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Trade: SAND/USDT/720/FWMA/WMA/8756

Strategy
SAND/USDT/720/FWMA/WMA/8756
Pair
SAND_USDT
Interval
12h
Score
519490
Daily Profit
0.220902
Profit Factor
2.418403
Profitability
72.727273
Streak
265.386461
Best Strategy
Training Data Length
1878.000000
Evaluation Time
2025-10-05 12:16
Expiration Time
2025-11-30 10:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1629844.4281 -72904.483 -1556939.9451 -39099.8691 -6244291.3374 6205191.4683
Total P&L (%) -1629.8444 -72.9045 -1556.9399 -39.0999 -6244.2913 6205.1915
Avg Daily Profit (%) -0.8679 -0.0388 -0.829 -0.0264 0 0.2209
Buy And Hold Return (%) 646.7583 646.7583 646.7583 646.7583 646.7583 646.7583
Max Trade Drawdown -1802561 -181149 -1663284 -5677081 -6774382 -2296477
Profit Factor 0.2272 0.7511 0.1428 0.9968 0.2048 2.4184
Total Trades 65 32 33 65 32 33
Winning Trades 49 23 26 43 19 24
Losing Trades 16 9 7 22 13 9
Profitability (%) 75.3846 71.875 78.7879 66.1538 59.375 72.7273
Ratio Avg Win / Avg Loss 0.0742 0.2939 0.0384 0.51 0.1401 0.9069
Largest Winning Trade 30070 27169 30070 7145356 577931 7145356
Largest Losing Trade -1088439 -57894 -1088439 -2936869 -2936869 -2140115
Avg Bars in Trades 54 65 43 54 65 43
Avg Bars in Winners 17 18 17 28 26 29
Avg Bars in Losers 165 183 143 105 121 81
Bars Traded 3528 2083 1445 3528 2083 1445
Profit Streak 163.8865 163.8865 265.3865 163.8865 163.8865 265.3865
Trades During Streak 13 6 8 13 6 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -711861 -576534 -575608 -713057 -578154 519490
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3756,
    "evaluation_days": 1878,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1605355200000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759655790238,
    "expiration_time": 1764490176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 185,
            "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": [
        [
            -1629844.4280623035,
            -72904.4829914633,
            -1556939.9450708404,
            -39099.8690642032,
            -6244291.337376715,
            6205191.46831251
        ],
        [
            -1629.844428,
            -72.904483,
            -1556.939945,
            -39.099869,
            -6244.291337,
            6205.191468
        ],
        [
            -0.867862,
            -0.03882,
            -0.829042,
            -0.026404,
            0,
            0.220902
        ],
        [
            646.758319,
            646.758319,
            646.758319,
            646.758319,
            646.758319,
            646.758319
        ],
        [
            -1802561,
            -181149,
            -1663284,
            -5677081,
            -6774382,
            -2296477
        ],
        [
            0.227236,
            0.751099,
            0.142751,
            0.996802,
            0.204817,
            2.418403
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            49,
            23,
            26,
            43,
            19,
            24
        ],
        [
            16,
            9,
            7,
            22,
            13,
            9
        ],
        [
            75.384615,
            71.875,
            78.787879,
            66.153846,
            59.375,
            72.727273
        ],
        [
            0.0742,
            0.293908,
            0.038433,
            0.509992,
            0.140138,
            0.906901
        ],
        [
            30070,
            27169,
            30070,
            7145356,
            577931,
            7145356
        ],
        [
            -1088439,
            -57894,
            -1088439,
            -2936869,
            -2936869,
            -2140115
        ],
        [
            54,
            65,
            43,
            54,
            65,
            43
        ],
        [
            17,
            18,
            17,
            28,
            26,
            29
        ],
        [
            165,
            183,
            143,
            105,
            121,
            81
        ],
        [
            3528,
            2083,
            1445,
            3528,
            2083,
            1445
        ],
        [
            163.886461,
            163.886461,
            265.386461,
            163.886461,
            163.886461,
            265.386461
        ],
        [
            13,
            6,
            8,
            13,
            6,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -711861,
            -576534,
            -575608,
            -713057,
            -578154,
            519490
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3756,
    "evaluation_days": 1878,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1605355200000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759655790238,
    "expiration_time": 1764490176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 185,
            "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)