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Trade: SAND/USDT/480/HL2/SINWMA/5920

Strategy
SAND/USDT/480/HL2/SINWMA/5920
Pair
SAND_USDT
Interval
8h
Score
452945
Daily Profit
0.232329
Profit Factor
2.930170
Profitability
45.918367
Streak
20.828745
Best Strategy
Training Data Length
1869.000000
Evaluation Time
2025-09-26 06:53
Expiration Time
2025-11-21 03:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2000532.9399 -101980.5068 -1898552.4331 20712.4298 7549194.5377 -7528482.1079
Total P&L (%) -2000.5329 -101.9805 -1898.5524 20.7124 7549.1945 -7528.4821
Avg Daily Profit (%) -1.0704 -0.0546 -1.0158 0.0101 0.2323 0
Buy And Hold Return (%) 454.0813 454.0813 454.0813 454.0813 454.0813 454.0813
Max Trade Drawdown -2103632 -202788 -1974805 -7570006 -1256909 -8962152
Profit Factor 0.2577 0.7602 0.1635 1.0013 2.9302 0.3863
Total Trades 197 98 99 197 98 99
Winning Trades 152 73 79 84 45 39
Losing Trades 45 25 20 113 53 60
Profitability (%) 77.1574 74.4898 79.798 42.6396 45.9184 39.3939
Ratio Avg Win / Avg Loss 0.0763 0.2603 0.0414 1.347 3.4511 0.5943
Largest Winning Trade 27517 27517 20627 3891601 3891601 1949575
Largest Losing Trade -1237713 -58317 -1237713 -5082171 -1185798 -5082171
Avg Bars in Trades 27 31 23 27 31 23
Avg Bars in Winners 10 10 10 40 50 28
Avg Bars in Losers 86 94 76 18 15 20
Bars Traded 5440 3101 2339 5440 3101 2339
Profit Streak 20.4954 20.8287 20.4954 20.4954 20.8287 20.4954
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574888 -577065 -576096 -564767 452945 -584361

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5607,
    "evaluation_days": 1869,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1600531200000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758858803540,
    "expiration_time": 1763689248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 110,
            "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": [
        [
            -2000532.939914563,
            -101980.506846538,
            -1898552.4330680238,
            20712.4297988046,
            7549194.537698179,
            -7528482.107899372
        ],
        [
            -2000.53294,
            -101.980507,
            -1898.552433,
            20.71243,
            7549.194538,
            -7528.482108
        ],
        [
            -1.070376,
            -0.054564,
            -1.015812,
            0.010072,
            0.232329,
            0
        ],
        [
            454.081308,
            454.081308,
            454.081308,
            454.081308,
            454.081308,
            454.081308
        ],
        [
            -2103632,
            -202788,
            -1974805,
            -7570006,
            -1256909,
            -8962152
        ],
        [
            0.257692,
            0.760208,
            0.163534,
            1.00128,
            2.93017,
            0.386299
        ],
        [
            197,
            98,
            99,
            197,
            98,
            99
        ],
        [
            152,
            73,
            79,
            84,
            45,
            39
        ],
        [
            45,
            25,
            20,
            113,
            53,
            60
        ],
        [
            77.15736,
            74.489796,
            79.79798,
            42.639594,
            45.918367,
            39.393939
        ],
        [
            0.07629,
            0.260345,
            0.041401,
            1.34696,
            3.45109,
            0.594306
        ],
        [
            27517,
            27517,
            20627,
            3891601,
            3891601,
            1949575
        ],
        [
            -1237713,
            -58317,
            -1237713,
            -5082171,
            -1185798,
            -5082171
        ],
        [
            27,
            31,
            23,
            27,
            31,
            23
        ],
        [
            10,
            10,
            10,
            40,
            50,
            28
        ],
        [
            86,
            94,
            76,
            18,
            15,
            20
        ],
        [
            5440,
            3101,
            2339,
            5440,
            3101,
            2339
        ],
        [
            20.495411,
            20.828745,
            20.495411,
            20.495411,
            20.828745,
            20.495411
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574888,
            -577065,
            -576096,
            -564767,
            452945,
            -584361
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5607,
    "evaluation_days": 1869,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1600531200000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758858803540,
    "expiration_time": 1763689248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 110,
            "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)