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Trade: SAND/USDT/720/FWMA/HWMA/5404

Strategy
SAND/USDT/720/FWMA/HWMA/5404
Pair
SAND_USDT
Interval
12h
Score
513533
Daily Profit
0.498000
Profit Factor
1.711412
Profitability
51.162791
Streak
38.910461
Best Strategy
Training Data Length
1879.000000
Evaluation Time
2025-10-06 12:51
Expiration Time
2025-12-01 10:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 935742.1543 795040.333 140701.8213 2569859.9148 12947377.6912 -10377517.7764
Total P&L (%) 935.7422 795.0403 140.7018 2569.8599 12947.3777 -10377.5178
Avg Daily Profit (%) 0.498 0.4231 0.0749 0.175 0.2596 0
Buy And Hold Return (%) 298.9939 298.9939 298.9939 298.9939 298.9939 298.9939
Max Trade Drawdown -297501 -153349 -173309 -148057431 -83807005 -109905087
Profit Factor 1.7114 2.2963 1.2004 1.005 1.0502 0.9587
Total Trades 301 150 151 301 150 151
Winning Trades 154 67 87 154 67 87
Losing Trades 147 83 64 147 83 64
Profitability (%) 51.1628 44.6667 57.6159 51.1628 44.6667 57.6159
Ratio Avg Win / Avg Loss 1.6336 2.8446 0.8831 0.9594 1.3009 0.7052
Largest Winning Trade 141876 141876 34790 33850003 33850003 21596219
Largest Losing Trade -86021 -34789 -86021 -56491615 -42420945 -56491615
Avg Bars in Trades 12 12 12 12 12 12
Avg Bars in Winners 14 14 14 14 14 14
Avg Bars in Losers 10 10 10 10 10 10
Bars Traded 3707 1817 1889 3707 1817 1889
Profit Streak 38.9105 38.9105 43.4105 38.9105 38.9105 43.4105
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 513533 355796 -258445 -205386 -157829 -578289
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3758,
    "evaluation_days": 1879,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598616000000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759744263827,
    "expiration_time": 1764579168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.20721,
            "nb": 0.32406,
            "nc": 0.1
        }
    }
}
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": [
        [
            935742.1543102119,
            795040.3329716988,
            140701.8213385112,
            2569859.914781235,
            12947377.691195229,
            -10377517.776414009
        ],
        [
            935.742154,
            795.040333,
            140.701821,
            2569.859915,
            12947.377691,
            -10377.517776
        ],
        [
            0.498,
            0.423119,
            0.074881,
            0.174959,
            0.259579,
            0
        ],
        [
            298.993941,
            298.993941,
            298.993941,
            298.993941,
            298.993941,
            298.993941
        ],
        [
            -297501,
            -153349,
            -173309,
            -148057431,
            -83807005,
            -109905087
        ],
        [
            1.711412,
            2.296279,
            1.200428,
            1.005046,
            1.050155,
            0.958674
        ],
        [
            301,
            150,
            151,
            301,
            150,
            151
        ],
        [
            154,
            67,
            87,
            154,
            67,
            87
        ],
        [
            147,
            83,
            64,
            147,
            83,
            64
        ],
        [
            51.162791,
            44.666667,
            57.615894,
            51.162791,
            44.666667,
            57.615894
        ],
        [
            1.633621,
            2.844645,
            0.883074,
            0.959362,
            1.300938,
            0.705232
        ],
        [
            141876,
            141876,
            34790,
            33850003,
            33850003,
            21596219
        ],
        [
            -86021,
            -34789,
            -86021,
            -56491615,
            -42420945,
            -56491615
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            3707,
            1817,
            1889,
            3707,
            1817,
            1889
        ],
        [
            38.910461,
            38.910461,
            43.410461,
            38.910461,
            38.910461,
            43.410461
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            513533,
            355796,
            -258445,
            -205386,
            -157829,
            -578289
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3758,
    "evaluation_days": 1879,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598616000000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759744263827,
    "expiration_time": 1764579168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.20721,
            "nb": 0.32406,
            "nc": 0.1
        }
    }
}

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)