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Trade: SAND/USDT/480/WMA/SSF/8433

Strategy
SAND/USDT/480/WMA/SSF/8433
Pair
SAND_USDT
Interval
8h
Score
666787
Daily Profit
0.223992
Profit Factor
5.811392
Profitability
64.705882
Streak
0.000000
Best Strategy
Training Data Length
1885.330000
Evaluation Time
2025-10-12 12:27
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 -1815768.8601 -55508.4846 -1760260.3754 -135914.6814 6691617.2627 -6827531.9441
Total P&L (%) -1815.7689 -55.5085 -1760.2604 -135.9147 6691.6173 -6827.5319
Avg Daily Profit (%) -0.9631 -0.0294 -0.9337 0 0.224 0
Buy And Hold Return (%) 296.0474 296.0474 296.0474 296.0474 296.0474 296.0474
Max Trade Drawdown -2055396 -201071 -1864817 -7215271 -754367 -7772993
Profit Factor 0.2489 0.833 0.1558 0.9895 5.8114 0.4114
Total Trades 69 34 35 69 34 35
Winning Trades 44 19 25 34 22 12
Losing Trades 25 15 10 35 12 23
Profitability (%) 63.7681 55.8824 71.4286 49.2754 64.7059 34.2857
Ratio Avg Win / Avg Loss 0.1414 0.6576 0.0623 1.0186 3.1699 0.7886
Largest Winning Trade 43613 43613 36513 3863598 3863598 3226063
Largest Losing Trade -1203464 -60346 -1203464 -6456211 -754367 -6456211
Avg Bars in Trades 79 90 68 79 90 68
Avg Bars in Winners 36 37 35 112 118 101
Avg Bars in Losers 154 157 150 46 38 51
Bars Traded 5456 3061 2395 5456 3061 2395
Profit Streak 93.3942 93.3942 136.7275 0 0 0
Trades During Streak 5 2 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -683550 -579073 -576658 -685670 666787 -586898
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": 1597996800000,
    "last_datapoint_time": 1760256000000,
    "evaluation_time": 1760261256434,
    "expiration_time": 1765142784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 22,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 237,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            -1815768.860072406,
            -55508.4846280508,
            -1760260.3754443554,
            -135914.6814413056,
            6691617.262667045,
            -6827531.94410835
        ],
        [
            -1815.76886,
            -55.508485,
            -1760.260375,
            -135.914681,
            6691.617263,
            -6827.531944
        ],
        [
            -0.963104,
            -0.029442,
            -0.933662,
            0,
            0.223992,
            0
        ],
        [
            296.047431,
            296.047431,
            296.047431,
            296.047431,
            296.047431,
            296.047431
        ],
        [
            -2055396,
            -201071,
            -1864817,
            -7215271,
            -754367,
            -7772993
        ],
        [
            0.248901,
            0.833004,
            0.155786,
            0.989538,
            5.811392,
            0.411437
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            44,
            19,
            25,
            34,
            22,
            12
        ],
        [
            25,
            15,
            10,
            35,
            12,
            23
        ],
        [
            63.768116,
            55.882353,
            71.428571,
            49.275362,
            64.705882,
            34.285714
        ],
        [
            0.141421,
            0.657635,
            0.062315,
            1.018642,
            3.16985,
            0.788588
        ],
        [
            43613,
            43613,
            36513,
            3863598,
            3863598,
            3226063
        ],
        [
            -1203464,
            -60346,
            -1203464,
            -6456211,
            -754367,
            -6456211
        ],
        [
            79,
            90,
            68,
            79,
            90,
            68
        ],
        [
            36,
            37,
            35,
            112,
            118,
            101
        ],
        [
            154,
            157,
            150,
            46,
            38,
            51
        ],
        [
            5456,
            3061,
            2395,
            5456,
            3061,
            2395
        ],
        [
            93.394172,
            93.394172,
            136.727505,
            0,
            0,
            0
        ],
        [
            5,
            2,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -683550,
            -579073,
            -576658,
            -685670,
            666787,
            -586898
        ]
    ]
}
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": 1597996800000,
    "last_datapoint_time": 1760256000000,
    "evaluation_time": 1760261256434,
    "expiration_time": 1765142784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 22,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 237,
            "offset": 0,
            "poles": 2
        }
    }
}

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)