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Trade: SAND/USDT/480/SSF/SWMA/9224

Strategy
SAND/USDT/480/SSF/SWMA/9224
Pair
SAND_USDT
Interval
8h
Score
303366
Daily Profit
0.529366
Profit Factor
1.562744
Profitability
31.534570
Streak
0.000000
Best Strategy
Training Data Length
1885.330000
Evaluation Time
2025-10-12 13:49
Expiration Time
2025-12-07 23:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 998028.8479 901239.9651 96788.8828 4331607.8645 1602902.8199 2728705.0446
Total P&L (%) 998.0288 901.24 96.7889 4331.6079 1602.9028 2728.705
Avg Daily Profit (%) 0.5294 0.478 0.0513 0.2013 0.1505 0.1774
Buy And Hold Return (%) 203.6502 203.6502 203.6502 203.6502 203.6502 203.6502
Max Trade Drawdown -121472 -109680 -124233 -2871642 -3554737 -1554451
Profit Factor 1.5627 2.0449 1.1062 1.1197 1.0855 1.1564
Total Trades 593 297 296 593 297 296
Winning Trades 187 87 100 187 87 100
Losing Trades 406 210 196 406 210 196
Profitability (%) 31.5346 29.2929 33.7838 31.5346 29.2929 33.7838
Ratio Avg Win / Avg Loss 3.3929 4.9359 2.1682 2.431 2.6203 2.2665
Largest Winning Trade 240641 240641 37252 2307938 2307938 1349533
Largest Losing Trade -37366 -32819 -37366 -578653 -538830 -578653
Avg Bars in Trades 9 8 10 9 8 10
Avg Bars in Winners 19 18 19 19 18 19
Avg Bars in Losers 5 4 5 5 4 5
Bars Traded 5623 2654 2969 5623 2654 2969
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 303366 102176 -397712 -83497 -127316 -44588
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5656,
    "evaluation_days": 1885.33,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1597420800000,
    "last_datapoint_time": 1760256000000,
    "evaluation_time": 1760266169252,
    "expiration_time": 1765142784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 32,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 2,
            "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": [
        [
            998028.8478940774,
            901239.9651259119,
            96788.8827681675,
            4331607.864513618,
            1602902.8199062403,
            2728705.0446073804
        ],
        [
            998.028848,
            901.239965,
            96.788883,
            4331.607865,
            1602.90282,
            2728.705045
        ],
        [
            0.529366,
            0.478028,
            0.051338,
            0.2013,
            0.15048,
            0.177442
        ],
        [
            203.650166,
            203.650166,
            203.650166,
            203.650166,
            203.650166,
            203.650166
        ],
        [
            -121472,
            -109680,
            -124233,
            -2871642,
            -3554737,
            -1554451
        ],
        [
            1.562744,
            2.044873,
            1.106248,
            1.119704,
            1.085549,
            1.156381
        ],
        [
            593,
            297,
            296,
            593,
            297,
            296
        ],
        [
            187,
            87,
            100,
            187,
            87,
            100
        ],
        [
            406,
            210,
            196,
            406,
            210,
            196
        ],
        [
            31.53457,
            29.292929,
            33.783784,
            31.53457,
            29.292929,
            33.783784
        ],
        [
            3.39291,
            4.9359,
            2.168247,
            2.431016,
            2.62029,
            2.266506
        ],
        [
            240641,
            240641,
            37252,
            2307938,
            2307938,
            1349533
        ],
        [
            -37366,
            -32819,
            -37366,
            -578653,
            -538830,
            -578653
        ],
        [
            9,
            8,
            10,
            9,
            8,
            10
        ],
        [
            19,
            18,
            19,
            19,
            18,
            19
        ],
        [
            5,
            4,
            5,
            5,
            4,
            5
        ],
        [
            5623,
            2654,
            2969,
            5623,
            2654,
            2969
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303366,
            102176,
            -397712,
            -83497,
            -127316,
            -44588
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5656,
    "evaluation_days": 1885.33,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1597420800000,
    "last_datapoint_time": 1760256000000,
    "evaluation_time": 1760266169252,
    "expiration_time": 1765142784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 32,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 2,
            "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)