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Trade: SAND/USDT/720/DCL/SWMA/1654

Strategy
SAND/USDT/720/DCL/SWMA/1654
Pair
SAND_USDT
Interval
12h
Score
595442
Daily Profit
0.794058
Profit Factor
8.900856
Profitability
52.631579
Streak
0.000000
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-28 03:33
Expiration Time
2025-11-19 14:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1617497.2419 1482904.2459 134592.996 10794125.0759 4213912.5388 6580212.5371
Total P&L (%) 1617.4972 1482.9042 134.593 10794.1251 4213.9125 6580.2125
Avg Daily Profit (%) 0.8661 0.7941 0.0721 0.2515 0.2018 0.2252
Buy And Hold Return (%) 669.5738 669.5738 669.5738 669.5738 669.5738 669.5738
Max Trade Drawdown -126510 -60533 -107370 -2587706 -3319255 -3372414
Profit Factor 5.0446 8.9009 1.6342 1.5115 1.3719 1.6733
Total Trades 77 38 39 77 38 39
Winning Trades 45 20 25 45 20 25
Losing Trades 32 18 14 32 18 14
Profitability (%) 58.4416 52.6316 64.1026 58.4416 52.6316 64.1026
Ratio Avg Win / Avg Loss 3.5873 8.0108 0.9152 1.0748 1.2347 0.9371
Largest Winning Trade 770764 770764 43026 2948847 2948847 2458396
Largest Losing Trade -63353 -32418 -63353 -2028485 -2028485 -1574270
Avg Bars in Trades 45 47 43 45 47 43
Avg Bars in Winners 55 64 48 55 64 48
Avg Bars in Losers 31 28 35 31 28 35
Bars Traded 3495 1792 1703 3495 1792 1703
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 -27971 595442 -260324 -35051 304531 377793
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3735,
    "evaluation_days": 1867.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1604102400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759019601418,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 5,
            "offset": 151
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 152,
            "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": [
        [
            1617497.2419096527,
            1482904.2458949343,
            134592.9960147189,
            10794125.075947918,
            4213912.538832217,
            6580212.5371157015
        ],
        [
            1617.497242,
            1482.904246,
            134.592996,
            10794.125076,
            4213.912539,
            6580.212537
        ],
        [
            0.86613,
            0.794058,
            0.072071,
            0.251497,
            0.201779,
            0.225246
        ],
        [
            669.573822,
            669.573822,
            669.573822,
            669.573822,
            669.573822,
            669.573822
        ],
        [
            -126510,
            -60533,
            -107370,
            -2587706,
            -3319255,
            -3372414
        ],
        [
            5.04464,
            8.900856,
            1.634208,
            1.511476,
            1.371886,
            1.673326
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            45,
            20,
            25,
            45,
            20,
            25
        ],
        [
            32,
            18,
            14,
            32,
            18,
            14
        ],
        [
            58.441558,
            52.631579,
            64.102564,
            58.441558,
            52.631579,
            64.102564
        ],
        [
            3.5873,
            8.01077,
            0.915156,
            1.074827,
            1.234697,
            0.937063
        ],
        [
            770764,
            770764,
            43026,
            2948847,
            2948847,
            2458396
        ],
        [
            -63353,
            -32418,
            -63353,
            -2028485,
            -2028485,
            -1574270
        ],
        [
            45,
            47,
            43,
            45,
            47,
            43
        ],
        [
            55,
            64,
            48,
            55,
            64,
            48
        ],
        [
            31,
            28,
            35,
            31,
            28,
            35
        ],
        [
            3495,
            1792,
            1703,
            3495,
            1792,
            1703
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -27971,
            595442,
            -260324,
            -35051,
            304531,
            377793
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3735,
    "evaluation_days": 1867.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1604102400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759019601418,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 5,
            "offset": 151
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 152,
            "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)