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Trade: SAND/USDT/720/HILO/WMA/8832

Strategy
SAND/USDT/720/HILO/WMA/8832
Pair
SAND_USDT
Interval
12h
Score
350211
Daily Profit
0.176365
Profit Factor
1.832536
Profitability
65.000000
Streak
30.086927
Best Strategy
Training Data Length
1872.000000
Evaluation Time
2025-09-29 05:05
Expiration Time
2025-11-24 05:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -527296.2134 145713.0802 -673009.2936 48264.4193 -2559343.111 2607607.5303
Total P&L (%) -527.2962 145.7131 -673.0093 48.2644 -2559.3431 2607.6075
Avg Daily Profit (%) -0.2817 0.0778 -0.3595 0.021 0 0.1764
Buy And Hold Return (%) 519.3818 519.3818 519.3818 519.3818 519.3818 519.3818
Max Trade Drawdown -772407 -157320 -747406 -2697950 -2916532 -1549847
Profit Factor 0.5831 1.4766 0.2982 1.0066 0.3922 1.8325
Total Trades 80 40 40 80 40 40
Winning Trades 47 21 26 45 19 26
Losing Trades 33 19 14 35 21 14
Profitability (%) 58.75 52.5 65 56.25 47.5 65
Ratio Avg Win / Avg Loss 0.4094 1.3359 0.1606 0.7829 0.4335 0.9868
Largest Winning Trade 147725 147725 29062 2549178 345537 2549178
Largest Losing Trade -361731 -66194 -361731 -1841968 -1841968 -1162833
Avg Bars in Trades 45 56 34 45 56 34
Avg Bars in Winners 31 42 21 33 36 30
Avg Bars in Losers 65 70 57 60 73 40
Bars Traded 3606 2240 1366 3606 2240 1366
Profit Streak 30.0869 34.5869 30.0869 30.0869 34.5869 30.0869
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -602140 -252742 -578265 -567458 -581180 350211
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3744,
    "evaluation_days": 1872,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1602892800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759111510463,
    "expiration_time": 1763956224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 128,
            "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": [
        [
            -527296.2134157463,
            145713.0802163137,
            -673009.2936320602,
            48264.419346921,
            -2559343.110950393,
            2607607.5302973147
        ],
        [
            -527.296213,
            145.71308,
            -673.009294,
            48.264419,
            -2559.343111,
            2607.60753
        ],
        [
            -0.281675,
            0.077838,
            -0.359514,
            0.02104,
            0,
            0.176365
        ],
        [
            519.381765,
            519.381765,
            519.381765,
            519.381765,
            519.381765,
            519.381765
        ],
        [
            -772407,
            -157320,
            -747406,
            -2697950,
            -2916532,
            -1549847
        ],
        [
            0.583095,
            1.476573,
            0.298243,
            1.006573,
            0.3922,
            1.832536
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            47,
            21,
            26,
            45,
            19,
            26
        ],
        [
            33,
            19,
            14,
            35,
            21,
            14
        ],
        [
            58.75,
            52.5,
            65,
            56.25,
            47.5,
            65
        ],
        [
            0.409407,
            1.335947,
            0.160592,
            0.78289,
            0.433484,
            0.98675
        ],
        [
            147725,
            147725,
            29062,
            2549178,
            345537,
            2549178
        ],
        [
            -361731,
            -66194,
            -361731,
            -1841968,
            -1841968,
            -1162833
        ],
        [
            45,
            56,
            34,
            45,
            56,
            34
        ],
        [
            31,
            42,
            21,
            33,
            36,
            30
        ],
        [
            65,
            70,
            57,
            60,
            73,
            40
        ],
        [
            3606,
            2240,
            1366,
            3606,
            2240,
            1366
        ],
        [
            30.086927,
            34.586927,
            30.086927,
            30.086927,
            34.586927,
            30.086927
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -602140,
            -252742,
            -578265,
            -567458,
            -581180,
            350211
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3744,
    "evaluation_days": 1872,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1602892800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759111510463,
    "expiration_time": 1763956224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 128,
            "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)