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Trade: SAND/USDT/360/PWMA/SSF/7374

Strategy
SAND/USDT/360/PWMA/SSF/7374
Pair
SAND_USDT
Interval
6h
Score
535831
Daily Profit
1.041623
Profit Factor
3.960511
Profitability
40.659341
Streak
0.000000
Best Strategy
Training Data Length
1871.250000
Evaluation Time
2025-09-28 18:54
Expiration Time
2025-11-23 17:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1949137.9729 1915525.8184 33612.1545 1198193.0727 1319930.6392 -121737.5665
Total P&L (%) 1949.138 1915.5258 33.6122 1198.1931 1319.9306 -121.7376
Avg Daily Profit (%) 1.0416 1.0237 0.018 0.1371 0.1419 0
Buy And Hold Return (%) 475.5491 475.5491 475.5491 475.5491 475.5491 475.5491
Max Trade Drawdown -106047 -133985 -90389 -3734730 -3637809 -2152990
Profit Factor 3.9605 5.9954 1.1223 1.0945 1.1726 0.9758
Total Trades 91 46 45 91 46 45
Winning Trades 37 17 20 37 17 20
Losing Trades 54 29 25 54 29 25
Profitability (%) 40.6593 36.9565 44.4444 40.6593 36.9565 44.4444
Ratio Avg Win / Avg Loss 5.7802 10.2275 1.4028 1.5974 2.0003 1.2198
Largest Winning Trade 1408750 1408750 54215 4008739 4008739 921493
Largest Losing Trade -54199 -34339 -54199 -1657021 -1240562 -1657021
Avg Bars in Trades 80 74 86 80 74 86
Avg Bars in Winners 116 115 118 116 115 118
Avg Bars in Losers 55 50 61 55 50 61
Bars Traded 7317 3428 3889 7317 3428 3889
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 535831 528797 -422770 -132002 -41085 -581205
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7485,
    "evaluation_days": 1871.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600495200000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759074862118,
    "expiration_time": 1763911080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 83,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            1949137.9728602262,
            1915525.81837764,
            33612.1544825867,
            1198193.072715176,
            1319930.639173445,
            -121737.5664582697
        ],
        [
            1949.137973,
            1915.525818,
            33.612154,
            1198.193073,
            1319.930639,
            -121.737566
        ],
        [
            1.041623,
            1.023661,
            0.017962,
            0.137091,
            0.141888,
            0
        ],
        [
            475.549058,
            475.549058,
            475.549058,
            475.549058,
            475.549058,
            475.549058
        ],
        [
            -106047,
            -133985,
            -90389,
            -3734730,
            -3637809,
            -2152990
        ],
        [
            3.960511,
            5.995434,
            1.12226,
            1.094494,
            1.172587,
            0.975808
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            54,
            29,
            25,
            54,
            29,
            25
        ],
        [
            40.659341,
            36.956522,
            44.444444,
            40.659341,
            36.956522,
            44.444444
        ],
        [
            5.780205,
            10.227504,
            1.402825,
            1.597369,
            2.000296,
            1.21976
        ],
        [
            1408750,
            1408750,
            54215,
            4008739,
            4008739,
            921493
        ],
        [
            -54199,
            -34339,
            -54199,
            -1657021,
            -1240562,
            -1657021
        ],
        [
            80,
            74,
            86,
            80,
            74,
            86
        ],
        [
            116,
            115,
            118,
            116,
            115,
            118
        ],
        [
            55,
            50,
            61,
            55,
            50,
            61
        ],
        [
            7317,
            3428,
            3889,
            7317,
            3428,
            3889
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            535831,
            528797,
            -422770,
            -132002,
            -41085,
            -581205
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7485,
    "evaluation_days": 1871.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600495200000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759074862118,
    "expiration_time": 1763911080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 83,
            "offset": 0,
            "poles": 2
        }
    }
}

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)