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Trade: SAND/USDT/360/HWMA/KCL/6072

Strategy
SAND/USDT/360/HWMA/KCL/6072
Pair
SAND_USDT
Interval
6h
Score
519778
Daily Profit
0.256118
Profit Factor
2.250681
Profitability
53.932584
Streak
92.690726
Best Strategy
Training Data Length
1876.750000
Evaluation Time
2025-10-04 07:34
Expiration Time
2025-11-29 09:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2088723.2547 -73648.8722 -2015074.3826 515701.2615 12057820.7954 -11542119.5339
Total P&L (%) -2088.7233 -73.6489 -2015.0744 515.7013 12057.8208 -11542.1195
Avg Daily Profit (%) -1.1129 -0.0392 -1.0737 0.0969 0.2561 0
Buy And Hold Return (%) 641.8235 641.8235 641.8235 641.8235 641.8235 641.8235
Max Trade Drawdown -2252960 -161286 -2125891 -11668583 -2555557 -16488414
Profit Factor 0.2929 0.8428 0.1892 1.0154 2.2507 0.5144
Total Trades 178 89 89 178 89 89
Winning Trades 120 56 64 82 48 34
Losing Trades 58 33 25 96 41 55
Profitability (%) 67.4157 62.9213 71.9101 46.0674 53.9326 38.2022
Ratio Avg Win / Avg Loss 0.1416 0.4967 0.0739 1.1888 1.9225 0.8321
Largest Winning Trade 27704 23011 27704 4880119 4880119 3493813
Largest Losing Trade -1412149 -47362 -1412149 -7703322 -1247693 -7703322
Avg Bars in Trades 41 37 45 41 37 45
Avg Bars in Winners 21 17 25 49 46 54
Avg Bars in Losers 82 70 97 34 27 40
Bars Traded 7391 3329 4062 7391 3329 4062
Profit Streak 70.4407 92.6907 70.4407 70.4407 92.6907 70.4407
Trades During Streak 9 5 4 9 5 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575960 -577698 -576547 -431490 519778 -584253
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7507,
    "evaluation_days": 1876.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599393600000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759552478706,
    "expiration_time": 1764400536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 93,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            -2088723.254733364,
            -73648.8721624321,
            -2015074.382570933,
            515701.2615266603,
            12057820.795432402,
            -11542119.533905743
        ],
        [
            -2088.723255,
            -73.648872,
            -2015.074383,
            515.701262,
            12057.820795,
            -11542.119534
        ],
        [
            -1.112947,
            -0.039243,
            -1.073704,
            0.096895,
            0.256118,
            0
        ],
        [
            641.823497,
            641.823497,
            641.823497,
            641.823497,
            641.823497,
            641.823497
        ],
        [
            -2252960,
            -161286,
            -2125891,
            -11668583,
            -2555557,
            -16488414
        ],
        [
            0.292867,
            0.842842,
            0.189157,
            1.015436,
            2.250681,
            0.514405
        ],
        [
            178,
            89,
            89,
            178,
            89,
            89
        ],
        [
            120,
            56,
            64,
            82,
            48,
            34
        ],
        [
            58,
            33,
            25,
            96,
            41,
            55
        ],
        [
            67.41573,
            62.921348,
            71.910112,
            46.067416,
            53.932584,
            38.202247
        ],
        [
            0.141552,
            0.496675,
            0.07389,
            1.188803,
            1.922456,
            0.832125
        ],
        [
            27704,
            23011,
            27704,
            4880119,
            4880119,
            3493813
        ],
        [
            -1412149,
            -47362,
            -1412149,
            -7703322,
            -1247693,
            -7703322
        ],
        [
            41,
            37,
            45,
            41,
            37,
            45
        ],
        [
            21,
            17,
            25,
            49,
            46,
            54
        ],
        [
            82,
            70,
            97,
            34,
            27,
            40
        ],
        [
            7391,
            3329,
            4062,
            7391,
            3329,
            4062
        ],
        [
            70.440726,
            92.690726,
            70.440726,
            70.440726,
            92.690726,
            70.440726
        ],
        [
            9,
            5,
            4,
            9,
            5,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575960,
            -577698,
            -576547,
            -431490,
            519778,
            -584253
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7507,
    "evaluation_days": 1876.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599393600000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759552478706,
    "expiration_time": 1764400536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 93,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)