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Trade: SAND/USDT/720/HWMA/SSF/2050

Strategy
SAND/USDT/720/HWMA/SSF/2050
Pair
SAND_USDT
Interval
12h
Score
666690
Daily Profit
0.160152
Profit Factor
5.668029
Profitability
63.265306
Streak
64.028093
Best Strategy
Training Data Length
1880.000000
Evaluation Time
2025-10-07 15:40
Expiration Time
2025-12-02 11:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2182169.3879 -168862.0579 -2013307.3299 -86461.7385 1925591.667 -2012053.4054
Total P&L (%) -2182.1694 -168.8621 -2013.3073 -86.4617 1925.5917 -2012.0534
Avg Daily Profit (%) -1.1607 -0.0898 -1.0709 -0.1063 0.1602 0
Buy And Hold Return (%) 325.3224 325.3224 325.3224 325.3224 325.3224 325.3224
Max Trade Drawdown -2317065 -238101 -2103343 -2599989 -264639 -2335350
Profit Factor 0.1672 0.537 0.1075 0.98 5.668 0.4841
Total Trades 99 49 50 99 49 50
Winning Trades 63 28 35 53 31 22
Losing Trades 36 21 15 46 18 28
Profitability (%) 63.6364 57.1429 70 53.5354 63.2653 44
Ratio Avg Win / Avg Loss 0.0956 0.4027 0.0461 0.8505 3.2911 0.6162
Largest Winning Trade 43030 21261 43030 1376452 1191861 1376452
Largest Losing Trade -1393601 -57141 -1393601 -2281236 -165579 -2281236
Avg Bars in Trades 37 43 32 37 43 32
Avg Bars in Winners 16 19 14 49 55 40
Avg Bars in Losers 74 76 72 25 24 25
Bars Traded 3749 2145 1604 3749 2145 1604
Profit Streak 21.0281 64.0281 21.0281 21.0281 64.0281 21.0281
Trades During Streak 4 4 2 4 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577233 -578313 -757186 -578543 666690 -762112
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3760,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1597406400000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759840827195,
    "expiration_time": 1764668160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2282,
            "nb": 0.84492,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 207,
            "offset": 0,
            "poles": 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": [
        [
            -2182169.3878620462,
            -168862.0579213058,
            -2013307.3299407407,
            -86461.7384572922,
            1925591.6669519786,
            -2012053.4054092704
        ],
        [
            -2182.169388,
            -168.862058,
            -2013.30733,
            -86.461738,
            1925.591667,
            -2012.053405
        ],
        [
            -1.160728,
            -0.08982,
            -1.070908,
            -0.106308,
            0.160152,
            0
        ],
        [
            325.322363,
            325.322363,
            325.322363,
            325.322363,
            325.322363,
            325.322363
        ],
        [
            -2317065,
            -238101,
            -2103343,
            -2599989,
            -264639,
            -2335350
        ],
        [
            0.167239,
            0.536994,
            0.107456,
            0.979952,
            5.668029,
            0.484124
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            63,
            28,
            35,
            53,
            31,
            22
        ],
        [
            36,
            21,
            15,
            46,
            18,
            28
        ],
        [
            63.636364,
            57.142857,
            70,
            53.535354,
            63.265306,
            44
        ],
        [
            0.095565,
            0.402746,
            0.046053,
            0.850525,
            3.291114,
            0.616158
        ],
        [
            43030,
            21261,
            43030,
            1376452,
            1191861,
            1376452
        ],
        [
            -1393601,
            -57141,
            -1393601,
            -2281236,
            -165579,
            -2281236
        ],
        [
            37,
            43,
            32,
            37,
            43,
            32
        ],
        [
            16,
            19,
            14,
            49,
            55,
            40
        ],
        [
            74,
            76,
            72,
            25,
            24,
            25
        ],
        [
            3749,
            2145,
            1604,
            3749,
            2145,
            1604
        ],
        [
            21.028092,
            64.028092,
            21.028092,
            21.028092,
            64.028093,
            21.028092
        ],
        [
            4,
            4,
            2,
            4,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577233,
            -578313,
            -757186,
            -578543,
            666690,
            -762112
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3760,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1597406400000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759840827195,
    "expiration_time": 1764668160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2282,
            "nb": 0.84492,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 207,
            "offset": 0,
            "poles": 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)