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Trade: SAND/USDT/720/HLC3/SINWMA/9499

Strategy
SAND/USDT/720/HLC3/SINWMA/9499
Pair
SAND_USDT
Interval
12h
Score
752535
Daily Profit
0.309801
Profit Factor
4.846022
Profitability
78.571429
Streak
238.904217
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-28 00:42
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 -1454284.5177 23989.9749 -1478274.4926 2290111.2986 -29875394.2539 32165505.5525
Total P&L (%) -1454.2845 23.99 -1478.2745 2290.1113 -29875.3943 32165.5056
Avg Daily Profit (%) -0.7787 0.0128 -0.7916 0.1701 0 0.3098
Buy And Hold Return (%) 470.1718 470.1718 470.1718 470.1718 470.1718 470.1718
Max Trade Drawdown -1627507 -178875 -1568995 -37618907 -37432942 -5325780
Profit Factor 0.2536 1.0991 0.1336 1.0434 0.3279 4.846
Total Trades 84 42 42 84 42 42
Winning Trades 70 35 35 64 31 33
Losing Trades 14 7 7 20 11 9
Profitability (%) 83.3333 83.3333 83.3333 76.1905 73.8095 78.5714
Ratio Avg Win / Avg Loss 0.0507 0.2198 0.0267 0.3261 0.1164 1.3216
Largest Winning Trade 41289 41289 35671 29963255 6235210 29963255
Largest Losing Trade -832078 -69592 -832078 -26610869 -26610869 -3381358
Avg Bars in Trades 41 49 33 41 49 33
Avg Bars in Winners 11 12 9 15 10 20
Avg Bars in Losers 192 232 153 123 158 80
Bars Traded 3468 2069 1399 3468 2069 1399
Profit Streak 140.9042 140.9042 238.9042 140.9042 140.9042 238.9042
Trades During Streak 29 14 15 29 14 15
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574212 -448680 -574912 -162415 -575970 752535
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": 1607817600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759009324353,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 242,
            "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": [
        [
            -1454284.5176699741,
            23989.9749396067,
            -1478274.4926095805,
            2290111.2986432,
            -29875394.253866594,
            32165505.55250978
        ],
        [
            -1454.284518,
            23.989975,
            -1478.274493,
            2290.111299,
            -29875.394254,
            32165.505553
        ],
        [
            -0.778733,
            0.012846,
            -0.791579,
            0.1701,
            0,
            0.309801
        ],
        [
            470.171816,
            470.171816,
            470.171816,
            470.171816,
            470.171816,
            470.171816
        ],
        [
            -1627507,
            -178875,
            -1568995,
            -37618907,
            -37432942,
            -5325780
        ],
        [
            0.253572,
            1.099124,
            0.13364,
            1.043361,
            0.327914,
            4.846022
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            70,
            35,
            35,
            64,
            31,
            33
        ],
        [
            14,
            7,
            7,
            20,
            11,
            9
        ],
        [
            83.333333,
            83.333333,
            83.333333,
            76.190476,
            73.809524,
            78.571429
        ],
        [
            0.050714,
            0.219825,
            0.026728,
            0.32605,
            0.116357,
            1.321642
        ],
        [
            41289,
            41289,
            35671,
            29963255,
            6235210,
            29963255
        ],
        [
            -832078,
            -69592,
            -832078,
            -26610869,
            -26610869,
            -3381358
        ],
        [
            41,
            49,
            33,
            41,
            49,
            33
        ],
        [
            11,
            12,
            9,
            15,
            10,
            20
        ],
        [
            192,
            232,
            153,
            123,
            158,
            80
        ],
        [
            3468,
            2069,
            1399,
            3468,
            2069,
            1399
        ],
        [
            140.904217,
            140.904217,
            238.904217,
            140.904217,
            140.904217,
            238.904217
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574212,
            -448680,
            -574912,
            -162415,
            -575970,
            752535
        ]
    ]
}
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": 1607817600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759009324353,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 242,
            "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)