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Trade: SAND/USDT/480/SSF/SINWMA/7697

Strategy
SAND/USDT/480/SSF/SINWMA/7697
Pair
SAND_USDT
Interval
8h
Score
696797
Daily Profit
0.204277
Profit Factor
9.240468
Profitability
63.043478
Streak
38.466603
Best Strategy
Training Data Length
1869.000000
Evaluation Time
2025-09-26 06:11
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 -2029102.311 -35493.5789 -1993608.7321 -29482.5298 4433335.7473 -4462818.2771
Total P&L (%) -2029.1023 -35.4936 -1993.6087 -29.4825 4433.3357 -4462.8183
Avg Daily Profit (%) -1.0857 -0.019 -1.0667 -0.0187 0.2043 0
Buy And Hold Return (%) 490.8854 490.8854 490.8854 490.8854 490.8854 490.8854
Max Trade Drawdown -2264794 -165836 -2138910 -5456171 -256046 -6008239
Profit Factor 0.2503 0.8945 0.1588 0.9966 9.2405 0.4541
Total Trades 93 46 47 93 46 47
Winning Trades 58 25 33 52 29 23
Losing Trades 35 21 14 41 17 24
Profitability (%) 62.3656 54.3478 70.2128 55.914 63.0435 48.9362
Ratio Avg Win / Avg Loss 0.151 0.7514 0.0674 0.7858 5.4168 0.4739
Largest Winning Trade 39172 39172 26937 2763082 2373660 2763082
Largest Losing Trade -1509129 -59535 -1509129 -5456171 -256046 -5456171
Avg Bars in Trades 58 65 51 58 65 51
Avg Bars in Winners 32 30 34 66 76 52
Avg Bars in Losers 101 106 93 48 45 51
Bars Traded 5442 3003 2439 5442 3003 2439
Profit Streak 38.4666 38.4666 41.1333 38.4666 38.4666 41.1333
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577390 -579152 -576651 -578226 696797 -579685

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5607,
    "evaluation_days": 1869,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1600272000000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758856314469,
    "expiration_time": 1763689248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 23,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 101,
            "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": [
        [
            -2029102.3109765572,
            -35493.5788701203,
            -1993608.7321064363,
            -29482.5297829446,
            4433335.747331635,
            -4462818.27711458
        ],
        [
            -2029.102311,
            -35.493579,
            -1993.608732,
            -29.48253,
            4433.335747,
            -4462.818277
        ],
        [
            -1.085662,
            -0.018991,
            -1.066671,
            -0.018688,
            0.204277,
            0
        ],
        [
            490.885423,
            490.885423,
            490.885423,
            490.885423,
            490.885423,
            490.885423
        ],
        [
            -2264794,
            -165836,
            -2138910,
            -5456171,
            -256046,
            -6008239
        ],
        [
            0.250289,
            0.894516,
            0.158826,
            0.996617,
            9.240468,
            0.454138
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            58,
            25,
            33,
            52,
            29,
            23
        ],
        [
            35,
            21,
            14,
            41,
            17,
            24
        ],
        [
            62.365591,
            54.347826,
            70.212766,
            55.913978,
            63.043478,
            48.93617
        ],
        [
            0.151037,
            0.751393,
            0.067381,
            0.785794,
            5.416826,
            0.473883
        ],
        [
            39172,
            39172,
            26937,
            2763082,
            2373660,
            2763082
        ],
        [
            -1509129,
            -59535,
            -1509129,
            -5456171,
            -256046,
            -5456171
        ],
        [
            58,
            65,
            51,
            58,
            65,
            51
        ],
        [
            32,
            30,
            34,
            66,
            76,
            52
        ],
        [
            101,
            106,
            93,
            48,
            45,
            51
        ],
        [
            5442,
            3003,
            2439,
            5442,
            3003,
            2439
        ],
        [
            38.466603,
            38.466603,
            41.133269,
            38.466603,
            38.466603,
            41.133269
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577390,
            -579152,
            -576651,
            -578226,
            696797,
            -579685
        ]
    ]
}
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": 1600272000000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758856314469,
    "expiration_time": 1763689248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 23,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 101,
            "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)