672
        ],
        [
            -147290,
            -70232,
            -232922,
            -166209,
            -165067,
            -139096
        ],
        [
            1.64488,
            2.541255,
            1.015883,
            1.086548,
            1.184332,
            0.996783
        ],
        [
            278,
            139,
            139,
            278,
            139,
            139
        ],
        [
            129,
            55,
            74,
            129,
            55,
            74
        ],
        [
            149,
            84,
            65,
            149,
            84,
            65
        ],
        [
            46.402878,
            39.568345,
            53.23741,
            46.402878,
            39.568345,
            53.23741
        ],
        [
            1.8999,
            3.88119,
            0.892329,
            1.255005,
            1.808797,
            0.875553
        ],
        [
            199542,
            199542,
            52319,
            180668,
            180668,
            57755
        ],
        [
            -92287,
            -22580,
            -92287,
            -64632,
            -33764,
            -64632
        ],
        [
            39,
            33,
            46,
            39,
            33,
            46
        ],
        [
            54,
            46,
            59,
            54,
            46,
            59
        ],
        [
            27,
            24,
            31,
            27,
            24,
            31
        ],
        [
            11063,
            4606,
            6457,
            11063,
            4606,
            6457
        ],
        [
            19.697885,
            31.031218,
            19.697885,
            19.697885,
            31.031218,
            19.697885
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            341178,
            238589,
            -554930,
            -433574,
            -328528,
            -579987
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11203,
    "evaluation_days": 1867.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598544000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758905097243,
    "expiration_time": 1763554896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)