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Trade: SAND/USDT/360/SSF/SINWMA/4688

Strategy
SAND/USDT/360/SSF/SINWMA/4688
Pair
SAND_USDT
Interval
6h
Score
532288
Daily Profit
0.211203
Profit Factor
2.205128
Profitability
79.411765
Streak
271.823758
Best Strategy
Training Data Length
1867.250000
Evaluation Time
2025-09-26 04:46
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 -1579377.7895 -95187.3981 -1484190.3913 -85148.4711 -5124542.5551 5039394.084
Total P&L (%) -1579.3778 -95.1874 -1484.1904 -85.1485 -5124.5426 5039.3941
Avg Daily Profit (%) -0.8458 -0.051 -0.7949 -0.1021 0 0.2112
Buy And Hold Return (%) 483.5112 483.5112 483.5112 483.5112 483.5112 483.5112
Max Trade Drawdown -1818690 -235450 -1603630 -5302638 -5786574 -2811849
Profit Factor 0.2303 0.7136 0.1368 0.9917 0.1642 2.2051
Total Trades 67 33 34 67 33 34
Winning Trades 45 19 26 45 18 27
Losing Trades 22 14 8 22 15 7
Profitability (%) 67.1642 57.5758 76.4706 67.1642 54.5455 79.4118
Ratio Avg Win / Avg Loss 0.1126 0.5258 0.0421 0.4849 0.1369 0.5717
Largest Winning Trade 42377 42377 28793 6616049 501990 6616049
Largest Losing Trade -949427 -58520 -949427 -2811849 -2408793 -2811849
Avg Bars in Trades 107 132 84 107 132 84
Avg Bars in Winners 40 42 39 57 56 58
Avg Bars in Losers 245 254 230 210 223 182
Bars Traded 7224 4365 2859 7224 4365 2859
Profit Streak 155.8238 155.8238 271.8238 155.8238 155.8238 271.8238
Trades During Streak 11 5 7 11 5 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -697967 -578408 -575925 -697967 -578801 532288

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": 1602525600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758851172718,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 19,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 238,
            "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": [
        [
            -1579377.789468236,
            -95187.3981359399,
            -1484190.391332296,
            -85148.4711010926,
            -5124542.555063406,
            5039394.083962313
        ],
        [
            -1579.377789,
            -95.187398,
            -1484.190391,
            -85.148471,
            -5124.542555,
            5039.394084
        ],
        [
            -0.845831,
            -0.050977,
            -0.794854,
            -0.10208,
            0,
            0.211203
        ],
        [
            483.511212,
            483.511212,
            483.511212,
            483.511212,
            483.511212,
            483.511212
        ],
        [
            -1818690,
            -235450,
            -1603630,
            -5302638,
            -5786574,
            -2811849
        ],
        [
            0.230254,
            0.713623,
            0.136814,
            0.991744,
            0.164231,
            2.205128
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            45,
            19,
            26,
            45,
            18,
            27
        ],
        [
            22,
            14,
            8,
            22,
            15,
            7
        ],
        [
            67.164179,
            57.575758,
            76.470588,
            67.164179,
            54.545455,
            79.411765
        ],
        [
            0.112569,
            0.525827,
            0.042097,
            0.484852,
            0.136859,
            0.5717
        ],
        [
            42377,
            42377,
            28793,
            6616049,
            501990,
            6616049
        ],
        [
            -949427,
            -58520,
            -949427,
            -2811849,
            -2408793,
            -2811849
        ],
        [
            107,
            132,
            84,
            107,
            132,
            84
        ],
        [
            40,
            42,
            39,
            57,
            56,
            58
        ],
        [
            245,
            254,
            230,
            210,
            223,
            182
        ],
        [
            7224,
            4365,
            2859,
            7224,
            4365,
            2859
        ],
        [
            155.823758,
            155.823758,
            271.823758,
            155.823758,
            155.823758,
            271.823758
        ],
        [
            11,
            5,
            7,
            11,
            5,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -697967,
            -578408,
            -575925,
            -697967,
            -578801,
            532288
        ]
    ]
}
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": 1602525600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758851172718,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 19,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 238,
            "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)