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Trade: SAND/USDT/720/HL2/SWMA/8081

Strategy
SAND/USDT/720/HL2/SWMA/8081
Pair
SAND_USDT
Interval
12h
Score
498287
Daily Profit
0.257544
Profit Factor
3.756246
Profitability
45.945946
Streak
0.000000
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-26 16:07
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 -1521632.1994 -43201.6925 -1478430.5068 -350897.7917 -12444041.4473 12093143.6556
Total P&L (%) -1521.6322 -43.2017 -1478.4305 -350.8978 -12444.0414 12093.1437
Avg Daily Profit (%) -0.8148 -0.0231 -0.7917 0 0 0.2575
Buy And Hold Return (%) 525.5664 525.5664 525.5664 525.5664 525.5664 525.5664
Max Trade Drawdown -1682263 -182000 -1566291 -11917717 -12541839 -2047332
Profit Factor 0.2054 0.8225 0.1156 0.9808 0.1033 3.7562
Total Trades 74 37 37 74 37 37
Winning Trades 61 31 30 31 14 17
Losing Trades 13 6 7 43 23 20
Profitability (%) 82.4324 83.7838 81.0811 41.8919 37.8378 45.9459
Ratio Avg Win / Avg Loss 0.0438 0.1592 0.027 1.3604 0.1697 4.4191
Largest Winning Trade 31491 31491 18818 14182834 384357 14182834
Largest Losing Trade -945452 -69154 -945452 -8068085 -8068085 -1571392
Avg Bars in Trades 47 55 38 47 55 38
Avg Bars in Winners 15 15 16 37 31 42
Avg Bars in Losers 195 266 135 54 70 36
Bars Traded 3504 2066 1438 3504 2066 1438
Profit Streak 76.5471 141.0471 76.5471 0 0 0
Trades During Streak 20 13 10 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -643352 -574864 -575133 -651042 -585502 498287

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": 1606521600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892069296,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 212,
            "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": [
        [
            -1521632.1993540213,
            -43201.6925102722,
            -1478430.5068437494,
            -350897.7917298677,
            -12444041.447299734,
            12093143.655569866
        ],
        [
            -1521.632199,
            -43.201693,
            -1478.430507,
            -350.897792,
            -12444.041447,
            12093.143656
        ],
        [
            -0.814796,
            -0.023133,
            -0.791663,
            0,
            0,
            0.257544
        ],
        [
            525.566431,
            525.566431,
            525.566431,
            525.566431,
            525.566431,
            525.566431
        ],
        [
            -1682263,
            -182000,
            -1566291,
            -11917717,
            -12541839,
            -2047332
        ],
        [
            0.205399,
            0.822494,
            0.115551,
            0.980789,
            0.103303,
            3.756246
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            61,
            31,
            30,
            31,
            14,
            17
        ],
        [
            13,
            6,
            7,
            43,
            23,
            20
        ],
        [
            82.432432,
            83.783784,
            81.081081,
            41.891892,
            37.837838,
            45.945946
        ],
        [
            0.043774,
            0.159192,
            0.026962,
            1.360449,
            0.169713,
            4.419113
        ],
        [
            31491,
            31491,
            18818,
            14182834,
            384357,
            14182834
        ],
        [
            -945452,
            -69154,
            -945452,
            -8068085,
            -8068085,
            -1571392
        ],
        [
            47,
            55,
            38,
            47,
            55,
            38
        ],
        [
            15,
            15,
            16,
            37,
            31,
            42
        ],
        [
            195,
            266,
            135,
            54,
            70,
            36
        ],
        [
            3504,
            2066,
            1438,
            3504,
            2066,
            1438
        ],
        [
            76.547098,
            141.047098,
            76.547098,
            0,
            0,
            0
        ],
        [
            20,
            13,
            10,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -643352,
            -574864,
            -575133,
            -651042,
            -585502,
            498287
        ]
    ]
}
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": 1606521600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892069296,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 212,
            "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)