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Trade: SAND/USDT/720/LINREG/SWMA/1870

Strategy
SAND/USDT/720/LINREG/SWMA/1870
Pair
SAND_USDT
Interval
12h
Score
306652
Daily Profit
0.175836
Profit Factor
1.524264
Profitability
52.525253
Streak
38.023059
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-28 03:33
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 846837.3225 781258.76 65578.5625 1235938.9554 2559860.0905 -1323921.1351
Total P&L (%) 846.8373 781.2588 65.5786 1235.939 2559.8601 -1323.9211
Avg Daily Profit (%) 0.4535 0.4183 0.0351 0.1389 0.1758 0
Buy And Hold Return (%) 548.2895 548.2895 548.2895 548.2895 548.2895 548.2895
Max Trade Drawdown -100888 -81477 -184561 -1726743 -877370 -2017622
Profit Factor 1.7499 2.5922 1.1027 1.1099 1.5243 0.7921
Total Trades 197 99 98 197 99 98
Winning Trades 114 52 62 114 52 62
Losing Trades 83 47 36 83 47 36
Profitability (%) 57.868 52.5253 63.2653 57.868 52.5253 63.2653
Ratio Avg Win / Avg Loss 1.274 2.343 0.6403 0.8081 1.3777 0.4599
Largest Winning Trade 220223 220223 40143 658942 658942 326204
Largest Losing Trade -66124 -38625 -66124 -1013704 -461737 -1013704
Avg Bars in Trades 18 20 16 18 20 16
Avg Bars in Winners 18 21 16 18 21 16
Avg Bars in Losers 18 19 16 18 19 16
Bars Traded 3662 2031 1631 3662 2031 1631
Profit Streak 38.0231 38.0231 139.0231 38.0231 38.0231 139.0231
Trades During Streak 2 1 5 2 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 208903 -17878 -417882 -110413 306652 -577658
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": 1599523200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759019592329,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 50,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 12,
            "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": [
        [
            846837.322536988,
            781258.7600001125,
            65578.5625368755,
            1235938.9554177874,
            2559860.090501177,
            -1323921.13508339
        ],
        [
            846.837323,
            781.25876,
            65.578563,
            1235.938955,
            2559.860091,
            -1323.921135
        ],
        [
            0.45346,
            0.418345,
            0.035116,
            0.138903,
            0.175836,
            0
        ],
        [
            548.289464,
            548.289464,
            548.289464,
            548.289464,
            548.289464,
            548.289464
        ],
        [
            -100888,
            -81477,
            -184561,
            -1726743,
            -877370,
            -2017622
        ],
        [
            1.749882,
            2.592245,
            1.102686,
            1.109857,
            1.524264,
            0.792088
        ],
        [
            197,
            99,
            98,
            197,
            99,
            98
        ],
        [
            114,
            52,
            62,
            114,
            52,
            62
        ],
        [
            83,
            47,
            36,
            83,
            47,
            36
        ],
        [
            57.86802,
            52.525253,
            63.265306,
            57.86802,
            52.525253,
            63.265306
        ],
        [
            1.274037,
            2.34299,
            0.64027,
            0.808053,
            1.3777,
            0.459922
        ],
        [
            220223,
            220223,
            40143,
            658942,
            658942,
            326204
        ],
        [
            -66124,
            -38625,
            -66124,
            -1013704,
            -461737,
            -1013704
        ],
        [
            18,
            20,
            16,
            18,
            20,
            16
        ],
        [
            18,
            21,
            16,
            18,
            21,
            16
        ],
        [
            18,
            19,
            16,
            18,
            19,
            16
        ],
        [
            3662,
            2031,
            1631,
            3662,
            2031,
            1631
        ],
        [
            38.023059,
            38.023059,
            139.023059,
            38.023059,
            38.023059,
            139.023059
        ],
        [
            2,
            1,
            5,
            2,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            208903,
            -17878,
            -417882,
            -110413,
            306652,
            -577658
        ]
    ]
}
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": 1599523200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759019592329,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 50,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 12,
            "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)