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Trade: SAND/USDT/720/HWMA/BBU/3741

Strategy
SAND/USDT/720/HWMA/BBU/3741
Pair
SAND_USDT
Interval
12h
Score
420093
Daily Profit
0.165919
Profit Factor
2.525005
Profitability
50.000000
Streak
68.885138
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-26 12:14
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 -6198.4574 332590.9434 -338789.4009 -102143.0008 2110862.0392 -2213005.0399
Total P&L (%) -6.1985 332.5909 -338.7894 -102.143 2110.862 -2213.005
Avg Daily Profit (%) -0.0033 0.1781 -0.1814 0 0.1659 0
Buy And Hold Return (%) 436.2831 436.2831 436.2831 436.2831 436.2831 436.2831
Max Trade Drawdown -468001 -186890 -414309 -3371067 -1007603 -3476203
Profit Factor 0.9928 1.9338 0.3305 0.9802 2.525 0.4152
Total Trades 81 40 41 81 40 41
Winning Trades 56 30 26 40 20 20
Losing Trades 25 10 15 41 20 21
Profitability (%) 69.1358 75 63.4146 49.3827 50 48.7805
Ratio Avg Win / Avg Loss 0.4432 0.6446 0.1906 1.0047 2.525 0.4359
Largest Winning Trade 134840 134840 31805 960236 960236 758725
Largest Losing Trade -173892 -86723 -173892 -2384833 -360874 -2384833
Avg Bars in Trades 43 79 8 43 79 8
Avg Bars in Winners 9 15 3 71 133 9
Avg Bars in Losers 118 270 16 16 24 7
Bars Traded 3512 3164 348 3512 3164 348
Profit Streak 13.3851 0 69.3851 0 68.8851 0
Trades During Streak 1 0 2 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -593693 -154180 -577756 -595628 420093 -580938

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": 1601856000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758878075951,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.89406,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 104,
            "offset": 0,
            "std": 2.15376
        }
    }
}
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": [
        [
            -6198.4574414144,
            332590.943422251,
            -338789.4008636653,
            -102143.0007649723,
            2110862.0391533733,
            -2213005.0399183463
        ],
        [
            -6.198457,
            332.590943,
            -338.789401,
            -102.143001,
            2110.862039,
            -2213.00504
        ],
        [
            -0.003319,
            0.178094,
            -0.181413,
            0,
            0.165919,
            0
        ],
        [
            436.283117,
            436.283117,
            436.283117,
            436.283117,
            436.283117,
            436.283117
        ],
        [
            -468001,
            -186890,
            -414309,
            -3371067,
            -1007603,
            -3476203
        ],
        [
            0.992811,
            1.933781,
            0.33045,
            0.980237,
            2.525005,
            0.415183
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            56,
            30,
            26,
            40,
            20,
            20
        ],
        [
            25,
            10,
            15,
            41,
            20,
            21
        ],
        [
            69.135802,
            75,
            63.414634,
            49.382716,
            50,
            48.780488
        ],
        [
            0.443219,
            0.644594,
            0.190644,
            1.004742,
            2.525005,
            0.435942
        ],
        [
            134840,
            134840,
            31805,
            960236,
            960236,
            758725
        ],
        [
            -173892,
            -86723,
            -173892,
            -2384833,
            -360874,
            -2384833
        ],
        [
            43,
            79,
            8,
            43,
            79,
            8
        ],
        [
            9,
            15,
            3,
            71,
            133,
            9
        ],
        [
            118,
            270,
            16,
            16,
            24,
            7
        ],
        [
            3512,
            3164,
            348,
            3512,
            3164,
            348
        ],
        [
            13.385138,
            0,
            69.385138,
            0,
            68.885138,
            0
        ],
        [
            1,
            0,
            2,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -593693,
            -154180,
            -577756,
            -595628,
            420093,
            -580938
        ]
    ]
}
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": 1601856000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758878075951,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.89406,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 104,
            "offset": 0,
            "std": 2.15376
        }
    }
}

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)