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Trade: SAND/USDT/480/LINREG/WMA/7530

Strategy
SAND/USDT/480/LINREG/WMA/7530
Pair
SAND_USDT
Interval
8h
Score
734420
Daily Profit
0.236287
Profit Factor
6.468103
Profitability
65.909091
Streak
90.229783
Best Strategy
Training Data Length
1881.670000
Evaluation Time
2025-10-09 00:30
Expiration Time
2025-12-04 04:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1966347.1699 -112231.774 -1854115.3959 72068.0456 8385077.5063 -8313009.4607
Total P&L (%) -1966.3472 -112.2318 -1854.1154 72.068 8385.0775 -8313.0095
Avg Daily Profit (%) -1.045 -0.0596 -0.9854 0.0288 0.2363 0
Buy And Hold Return (%) 547.0963 547.0963 547.0963 547.0963 547.0963 547.0963
Max Trade Drawdown -2162643 -215321 -1966320 -7357356 -649995 -10139153
Profit Factor 0.2099 0.673 0.1358 1.0047 6.4681 0.4016
Total Trades 89 44 45 89 44 45
Winning Trades 62 26 36 50 29 21
Losing Trades 27 18 9 39 15 24
Profitability (%) 69.6629 59.0909 80 56.1798 65.9091 46.6667
Ratio Avg Win / Avg Loss 0.0914 0.4659 0.0339 0.7836 3.3456 0.459
Largest Winning Trade 20758 20758 20070 3291643 3291643 2611800
Largest Losing Trade -1199008 -56893 -1199008 -7126409 -335798 -7126409
Avg Bars in Trades 60 70 49 60 70 49
Avg Bars in Winners 23 25 21 75 83 65
Avg Bars in Losers 145 137 162 40 47 35
Bars Traded 5369 3123 2246 5369 3123 2246
Profit Streak 90.2298 90.2298 292.8964 90.2298 90.2298 371.8964
Trades During Streak 9 4 10 9 4 12
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576096 -578137 -575325 -534520 734420 -580502
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5645,
    "evaluation_days": 1881.67,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1602806400000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759959053216,
    "expiration_time": 1764816480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 189,
            "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": [
        [
            -1966347.169924937,
            -112231.7740209112,
            -1854115.3959040258,
            72068.0455947565,
            8385077.506266905,
            -8313009.460672148
        ],
        [
            -1966.34717,
            -112.231774,
            -1854.115396,
            72.068046,
            8385.077506,
            -8313.009461
        ],
        [
            -1.045001,
            -0.059645,
            -0.985356,
            0.028847,
            0.236287,
            0
        ],
        [
            547.096332,
            547.096332,
            547.096332,
            547.096332,
            547.096332,
            547.096332
        ],
        [
            -2162643,
            -215321,
            -1966320,
            -7357356,
            -649995,
            -10139153
        ],
        [
            0.209874,
            0.672993,
            0.135788,
            1.004672,
            6.468103,
            0.401635
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            62,
            26,
            36,
            50,
            29,
            21
        ],
        [
            27,
            18,
            9,
            39,
            15,
            24
        ],
        [
            69.662921,
            59.090909,
            80,
            56.179775,
            65.909091,
            46.666667
        ],
        [
            0.091397,
            0.465919,
            0.033947,
            0.783644,
            3.345571,
            0.459011
        ],
        [
            20758,
            20758,
            20070,
            3291643,
            3291643,
            2611800
        ],
        [
            -1199008,
            -56893,
            -1199008,
            -7126409,
            -335798,
            -7126409
        ],
        [
            60,
            70,
            49,
            60,
            70,
            49
        ],
        [
            23,
            25,
            21,
            75,
            83,
            65
        ],
        [
            145,
            137,
            162,
            40,
            47,
            35
        ],
        [
            5369,
            3123,
            2246,
            5369,
            3123,
            2246
        ],
        [
            90.229782,
            90.229783,
            292.896449,
            90.229783,
            90.229783,
            371.896449
        ],
        [
            9,
            4,
            10,
            9,
            4,
            12
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576096,
            -578137,
            -575325,
            -534520,
            734420,
            -580502
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5645,
    "evaluation_days": 1881.67,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1602806400000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759959053216,
    "expiration_time": 1764816480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 189,
            "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)