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Trade: SAND/USDT/720/HMA/FWMA/2862

Strategy
SAND/USDT/720/HMA/FWMA/2862
Pair
SAND_USDT
Interval
12h
Score
316615
Daily Profit
0.237453
Profit Factor
1.790394
Profitability
42.222222
Streak
0.000000
Best Strategy
Training Data Length
1879.500000
Evaluation Time
2025-10-06 22:43
Expiration Time
2025-12-01 23:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1497822.5198 1369759.3267 128063.1931 11057417.2398 2529102.0625 8528315.1773
Total P&L (%) 1497.8225 1369.7593 128.0632 11057.4172 2529.1021 8528.3152
Avg Daily Profit (%) 0.7969 0.7288 0.0681 0.2512 0.1741 0.2375
Buy And Hold Return (%) 663.3507 663.3507 663.3507 663.3507 663.3507 663.3507
Max Trade Drawdown -68728 -88794 -61699 -7341159 -5194065 -2735457
Profit Factor 3.6337 5.2489 1.5199 1.396 1.1476 1.7904
Total Trades 90 45 45 90 45 45
Winning Trades 30 11 19 30 11 19
Losing Trades 60 34 26 60 34 26
Profitability (%) 33.3333 24.4444 42.2222 33.3333 24.4444 42.2222
Ratio Avg Win / Avg Loss 7.2675 16.2239 2.0799 2.792 3.5472 2.45
Largest Winning Trade 625622 625622 53771 7948125 7948125 6176417
Largest Losing Trade -38816 -38816 -32136 -3096081 -3096081 -1992958
Avg Bars in Trades 38 39 38 38 39 38
Avg Bars in Winners 69 67 70 69 67 70
Avg Bars in Losers 23 30 14 23 30 14
Bars Traded 3497 1783 1714 3497 1783 1714
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 306803 -18118 -268154 144558 -83793 316615
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3759,
    "evaluation_days": 1879.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1605916800000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759779824672,
    "expiration_time": 1764623664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 30,
            "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": [
        [
            1497822.5197971014,
            1369759.3266811701,
            128063.1931159322,
            11057417.239845589,
            2529102.062502818,
            8528315.177342774
        ],
        [
            1497.82252,
            1369.759327,
            128.063193,
            11057.41724,
            2529.102063,
            8528.315177
        ],
        [
            0.796926,
            0.728789,
            0.068137,
            0.251163,
            0.174093,
            0.237453
        ],
        [
            663.350674,
            663.350674,
            663.350674,
            663.350674,
            663.350674,
            663.350674
        ],
        [
            -68728,
            -88794,
            -61699,
            -7341159,
            -5194065,
            -2735457
        ],
        [
            3.633739,
            5.248895,
            1.519894,
            1.396021,
            1.14763,
            1.790394
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            30,
            11,
            19,
            30,
            11,
            19
        ],
        [
            60,
            34,
            26,
            60,
            34,
            26
        ],
        [
            33.333333,
            24.444444,
            42.222222,
            33.333333,
            24.444444,
            42.222222
        ],
        [
            7.267478,
            16.223857,
            2.079855,
            2.792043,
            3.547221,
            2.450013
        ],
        [
            625622,
            625622,
            53771,
            7948125,
            7948125,
            6176417
        ],
        [
            -38816,
            -38816,
            -32136,
            -3096081,
            -3096081,
            -1992958
        ],
        [
            38,
            39,
            38,
            38,
            39,
            38
        ],
        [
            69,
            67,
            70,
            69,
            67,
            70
        ],
        [
            23,
            30,
            14,
            23,
            30,
            14
        ],
        [
            3497,
            1783,
            1714,
            3497,
            1783,
            1714
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306803,
            -18118,
            -268154,
            144558,
            -83793,
            316615
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3759,
    "evaluation_days": 1879.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1605916800000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759779824672,
    "expiration_time": 1764623664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 30,
            "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)