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Trade: SAND/USDT/360/SWMA/MIDPRICE/1262

Strategy
SAND/USDT/360/SWMA/MIDPRICE/1262
Pair
SAND_USDT
Interval
6h
Score
343439
Daily Profit
0.154599
Profit Factor
2.183208
Profitability
56.666667
Streak
13.573801
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 626625.1783 721731.9708 -95106.7925 -149915.8878 1689511.6782 -1839427.566
Total P&L (%) 626.6252 721.732 -95.1068 -149.9159 1689.5117 -1839.4276
Avg Daily Profit (%) 0.3356 0.3865 -0.0509 0 0.1546 0
Buy And Hold Return (%) 635.7369 635.7369 635.7369 635.7369 635.7369 635.7369
Max Trade Drawdown -194085 -101729 -217792 -1706172 -374080 -2306286
Profit Factor 1.5188 2.285 0.8528 0.9665 2.1832 0.3973
Total Trades 179 90 89 179 90 89
Winning Trades 91 44 47 92 51 41
Losing Trades 88 46 42 87 39 48
Profitability (%) 50.838 48.8889 52.809 51.3966 56.6667 46.0674
Ratio Avg Win / Avg Loss 1.4687 2.3889 0.7621 0.914 1.6695 0.4651
Largest Winning Trade 253306 253306 33844 798341 798341 108435
Largest Losing Trade -111127 -43937 -111127 -1237418 -186157 -1237418
Avg Bars in Trades 40 51 30 40 51 30
Avg Bars in Winners 47 56 38 40 52 24
Avg Bars in Losers 34 46 21 41 50 34
Bars Traded 7337 4641 2696 7337 4641 2696
Profit Streak 0 0 0 13.5738 13.5738 31.5738
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -154114 -110457 -580730 -578581 343439 -582083

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": 1599328800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758851176385,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 90,
            "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": [
        [
            626625.1783050025,
            721731.9708149887,
            -95106.792509986,
            -149915.8878420675,
            1689511.678174403,
            -1839427.56601647
        ],
        [
            626.625178,
            721.731971,
            -95.106793,
            -149.915888,
            1689.511678,
            -1839.427566
        ],
        [
            0.335587,
            0.386521,
            -0.050934,
            0,
            0.154599,
            0
        ],
        [
            635.736936,
            635.736936,
            635.736936,
            635.736936,
            635.736936,
            635.736936
        ],
        [
            -194085,
            -101729,
            -217792,
            -1706172,
            -374080,
            -2306286
        ],
        [
            1.518802,
            2.285011,
            0.852816,
            0.966535,
            2.183208,
            0.39728
        ],
        [
            179,
            90,
            89,
            179,
            90,
            89
        ],
        [
            91,
            44,
            47,
            92,
            51,
            41
        ],
        [
            88,
            46,
            42,
            87,
            39,
            48
        ],
        [
            50.837989,
            48.888889,
            52.808989,
            51.396648,
            56.666667,
            46.067416
        ],
        [
            1.468732,
            2.388875,
            0.762091,
            0.914006,
            1.669512,
            0.465108
        ],
        [
            253306,
            253306,
            33844,
            798341,
            798341,
            108435
        ],
        [
            -111127,
            -43937,
            -111127,
            -1237418,
            -186157,
            -1237418
        ],
        [
            40,
            51,
            30,
            40,
            51,
            30
        ],
        [
            47,
            56,
            38,
            40,
            52,
            24
        ],
        [
            34,
            46,
            21,
            41,
            50,
            34
        ],
        [
            7337,
            4641,
            2696,
            7337,
            4641,
            2696
        ],
        [
            0,
            0,
            0,
            13.573801,
            13.573801,
            31.573801
        ],
        [
            0,
            0,
            0,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -154114,
            -110457,
            -580730,
            -578581,
            343439,
            -582083
        ]
    ]
}
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": 1599328800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758851176385,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 90,
            "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)