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Trade: SAND/USDT/720/FWMA/EMA/4378

Strategy
SAND/USDT/720/FWMA/EMA/4378
Pair
SAND_USDT
Interval
12h
Score
664158
Daily Profit
0.243112
Profit Factor
3.340485
Profitability
75.862069
Streak
246.311610
Best Strategy
Training Data Length
1873.000000
Evaluation Time
2025-09-30 10:28
Expiration Time
2025-11-25 06:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1332240.4598 -51981.8252 -1280258.6346 167386.8164 -9176635.8966 9344022.713
Total P&L (%) -1332.2405 -51.9818 -1280.2586 167.3868 -9176.6359 9344.0227
Avg Daily Profit (%) -0.7113 -0.0278 -0.6835 0.0525 0 0.2431
Buy And Hold Return (%) 620.5037 620.5037 620.5037 620.5037 620.5037 620.5037
Max Trade Drawdown -1495800 -183665 -1378697 -10136025 -9870919 -2734710
Profit Factor 0.2006 0.749 0.1227 1.0112 0.1604 3.3405
Total Trades 57 28 29 57 28 29
Winning Trades 41 19 22 39 17 22
Losing Trades 16 9 7 18 11 7
Profitability (%) 71.9298 67.8571 75.8621 68.4211 60.7143 75.8621
Ratio Avg Win / Avg Loss 0.0783 0.3548 0.0391 0.4667 0.1038 1.0629
Largest Winning Trade 26711 17360 26711 8877801 680618 8877801
Largest Losing Trade -865604 -80446 -865604 -8278444 -8278444 -2348951
Avg Bars in Trades 61 78 46 61 78 46
Avg Bars in Winners 12 13 10 23 21 25
Avg Bars in Losers 189 213 159 144 165 111
Bars Traded 3528 2186 1342 3528 2186 1342
Profit Streak 80.3116 80.3116 246.3116 80.3116 80.3116 246.3116
Trades During Streak 11 5 8 11 5 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -755777 -598057 -576011 -673860 -598983 664158
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3746,
    "evaluation_days": 1873,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1605744000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759217323079,
    "expiration_time": 1764045216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 194,
            "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": [
        [
            -1332240.4597569935,
            -51981.8251826285,
            -1280258.6345743656,
            167386.8164238772,
            -9176635.896563105,
            9344022.712986983
        ],
        [
            -1332.24046,
            -51.981825,
            -1280.258635,
            167.386816,
            -9176.635897,
            9344.022713
        ],
        [
            -0.711287,
            -0.027753,
            -0.683534,
            0.052525,
            0,
            0.243112
        ],
        [
            620.503696,
            620.503696,
            620.503696,
            620.503696,
            620.503696,
            620.503696
        ],
        [
            -1495800,
            -183665,
            -1378697,
            -10136025,
            -9870919,
            -2734710
        ],
        [
            0.200558,
            0.748993,
            0.122732,
            1.011217,
            0.16041,
            3.340485
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            41,
            19,
            22,
            39,
            17,
            22
        ],
        [
            16,
            9,
            7,
            18,
            11,
            7
        ],
        [
            71.929825,
            67.857143,
            75.862069,
            68.421053,
            60.714286,
            75.862069
        ],
        [
            0.078267,
            0.354786,
            0.039051,
            0.466716,
            0.103795,
            1.062882
        ],
        [
            26711,
            17360,
            26711,
            8877801,
            680618,
            8877801
        ],
        [
            -865604,
            -80446,
            -865604,
            -8278444,
            -8278444,
            -2348951
        ],
        [
            61,
            78,
            46,
            61,
            78,
            46
        ],
        [
            12,
            13,
            10,
            23,
            21,
            25
        ],
        [
            189,
            213,
            159,
            144,
            165,
            111
        ],
        [
            3528,
            2186,
            1342,
            3528,
            2186,
            1342
        ],
        [
            80.31161,
            80.31161,
            246.31161,
            80.31161,
            80.31161,
            246.31161
        ],
        [
            11,
            5,
            8,
            11,
            5,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -755777,
            -598057,
            -576011,
            -673860,
            -598983,
            664158
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3746,
    "evaluation_days": 1873,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1605744000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759217323079,
    "expiration_time": 1764045216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 194,
            "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)