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Trade: SAND/USDT/720/FWMA/MIDPOINT/3286

Strategy
SAND/USDT/720/FWMA/MIDPOINT/3286
Pair
SAND_USDT
Interval
12h
Score
667838
Daily Profit
0.249163
Profit Factor
3.546708
Profitability
73.333333
Streak
292.253109
Best Strategy
Training Data Length
1881.000000
Evaluation Time
2025-10-08 09:04
Expiration Time
2025-12-03 12:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -990622.4552 73221.4179 -1063843.8731 1124219.6171 -9562730.4956 10686950.1127
Total P&L (%) -990.6225 73.2214 -1063.8439 1124.2196 -9562.7305 10686.9501
Avg Daily Profit (%) -0.5266 0.0389 -0.5656 0.1333 0 0.2492
Buy And Hold Return (%) 582.5552 582.5552 582.5552 582.5552 582.5552 582.5552
Max Trade Drawdown -1220267 -137060 -1193831 -7180904 -9900856 -2487282
Profit Factor 0.358 1.319 0.1901 1.073 0.1458 3.5467
Total Trades 59 29 30 59 29 30
Winning Trades 47 24 23 39 17 22
Losing Trades 12 5 7 20 12 8
Profitability (%) 79.661 82.7586 76.6667 66.1017 58.6207 73.3333
Ratio Avg Win / Avg Loss 0.0914 0.2748 0.0579 0.5503 0.1029 1.2897
Largest Winning Trade 34601 34601 23347 11278617 324405 11278617
Largest Losing Trade -869784 -64240 -869784 -4814422 -4814422 -1628487
Avg Bars in Trades 59 77 41 59 77 41
Avg Bars in Winners 21 23 19 28 24 31
Avg Bars in Losers 209 340 115 120 153 70
Bars Traded 3509 2258 1251 3509 2258 1251
Profit Streak 151.2531 151.2531 292.2531 151.2531 151.2531 292.2531
Trades During Streak 13 6 10 13 6 10
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -754794 -302603 -575870 -339692 -578272 667838
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3762,
    "evaluation_days": 1881,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1605398400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759903468623,
    "expiration_time": 1764757152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 186,
            "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": [
        [
            -990622.4551973123,
            73221.4178838873,
            -1063843.8730811994,
            1124219.6170710106,
            -9562730.495612686,
            10686950.112683697
        ],
        [
            -990.622455,
            73.221418,
            -1063.843873,
            1124.219617,
            -9562.730496,
            10686.950113
        ],
        [
            -0.526647,
            0.038927,
            -0.565574,
            0.133257,
            0,
            0.249163
        ],
        [
            582.555207,
            582.555207,
            582.555207,
            582.555207,
            582.555207,
            582.555207
        ],
        [
            -1220267,
            -137060,
            -1193831,
            -7180904,
            -9900856,
            -2487282
        ],
        [
            0.358041,
            1.319034,
            0.190141,
            1.073042,
            0.145813,
            3.546708
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            47,
            24,
            23,
            39,
            17,
            22
        ],
        [
            12,
            5,
            7,
            20,
            12,
            8
        ],
        [
            79.661017,
            82.758621,
            76.666667,
            66.101695,
            58.62069,
            73.333333
        ],
        [
            0.091415,
            0.274799,
            0.057869,
            0.550278,
            0.102927,
            1.289712
        ],
        [
            34601,
            34601,
            23347,
            11278617,
            324405,
            11278617
        ],
        [
            -869784,
            -64240,
            -869784,
            -4814422,
            -4814422,
            -1628487
        ],
        [
            59,
            77,
            41,
            59,
            77,
            41
        ],
        [
            21,
            23,
            19,
            28,
            24,
            31
        ],
        [
            209,
            340,
            115,
            120,
            153,
            70
        ],
        [
            3509,
            2258,
            1251,
            3509,
            2258,
            1251
        ],
        [
            151.253109,
            151.253109,
            292.253109,
            151.253109,
            151.253109,
            292.253109
        ],
        [
            13,
            6,
            10,
            13,
            6,
            10
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -754794,
            -302603,
            -575870,
            -339692,
            -578272,
            667838
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3762,
    "evaluation_days": 1881,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1605398400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759903468623,
    "expiration_time": 1764757152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 186,
            "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)