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Trade: SAND/USDT/720/HMA/VWMA/3293

Strategy
SAND/USDT/720/HMA/VWMA/3293
Pair
SAND_USDT
Interval
12h
Score
532225
Daily Profit
0.210310
Profit Factor
2.130030
Profitability
80.000000
Streak
61.303902
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-25 22:17
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 -917699.9923 74482.7009 -992182.6932 -83471.8398 -5040713.8917 4957242.0519
Total P&L (%) -917.7 74.4827 -992.1827 -83.4718 -5040.7139 4957.2421
Avg Daily Profit (%) -0.4914 0.0399 -0.5313 -0.0963 0 0.2103
Buy And Hold Return (%) 641.5863 641.5863 641.5863 641.5863 641.5863 641.5863
Max Trade Drawdown -1162808 -146917 -1125353 -7623845 -7561747 -2376528
Profit Factor 0.3943 1.2949 0.2141 0.9937 0.4348 2.13
Total Trades 69 34 35 69 34 35
Winning Trades 54 27 27 54 26 28
Losing Trades 15 7 8 15 8 7
Profitability (%) 78.2609 79.4118 77.1429 78.2609 76.4706 80
Ratio Avg Win / Avg Loss 0.1095 0.3357 0.0635 0.276 0.1338 0.5325
Largest Winning Trade 36104 36104 28989 5875117 1610797 5875117
Largest Losing Trade -728330 -69848 -728330 -5329041 -5329041 -2376528
Avg Bars in Trades 51 64 37 51 64 37
Avg Bars in Winners 16 17 15 23 22 25
Avg Bars in Losers 175 248 112 149 203 86
Bars Traded 3525 2205 1320 3525 2205 1320
Profit Streak 61.3039 138.3039 61.3039 61.3039 138.3039 61.3039
Trades During Streak 10 8 5 10 8 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -681454 -301713 -575763 -681454 -575852 532225

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": 1605614400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758827857108,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 191,
            "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": [
        [
            -917699.9923261183,
            74482.7008854237,
            -992182.6932115423,
            -83471.839752527,
            -5040713.89166128,
            4957242.051908752
        ],
        [
            -917.699992,
            74.482701,
            -992.182693,
            -83.47184,
            -5040.713892,
            4957.242052
        ],
        [
            -0.491406,
            0.039884,
            -0.531289,
            -0.096345,
            0,
            0.21031
        ],
        [
            641.586312,
            641.586312,
            641.586312,
            641.586312,
            641.586312,
            641.586312
        ],
        [
            -1162808,
            -146917,
            -1125353,
            -7623845,
            -7561747,
            -2376528
        ],
        [
            0.394314,
            1.294876,
            0.214145,
            0.993727,
            0.434839,
            2.13003
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            54,
            27,
            27,
            54,
            26,
            28
        ],
        [
            15,
            7,
            8,
            15,
            8,
            7
        ],
        [
            78.26087,
            79.411765,
            77.142857,
            78.26087,
            76.470588,
            80
        ],
        [
            0.109532,
            0.335709,
            0.06345,
            0.276035,
            0.133797,
            0.532508
        ],
        [
            36104,
            36104,
            28989,
            5875117,
            1610797,
            5875117
        ],
        [
            -728330,
            -69848,
            -728330,
            -5329041,
            -5329041,
            -2376528
        ],
        [
            51,
            64,
            37,
            51,
            64,
            37
        ],
        [
            16,
            17,
            15,
            23,
            22,
            25
        ],
        [
            175,
            248,
            112,
            149,
            203,
            86
        ],
        [
            3525,
            2205,
            1320,
            3525,
            2205,
            1320
        ],
        [
            61.303902,
            138.303902,
            61.303902,
            61.303902,
            138.303902,
            61.303902
        ],
        [
            10,
            8,
            5,
            10,
            8,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -681454,
            -301713,
            -575763,
            -681454,
            -575852,
            532225
        ]
    ]
}
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": 1605614400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758827857108,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 191,
            "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)