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Trade: SAND/USDT/240/SINWMA/KCB/4693

Strategy
SAND/USDT/240/SINWMA/KCB/4693
Pair
SAND_USDT
Interval
4h
Score
500762
Daily Profit
0.227536
Profit Factor
2.245628
Profitability
77.777778
Streak
34.347448
Best Strategy
Training Data Length
1874.670000
Evaluation Time
2025-10-02 07:20
Expiration Time
2025-11-27 07:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1462092.5079 -62965.7723 -1399126.7356 18912.4757 -6967046.5402 6985959.0159
Total P&L (%) -1462.0925 -62.9658 -1399.1267 18.9125 -6967.0465 6985.959
Avg Daily Profit (%) -0.7799 -0.0336 -0.7463 0.0092 0 0.2275
Buy And Hold Return (%) 542.8571 542.8571 542.8571 542.8571 542.8571 542.8571
Max Trade Drawdown -1633846 -191690 -1496920 -6736990 -7283041 -2469076
Profit Factor 0.2531 0.7781 0.164 1.0014 0.1638 2.2456
Total Trades 71 35 36 71 35 36
Winning Trades 46 18 28 44 16 28
Losing Trades 25 17 8 27 19 8
Profitability (%) 64.7887 51.4286 77.7778 61.9718 45.7143 77.7778
Ratio Avg Win / Avg Loss 0.1375 0.7349 0.0469 0.6145 0.1945 0.6416
Largest Winning Trade 26715 26675 26715 7663807 539864 7663807
Largest Losing Trade -915345 -58225 -915345 -3484202 -3484202 -2236435
Avg Bars in Trades 152 182 123 152 182 123
Avg Bars in Winners 65 70 62 90 88 91
Avg Bars in Losers 312 301 336 254 262 235
Bars Traded 10842 6395 4447 10842 6395 4447
Profit Streak 34.3474 36.8474 34.3474 34.3474 36.8474 34.3474
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -668867 -580058 -576637 -655420 -581910 500762
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11248,
    "evaluation_days": 1874.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600459200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759378819489,
    "expiration_time": 1764222336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 213,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            -1462092.50787323,
            -62965.772299622,
            -1399126.7355736082,
            18912.4756718074,
            -6967046.540204852,
            6985959.015876662
        ],
        [
            -1462.092508,
            -62.965772,
            -1399.126736,
            18.912476,
            -6967.04654,
            6985.959016
        ],
        [
            -0.77992,
            -0.033588,
            -0.746332,
            0.00924,
            0,
            0.227536
        ],
        [
            542.857143,
            542.857143,
            542.857143,
            542.857143,
            542.857143,
            542.857143
        ],
        [
            -1633846,
            -191690,
            -1496920,
            -6736990,
            -7283041,
            -2469076
        ],
        [
            0.253072,
            0.77813,
            0.164041,
            1.001357,
            0.16379,
            2.245628
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            46,
            18,
            28,
            44,
            16,
            28
        ],
        [
            25,
            17,
            8,
            27,
            19,
            8
        ],
        [
            64.788732,
            51.428571,
            77.777778,
            61.971831,
            45.714286,
            77.777778
        ],
        [
            0.137539,
            0.734901,
            0.046869,
            0.614469,
            0.1945,
            0.641608
        ],
        [
            26715,
            26675,
            26715,
            7663807,
            539864,
            7663807
        ],
        [
            -915345,
            -58225,
            -915345,
            -3484202,
            -3484202,
            -2236435
        ],
        [
            152,
            182,
            123,
            152,
            182,
            123
        ],
        [
            65,
            70,
            62,
            90,
            88,
            91
        ],
        [
            312,
            301,
            336,
            254,
            262,
            235
        ],
        [
            10842,
            6395,
            4447,
            10842,
            6395,
            4447
        ],
        [
            34.347448,
            36.847448,
            34.347448,
            34.347448,
            36.847448,
            34.347448
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -668867,
            -580058,
            -576637,
            -655420,
            -581910,
            500762
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11248,
    "evaluation_days": 1874.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600459200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759378819489,
    "expiration_time": 1764222336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 213,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)