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Trade: SAND/USDT/720/FWMA/SINWMA/9359

Strategy
SAND/USDT/720/FWMA/SINWMA/9359
Pair
SAND_USDT
Interval
12h
Score
508968
Daily Profit
0.222416
Profit Factor
3.109340
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-27 21:12
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 -1262303.2108 -7027.7856 -1255275.4253 -221026.2665 -6458150.5737 6237124.3072
Total P&L (%) -1262.3032 -7.0278 -1255.2754 -221.0263 -6458.1506 6237.1243
Avg Daily Profit (%) -0.6759 -0.0038 -0.6722 0 0 0.2224
Buy And Hold Return (%) 491.8796 491.8796 491.8796 491.8796 491.8796 491.8796
Max Trade Drawdown -1442968 -182612 -1338796 -6906040 -6772739 -1244991
Profit Factor 0.2586 0.9729 0.1301 0.9799 0.1971 3.1093
Total Trades 64 32 32 64 32 32
Winning Trades 51 25 26 29 13 16
Losing Trades 13 7 6 35 19 16
Profitability (%) 79.6875 78.125 81.25 45.3125 40.625 50
Ratio Avg Win / Avg Loss 0.0659 0.2724 0.03 1.1826 0.2881 3.1093
Largest Winning Trade 32957 32957 22552 7447801 712474 7447801
Largest Losing Trade -794422 -71293 -794422 -4837246 -4837246 -1244109
Avg Bars in Trades 54 65 43 54 65 43
Avg Bars in Winners 18 16 20 41 42 41
Avg Bars in Losers 195 239 142 64 80 44
Bars Traded 3466 2083 1383 3466 2083 1383
Profit Streak 154.2585 154.2585 250.2585 0 0 0
Trades During Streak 19 9 10 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -718695 -575632 -575286 -724711 -584456 508968
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": 1606953600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758996732381,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 175,
            "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": [
        [
            -1262303.2108469624,
            -7027.785576724,
            -1255275.4252702391,
            -221026.2664733575,
            -6458150.57369092,
            6237124.307217562
        ],
        [
            -1262.303211,
            -7.027786,
            -1255.275425,
            -221.026266,
            -6458.150574,
            6237.124307
        ],
        [
            -0.675932,
            -0.003763,
            -0.672169,
            0,
            0,
            0.222416
        ],
        [
            491.879609,
            491.879609,
            491.879609,
            491.879609,
            491.879609,
            491.879609
        ],
        [
            -1442968,
            -182612,
            -1338796,
            -6906040,
            -6772739,
            -1244991
        ],
        [
            0.258612,
            0.972927,
            0.130113,
            0.979908,
            0.19714,
            3.10934
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            51,
            25,
            26,
            29,
            13,
            16
        ],
        [
            13,
            7,
            6,
            35,
            19,
            16
        ],
        [
            79.6875,
            78.125,
            81.25,
            45.3125,
            40.625,
            50
        ],
        [
            0.065921,
            0.27242,
            0.030026,
            1.182648,
            0.288128,
            3.10934
        ],
        [
            32957,
            32957,
            22552,
            7447801,
            712474,
            7447801
        ],
        [
            -794422,
            -71293,
            -794422,
            -4837246,
            -4837246,
            -1244109
        ],
        [
            54,
            65,
            43,
            54,
            65,
            43
        ],
        [
            18,
            16,
            20,
            41,
            42,
            41
        ],
        [
            195,
            239,
            142,
            64,
            80,
            44
        ],
        [
            3466,
            2083,
            1383,
            3466,
            2083,
            1383
        ],
        [
            154.258477,
            154.258477,
            250.258477,
            0,
            0,
            0
        ],
        [
            19,
            9,
            10,
            0,
            0,
            0
        ],
        [
            0.8,
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        ],
        [
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            -575286,
            -724711,
            -584456,
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        ]
    ]
}
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": 1606953600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758996732381,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 175,
            "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)