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Trade: SAND/USDT/720/PWMA/FWMA/3625

Strategy
SAND/USDT/720/PWMA/FWMA/3625
Pair
SAND_USDT
Interval
12h
Score
335162
Daily Profit
0.226448
Profit Factor
1.549984
Profitability
45.714286
Streak
0.000000
Best Strategy
Training Data Length
1875.500000
Evaluation Time
2025-10-03 00:49
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 1749068.7491 1625204.7671 123863.9821 9501694.0715 2645429.985 6856264.0865
Total P&L (%) 1749.0687 1625.2048 123.864 9501.6941 2645.43 6856.2641
Avg Daily Profit (%) 0.9326 0.8665 0.066 0.2437 0.1768 0.2264
Buy And Hold Return (%) 506.8781 506.8781 506.8781 506.8781 506.8781 506.8781
Max Trade Drawdown -62670 -67083 -66911 -6739571 -6170682 -4833063
Profit Factor 4.9789 7.9479 1.6023 1.3182 1.1521 1.55
Total Trades 70 35 35 70 35 35
Winning Trades 25 9 16 25 9 16
Losing Trades 45 26 19 45 26 19
Profitability (%) 35.7143 25.7143 45.7143 35.7143 25.7143 45.7143
Ratio Avg Win / Avg Loss 8.9621 22.9606 1.9027 2.3728 3.3284 1.8406
Largest Winning Trade 975717 975717 51932 8819151 8819151 4734549
Largest Losing Trade -34398 -19781 -34398 -2352834 -2352834 -1829528
Avg Bars in Trades 51 41 61 51 41 61
Avg Bars in Winners 105 100 108 105 100 108
Avg Bars in Losers 21 20 22 21 20 22
Bars Traded 3605 1446 2159 3605 1446 2159
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -85983 -7852 -269170 -94615 -72104 335162
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": 1602460800000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759441765348,
    "expiration_time": 1764267696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 118,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 37,
            "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": [
        [
            1749068.74911894,
            1625204.7670560582,
            123863.9820628813,
            9501694.071530353,
            2645429.9850009247,
            6856264.086529428
        ],
        [
            1749.068749,
            1625.204767,
            123.863982,
            9501.694072,
            2645.429985,
            6856.264087
        ],
        [
            0.932588,
            0.866545,
            0.066043,
            0.243673,
            0.176777,
            0.226448
        ],
        [
            506.878093,
            506.878093,
            506.878093,
            506.878093,
            506.878093,
            506.878093
        ],
        [
            -62670,
            -67083,
            -66911,
            -6739571,
            -6170682,
            -4833063
        ],
        [
            4.978947,
            7.947907,
            1.602252,
            1.318248,
            1.152124,
            1.549984
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            25,
            9,
            16,
            25,
            9,
            16
        ],
        [
            45,
            26,
            19,
            45,
            26,
            19
        ],
        [
            35.714286,
            25.714286,
            45.714286,
            35.714286,
            25.714286,
            45.714286
        ],
        [
            8.962105,
            22.96062,
            1.902675,
            2.372847,
            3.328359,
            1.840605
        ],
        [
            975717,
            975717,
            51932,
            8819151,
            8819151,
            4734549
        ],
        [
            -34398,
            -19781,
            -34398,
            -2352834,
            -2352834,
            -1829528
        ],
        [
            51,
            41,
            61,
            51,
            41,
            61
        ],
        [
            105,
            100,
            108,
            105,
            100,
            108
        ],
        [
            21,
            20,
            22,
            21,
            20,
            22
        ],
        [
            3605,
            1446,
            2159,
            3605,
            1446,
            2159
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -85983,
            -7852,
            -269170,
            -94615,
            -72104,
            335162
        ]
    ]
}
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": 1602460800000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759441765348,
    "expiration_time": 1764267696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 118,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 37,
            "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)