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Trade: SAND/USDT/720/HWMA/KCL/3791

Strategy
SAND/USDT/720/HWMA/KCL/3791
Pair
SAND_USDT
Interval
12h
Score
509667
Daily Profit
0.277695
Profit Factor
2.134732
Profitability
78.125000
Streak
61.599608
Best Strategy
Training Data Length
1875.500000
Evaluation Time
2025-10-02 17:23
Expiration Time
2025-11-27 20:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1919291.9719 -43290.6569 -1876001.315 11561779.3156 -6482811.6432 18044590.9588
Total P&L (%) -1919.292 -43.2907 -1876.0013 11561.7793 -6482.8116 18044.591
Avg Daily Profit (%) -1.0233 -0.0231 -1.0003 0.2541 0 0.2777
Buy And Hold Return (%) 494.3321 494.3321 494.3321 494.3321 494.3321 494.3321
Max Trade Drawdown -2065802 -79578 -1072938 -9345947 -12003929 -9001954
Profit Factor 0.1746 0.7654 0.1236 1.3269 0.6669 2.1347
Total Trades 65 33 32 65 33 32
Winning Trades 43 18 25 45 20 25
Losing Trades 22 15 7 20 13 7
Profitability (%) 66.1538 54.5455 78.125 69.2308 60.6061 78.125
Ratio Avg Win / Avg Loss 0.0893 0.6378 0.0346 0.5898 0.4335 0.5977
Largest Winning Trade 28754 28754 28274 6950176 1812199 6950176
Largest Losing Trade -1072938 -41509 -1072938 -9001954 -5780279 -9001954
Avg Bars in Trades 53 39 67 53 39 67
Avg Bars in Winners 23 15 29 32 16 45
Avg Bars in Losers 110 68 201 100 74 147
Bars Traded 3470 1310 2160 3470 1310 2160
Profit Streak 61.5996 91.5996 61.5996 61.5996 91.5996 61.5996
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -713293 -579254 -576604 -125034 -578468 509667
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3751,
    "evaluation_days": 1875.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1606176000000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759415006101,
    "expiration_time": 1764267696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.13978
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 204,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            -1919291.9718923636,
            -43290.6568860647,
            -1876001.3150062985,
            11561779.315615805,
            -6482811.643163995,
            18044590.9587798
        ],
        [
            -1919.291972,
            -43.290657,
            -1876.001315,
            11561.779316,
            -6482.811643,
            18044.590959
        ],
        [
            -1.023349,
            -0.023082,
            -1.000267,
            0.254063,
            0,
            0.277695
        ],
        [
            494.332086,
            494.332086,
            494.332086,
            494.332086,
            494.332086,
            494.332086
        ],
        [
            -2065802,
            -79578,
            -1072938,
            -9345947,
            -12003929,
            -9001954
        ],
        [
            0.174559,
            0.765388,
            0.123631,
            1.326946,
            0.66688,
            2.134732
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            43,
            18,
            25,
            45,
            20,
            25
        ],
        [
            22,
            15,
            7,
            20,
            13,
            7
        ],
        [
            66.153846,
            54.545455,
            78.125,
            69.230769,
            60.606061,
            78.125
        ],
        [
            0.089309,
            0.637823,
            0.034617,
            0.589754,
            0.433472,
            0.597725
        ],
        [
            28754,
            28754,
            28274,
            6950176,
            1812199,
            6950176
        ],
        [
            -1072938,
            -41509,
            -1072938,
            -9001954,
            -5780279,
            -9001954
        ],
        [
            53,
            39,
            67,
            53,
            39,
            67
        ],
        [
            23,
            15,
            29,
            32,
            16,
            45
        ],
        [
            110,
            68,
            201,
            100,
            74,
            147
        ],
        [
            3470,
            1310,
            2160,
            3470,
            1310,
            2160
        ],
        [
            61.599608,
            91.599608,
            61.599608,
            61.599608,
            91.599608,
            61.599608
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -713293,
            -579254,
            -576604,
            -125034,
            -578468,
            509667
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3751,
    "evaluation_days": 1875.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1606176000000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759415006101,
    "expiration_time": 1764267696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.13978
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 204,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)