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Trade: SAND/USDT/480/DCM/SINWMA/2652

Strategy
SAND/USDT/480/DCM/SINWMA/2652
Pair
SAND_USDT
Interval
8h
Score
382280
Daily Profit
0.213718
Profit Factor
1.570186
Profitability
64.102564
Streak
22.920130
Best Strategy
Training Data Length
1877.670000
Evaluation Time
2025-10-05 01:04
Expiration Time
2025-11-30 01:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1615087.0484 -43619.5083 -1571467.5402 -19019.0773 -5426235.1277 5407216.0504
Total P&L (%) -1615.087 -43.6195 -1571.4675 -19.0191 -5426.2351 5407.2161
Avg Daily Profit (%) -0.8602 -0.0232 -0.8369 -0.0112 0 0.2137
Buy And Hold Return (%) 624.4792 624.4792 624.4792 624.4792 624.4792 624.4792
Max Trade Drawdown -1735367 -159057 -1648116 -8724728 -7283083 -4554397
Profit Factor 0.2629 0.8396 0.1811 0.999 0.459 1.5702
Total Trades 77 38 39 77 38 39
Winning Trades 46 21 25 46 21 25
Losing Trades 31 17 14 31 17 14
Profitability (%) 59.7403 55.2632 64.1026 59.7403 55.2632 64.1026
Ratio Avg Win / Avg Loss 0.1771 0.6797 0.1014 0.6733 0.3716 0.8793
Largest Winning Trade 39357 39357 31910 3992242 1168821 3992242
Largest Losing Trade -1016441 -51481 -1016441 -4526213 -4526213 -2434971
Avg Bars in Trades 70 74 67 70 74 67
Avg Bars in Winners 38 39 37 44 32 54
Avg Bars in Losers 119 118 120 110 126 90
Bars Traded 5463 2831 2632 5463 2831 2632
Profit Streak 22.9201 41.2535 22.9201 22.9201 41.2535 22.9201
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -624476 -579095 -578382 -624476 -579095 382280
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5633,
    "evaluation_days": 1877.67,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1600704000000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759615499225,
    "expiration_time": 1764460512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 116,
            "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": [
        [
            -1615087.0484488113,
            -43619.508281215,
            -1571467.5401675967,
            -19019.077253776,
            -5426235.127682802,
            5407216.050429032
        ],
        [
            -1615.087048,
            -43.619508,
            -1571.46754,
            -19.019077,
            -5426.235128,
            5407.21605
        ],
        [
            -0.860155,
            -0.023231,
            -0.836924,
            -0.011234,
            0,
            0.213718
        ],
        [
            624.479167,
            624.479167,
            624.479167,
            624.479167,
            624.479167,
            624.479167
        ],
        [
            -1735367,
            -159057,
            -1648116,
            -8724728,
            -7283083,
            -4554397
        ],
        [
            0.262856,
            0.839647,
            0.181095,
            0.999025,
            0.459022,
            1.570186
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            46,
            21,
            25,
            46,
            21,
            25
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            59.74026,
            55.263158,
            64.102564,
            59.74026,
            55.263158,
            64.102564
        ],
        [
            0.177142,
            0.679714,
            0.101413,
            0.673256,
            0.37159,
            0.879304
        ],
        [
            39357,
            39357,
            31910,
            3992242,
            1168821,
            3992242
        ],
        [
            -1016441,
            -51481,
            -1016441,
            -4526213,
            -4526213,
            -2434971
        ],
        [
            70,
            74,
            67,
            70,
            74,
            67
        ],
        [
            38,
            39,
            37,
            44,
            32,
            54
        ],
        [
            119,
            118,
            120,
            110,
            126,
            90
        ],
        [
            5463,
            2831,
            2632,
            5463,
            2831,
            2632
        ],
        [
            22.92013,
            41.253463,
            22.92013,
            22.92013,
            41.253463,
            22.92013
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -624476,
            -579095,
            -578382,
            -624476,
            -579095,
            382280
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5633,
    "evaluation_days": 1877.67,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1600704000000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759615499225,
    "expiration_time": 1764460512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 116,
            "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)