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Trade: SAND/USDT/480/PWMA/HILO/5200

Strategy
SAND/USDT/480/PWMA/HILO/5200
Pair
SAND_USDT
Interval
8h
Score
631211
Daily Profit
1.119462
Profit Factor
4.524362
Profitability
44.859813
Streak
0.000000
Best Strategy
Training Data Length
1869.000000
Evaluation Time
2025-09-26 05:40
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 2092273.7546 1985828.9098 106444.8447 6617516.1058 4095458.11 2522057.9957
Total P&L (%) 2092.2738 1985.8289 106.4448 6617.5161 4095.4581 2522.058
Avg Daily Profit (%) 1.1195 1.0625 0.057 0.2254 0.2001 0.1749
Buy And Hold Return (%) 449.6125 449.6125 449.6125 449.6125 449.6125 449.6125
Max Trade Drawdown -115858 -100799 -98023 -11898879 -8306108 -7568520
Profit Factor 4.5244 7.0399 1.4019 1.1494 1.17 1.1249
Total Trades 107 54 53 107 54 53
Winning Trades 48 21 27 48 21 27
Losing Trades 59 33 26 59 33 26
Profitability (%) 44.8598 38.8889 50.9434 44.8598 38.8889 50.9434
Ratio Avg Win / Avg Loss 5.5612 11.0627 1.3499 1.4129 1.8386 1.0833
Largest Winning Trade 1503263 1503263 56301 8595937 8595937 3385884
Largest Losing Trade -39968 -32199 -39968 -3868603 -3018225 -3868603
Avg Bars in Trades 51 44 58 51 44 58
Avg Bars in Winners 73 70 75 73 70 75
Avg Bars in Losers 33 27 40 33 27 40
Bars Traded 5483 2391 3092 5483 2391 3092
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 631211 -164306 -461873 -49605 -208764 -256159

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5607,
    "evaluation_days": 1869,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1600502400000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758854454796,
    "expiration_time": 1763689248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            2092273.7545653726,
            1985828.909816832,
            106444.8447485407,
            6617516.105756851,
            4095458.1100412477,
            2522057.9957156004
        ],
        [
            2092.273755,
            1985.82891,
            106.444845,
            6617.516106,
            4095.45811,
            2522.057996
        ],
        [
            1.119462,
            1.062509,
            0.056953,
            0.225363,
            0.200124,
            0.174928
        ],
        [
            449.612534,
            449.612534,
            449.612534,
            449.612534,
            449.612534,
            449.612534
        ],
        [
            -115858,
            -100799,
            -98023,
            -11898879,
            -8306108,
            -7568520
        ],
        [
            4.524362,
            7.039873,
            1.40187,
            1.149438,
            1.16999,
            1.124913
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            48,
            21,
            27,
            48,
            21,
            27
        ],
        [
            59,
            33,
            26,
            59,
            33,
            26
        ],
        [
            44.859813,
            38.888889,
            50.943396,
            44.859813,
            38.888889,
            50.943396
        ],
        [
            5.561195,
            11.062657,
            1.349949,
            1.41285,
            1.838555,
            1.08325
        ],
        [
            1503263,
            1503263,
            56301,
            8595937,
            8595937,
            3385884
        ],
        [
            -39968,
            -32199,
            -39968,
            -3868603,
            -3018225,
            -3868603
        ],
        [
            51,
            44,
            58,
            51,
            44,
            58
        ],
        [
            73,
            70,
            75,
            73,
            70,
            75
        ],
        [
            33,
            27,
            40,
            33,
            27,
            40
        ],
        [
            5483,
            2391,
            3092,
            5483,
            2391,
            3092
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            631211,
            -164306,
            -461873,
            -49605,
            -208764,
            -256159
        ]
    ]
}
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": 1600502400000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758854454796,
    "expiration_time": 1763689248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)