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Trade: SAND/USDT/360/MIDPRICE/SINWMA/6377

Strategy
SAND/USDT/360/MIDPRICE/SINWMA/6377
Pair
SAND_USDT
Interval
6h
Score
643212
Daily Profit
0.213165
Profit Factor
4.059883
Profitability
62.500000
Streak
80.664907
Best Strategy
Training Data Length
1867.250000
Evaluation Time
2025-09-28 00:57
Expiration Time
2025-11-19 14:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2295451.3524 -77623.722 -2217827.6304 -1215.9965 5230820.2831 -5232036.2796
Total P&L (%) -2295.4514 -77.6237 -2217.8276 -1.216 5230.8203 -5232.0363
Avg Daily Profit (%) -1.2293 -0.0416 -1.1878 -0.0007 0.2132 0
Buy And Hold Return (%) 519.1694 519.1694 519.1694 519.1694 519.1694 519.1694
Max Trade Drawdown -2433792 -165470 -2315148 -4939945 -573707 -7774534
Profit Factor 0.2092 0.7395 0.1486 0.9999 4.0599 0.5689
Total Trades 81 40 41 81 40 41
Winning Trades 50 22 28 40 25 15
Losing Trades 31 18 13 41 15 26
Profitability (%) 61.7284 55 68.2927 49.3827 62.5 36.5854
Ratio Avg Win / Avg Loss 0.1297 0.605 0.069 1.0249 2.4359 0.986
Largest Winning Trade 31576 22767 31576 2823397 2429951 2823397
Largest Losing Trade -1617063 -56578 -1617063 -3801575 -471997 -3801575
Avg Bars in Trades 89 93 85 89 93 85
Avg Bars in Winners 53 52 53 109 108 109
Avg Bars in Losers 148 143 155 70 68 72
Bars Traded 7270 3745 3524 7270 3745 3524
Profit Streak 57.6649 80.6649 57.6649 57.6649 80.6649 57.6649
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -593799 -579139 -577391 -594170 643212 -584979
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7469,
    "evaluation_days": 1867.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599976800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759010247982,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 120,
            "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": [
        [
            -2295451.3524279897,
            -77623.7220282231,
            -2217827.6303997682,
            -1215.9965020197,
            5230820.28311306,
            -5232036.27961508
        ],
        [
            -2295.451352,
            -77.623722,
            -2217.82763,
            -1.215997,
            5230.820283,
            -5232.03628
        ],
        [
            -1.229322,
            -0.041571,
            -1.187751,
            -0.000655,
            0.213165,
            0
        ],
        [
            519.169358,
            519.169358,
            519.169358,
            519.169358,
            519.169358,
            519.169358
        ],
        [
            -2433792,
            -165470,
            -2315148,
            -4939945,
            -573707,
            -7774534
        ],
        [
            0.209238,
            0.7395,
            0.148579,
            0.999912,
            4.059883,
            0.568871
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            50,
            22,
            28,
            40,
            25,
            15
        ],
        [
            31,
            18,
            13,
            41,
            15,
            26
        ],
        [
            61.728395,
            55,
            68.292683,
            49.382716,
            62.5,
            36.585366
        ],
        [
            0.129727,
            0.605046,
            0.068983,
            1.02491,
            2.43593,
            0.986044
        ],
        [
            31576,
            22767,
            31576,
            2823397,
            2429951,
            2823397
        ],
        [
            -1617063,
            -56578,
            -1617063,
            -3801575,
            -471997,
            -3801575
        ],
        [
            89,
            93,
            85,
            89,
            93,
            85
        ],
        [
            53,
            52,
            53,
            109,
            108,
            109
        ],
        [
            148,
            143,
            155,
            70,
            68,
            72
        ],
        [
            7270,
            3745,
            3524,
            7270,
            3745,
            3524
        ],
        [
            57.664907,
            80.664907,
            57.664907,
            57.664907,
            80.664907,
            57.664907
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -593799,
            -579139,
            -577391,
            -594170,
            643212,
            -584979
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7469,
    "evaluation_days": 1867.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599976800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759010247982,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 120,
            "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)