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Trade: SAND/USDT/360/WMA/SSF/9404

Strategy
SAND/USDT/360/WMA/SSF/9404
Pair
SAND_USDT
Interval
6h
Score
520180
Daily Profit
1.131462
Profit Factor
4.410918
Profitability
39.325843
Streak
0.000000
Best Strategy
Training Data Length
1876.000000
Evaluation Time
2025-10-03 11:53
Expiration Time
2025-11-28 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2122622.9228 2046754.1104 75868.8124 3949446.6141 467221.6201 3482224.994
Total P&L (%) 2122.6229 2046.7541 75.8688 3949.4466 467.2216 3482.225
Avg Daily Profit (%) 1.1315 1.091 0.0404 0.1975 0.0926 0.1909
Buy And Hold Return (%) 567.6083 567.6083 567.6083 567.6083 567.6083 567.6083
Max Trade Drawdown -122729 -133208 -54460 -9280687 -10050372 -3748354
Profit Factor 4.4109 6.7249 1.2865 1.1283 1.0249 1.2896
Total Trades 89 45 44 89 45 44
Winning Trades 35 15 20 35 15 20
Losing Trades 54 30 24 54 30 24
Profitability (%) 39.3258 33.3333 45.4545 39.3258 33.3333 45.4545
Ratio Avg Win / Avg Loss 6.8054 13.4497 1.5438 1.7408 2.0498 1.5475
Largest Winning Trade 1431669 1431669 56364 8001645 8001645 2898084
Largest Losing Trade -30995 -30995 -25790 -2793326 -2793326 -2587805
Avg Bars in Trades 81 72 91 81 72 91
Avg Bars in Winners 131 113 144 131 113 144
Avg Bars in Losers 49 52 46 49 52 46
Bars Traded 7287 3272 4015 7287 3272 4015
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 520180 466519 -305257 -74217 -433608 245002
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7504,
    "evaluation_days": 1876,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599998400000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759481584695,
    "expiration_time": 1764333792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 66,
            "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": [
        [
            2122622.9227554277,
            2046754.1103901626,
            75868.8123652643,
            3949446.6140683414,
            467221.620063704,
            3482224.994004635
        ],
        [
            2122.622923,
            2046.75411,
            75.868812,
            3949.446614,
            467.22162,
            3482.224994
        ],
        [
            1.131462,
            1.09102,
            0.040442,
            0.197485,
            0.092558,
            0.190937
        ],
        [
            567.608286,
            567.608286,
            567.608286,
            567.608286,
            567.608286,
            567.608286
        ],
        [
            -122729,
            -133208,
            -54460,
            -9280687,
            -10050372,
            -3748354
        ],
        [
            4.410918,
            6.724868,
            1.286532,
            1.128294,
            1.024906,
            1.289582
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            35,
            15,
            20,
            35,
            15,
            20
        ],
        [
            54,
            30,
            24,
            54,
            30,
            24
        ],
        [
            39.325843,
            33.333333,
            45.454545,
            39.325843,
            33.333333,
            45.454545
        ],
        [
            6.805417,
            13.449737,
            1.543839,
            1.740796,
            2.049812,
            1.547499
        ],
        [
            1431669,
            1431669,
            56364,
            8001645,
            8001645,
            2898084
        ],
        [
            -30995,
            -30995,
            -25790,
            -2793326,
            -2793326,
            -2587805
        ],
        [
            81,
            72,
            91,
            81,
            72,
            91
        ],
        [
            131,
            113,
            144,
            131,
            113,
            144
        ],
        [
            49,
            52,
            46,
            49,
            52,
            46
        ],
        [
            7287,
            3272,
            4015,
            7287,
            3272,
            4015
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            520180,
            466519,
            -305257,
            -74217,
            -433608,
            245002
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7504,
    "evaluation_days": 1876,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599998400000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759481584695,
    "expiration_time": 1764333792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 66,
            "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)