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Trade: SAND/USDT/240/WMA/SINWMA/4014

Strategy
SAND/USDT/240/WMA/SINWMA/4014
Pair
SAND_USDT
Interval
4h
Score
522382
Daily Profit
0.979255
Profit Factor
3.619588
Profitability
40.384615
Streak
0.000000
Best Strategy
Training Data Length
1867.170000
Evaluation Time
2025-09-27 05:49
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 1828435.0671 1803830.7082 24604.3589 1379899.1862 -27232.6501 1407131.8363
Total P&L (%) 1828.4351 1803.8307 24.6044 1379.8992 -27.2327 1407.1318
Avg Daily Profit (%) 0.9793 0.9661 0.0132 0.1444 -0.017 0.1454
Buy And Hold Return (%) 445.6737 445.6737 445.6737 445.6737 445.6737 445.6737
Max Trade Drawdown -143990 -143342 -62777 -9618315 -9901036 -3860372
Profit Factor 3.6196 5.5374 1.0819 1.0439 0.9986 1.1169
Total Trades 104 52 52 104 52 52
Winning Trades 42 18 24 42 18 24
Losing Trades 62 34 28 62 34 28
Profitability (%) 40.3846 34.6154 46.1538 40.3846 34.6154 46.1538
Ratio Avg Win / Avg Loss 5.3432 10.4595 1.2622 1.541 1.8862 1.303
Largest Winning Trade 1240843 1240843 56771 8364122 8364122 3220671
Largest Losing Trade -31307 -31307 -29815 -2928215 -2603438 -2928215
Avg Bars in Trades 104 92 116 104 92 116
Avg Bars in Winners 168 140 189 168 140 189
Avg Bars in Losers 60 66 53 60 66 53
Bars Traded 10845 4793 6052 10845 4793 6052
Profit Streak 0 36.2844 0 0 36.2844 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 522382 -166175 -653007 -177427 -763495 -275040
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": 1600128000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758941369022,
    "expiration_time": 1763554896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 42,
            "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": [
        [
            1828435.0671108414,
            1803830.708207031,
            24604.3589038103,
            1379899.186182529,
            -27232.650131567,
            1407131.8363140933
        ],
        [
            1828.435067,
            1803.830708,
            24.604359,
            1379.899186,
            -27.23265,
            1407.131836
        ],
        [
            0.979255,
            0.966077,
            0.013177,
            0.144417,
            -0.017024,
            0.145395
        ],
        [
            445.673742,
            445.673742,
            445.673742,
            445.673742,
            445.673742,
            445.673742
        ],
        [
            -143990,
            -143342,
            -62777,
            -9618315,
            -9901036,
            -3860372
        ],
        [
            3.619588,
            5.53737,
            1.081896,
            1.043919,
            0.998595,
            1.116853
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            42,
            18,
            24,
            42,
            18,
            24
        ],
        [
            62,
            34,
            28,
            62,
            34,
            28
        ],
        [
            40.384615,
            34.615385,
            46.153846,
            40.384615,
            34.615385,
            46.153846
        ],
        [
            5.343201,
            10.459477,
            1.262211,
            1.541023,
            1.886234,
            1.302996
        ],
        [
            1240843,
            1240843,
            56771,
            8364122,
            8364122,
            3220671
        ],
        [
            -31307,
            -31307,
            -29815,
            -2928215,
            -2603438,
            -2928215
        ],
        [
            104,
            92,
            116,
            104,
            92,
            116
        ],
        [
            168,
            140,
            189,
            168,
            140,
            189
        ],
        [
            60,
            66,
            53,
            60,
            66,
            53
        ],
        [
            10845,
            4793,
            6052,
            10845,
            4793,
            6052
        ],
        [
            0,
            36.284364,
            0,
            0,
            36.284364,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            522382,
            -166175,
            -653007,
            -177427,
            -763495,
            -275040
        ]
    ]
}
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": 1600128000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758941369022,
    "expiration_time": 1763554896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 42,
            "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)