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Trade: SAND/USDT/480/LINREG/HWMA/1066

Strategy
SAND/USDT/480/LINREG/HWMA/1066
Pair
SAND_USDT
Interval
8h
Score
348737
Daily Profit
0.617088
Profit Factor
2.347058
Profitability
40.650407
Streak
51.154815
Best Strategy
Training Data Length
1878.000000
Evaluation Time
2025-10-05 06:42
Expiration Time
2025-11-30 10:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1158891.0784 1134073.2567 24817.8216 966173.7561 437820.6658 528353.0903
Total P&L (%) 1158.8911 1134.0733 24.8178 966.1738 437.8207 528.3531
Avg Daily Profit (%) 0.6171 0.6039 0.0132 0.1261 0.0896 0.0979
Buy And Hold Return (%) 491.0659 491.0659 491.0659 491.0659 491.0659 491.0659
Max Trade Drawdown -109995 -128423 -184649 -870797 -919705 -346783
Profit Factor 2.3471 3.5633 1.0594 1.3055 1.2167 1.4626
Total Trades 123 61 62 123 61 62
Winning Trades 50 19 31 50 19 31
Losing Trades 73 42 31 73 42 31
Profitability (%) 40.6504 31.1475 50 40.6504 31.1475 50
Ratio Avg Win / Avg Loss 3.4267 7.8769 1.0594 1.906 2.6895 1.4626
Largest Winning Trade 727792 727792 56947 904656 904656 190838
Largest Losing Trade -55866 -34940 -55866 -348027 -348027 -158783
Avg Bars in Trades 44 46 41 44 46 41
Avg Bars in Winners 68 76 63 68 76 63
Avg Bars in Losers 27 33 19 27 33 19
Bars Traded 5434 2844 2590 5434 2844 2590
Profit Streak 51.1548 51.1548 53.8215 51.1548 51.1548 53.8215
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 348737 -155320 -649360 -32029 -407127 -356110
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5634,
    "evaluation_days": 1878,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1602374400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759635776025,
    "expiration_time": 1764490176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.07794
        }
    }
}
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": [
        [
            1158891.0783526497,
            1134073.25673269,
            24817.82161996,
            966173.7560547534,
            437820.6657956728,
            528353.0902590808
        ],
        [
            1158.891078,
            1134.073257,
            24.817822,
            966.173756,
            437.820666,
            528.35309
        ],
        [
            0.617088,
            0.603873,
            0.013215,
            0.1261,
            0.089622,
            0.097914
        ],
        [
            491.065877,
            491.065877,
            491.065877,
            491.065877,
            491.065877,
            491.065877
        ],
        [
            -109995,
            -128423,
            -184649,
            -870797,
            -919705,
            -346783
        ],
        [
            2.347058,
            3.563341,
            1.059388,
            1.305506,
            1.216693,
            1.462631
        ],
        [
            123,
            61,
            62,
            123,
            61,
            62
        ],
        [
            50,
            19,
            31,
            50,
            19,
            31
        ],
        [
            73,
            42,
            31,
            73,
            42,
            31
        ],
        [
            40.650407,
            31.147541,
            50,
            40.650407,
            31.147541,
            50
        ],
        [
            3.426705,
            7.876859,
            1.059388,
            1.906039,
            2.689531,
            1.462631
        ],
        [
            727792,
            727792,
            56947,
            904656,
            904656,
            190838
        ],
        [
            -55866,
            -34940,
            -55866,
            -348027,
            -348027,
            -158783
        ],
        [
            44,
            46,
            41,
            44,
            46,
            41
        ],
        [
            68,
            76,
            63,
            68,
            76,
            63
        ],
        [
            27,
            33,
            19,
            27,
            33,
            19
        ],
        [
            5434,
            2844,
            2590,
            5434,
            2844,
            2590
        ],
        [
            51.154815,
            51.154815,
            53.821482,
            51.154815,
            51.154815,
            53.821482
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            348737,
            -155320,
            -649360,
            -32029,
            -407127,
            -356110
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5634,
    "evaluation_days": 1878,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1602374400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759635776025,
    "expiration_time": 1764490176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.07794
        }
    }
}

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)