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Trade: SAND/USDT/720/PWMA/HL2/5985

Strategy
SAND/USDT/720/PWMA/HL2/5985
Pair
SAND_USDT
Interval
12h
Score
406627
Daily Profit
0.740120
Profit Factor
8.064119
Profitability
31.428571
Streak
55.803863
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-25 22:17
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 1396349.9631 1382173.9501 14176.013 1312724.2334 849234.1458 463490.0877
Total P&L (%) 1396.35 1382.174 14.176 1312.7242 849.2341 463.4901
Avg Daily Profit (%) 0.7477 0.7401 0.0076 0.1419 0.1206 0.0926
Buy And Hold Return (%) 479.7862 479.7862 479.7862 479.7862 479.7862 479.7862
Max Trade Drawdown -92578 -81919 -85522 -2319501 -1518153 -1130410
Profit Factor 4.1961 8.0641 1.0588 1.1792 1.239 1.1228
Total Trades 70 35 35 70 35 35
Winning Trades 21 11 10 21 11 10
Losing Trades 49 24 25 49 24 25
Profitability (%) 30 31.4286 28.5714 30 31.4286 28.5714
Ratio Avg Win / Avg Loss 9.7908 17.5944 2.6469 2.7514 2.7032 2.8071
Largest Winning Trade 1036534 1036534 59214 1360188 1360188 1088344
Largest Losing Trade -41008 -31924 -41008 -1102221 -565850 -1102221
Avg Bars in Trades 49 42 56 49 42 56
Avg Bars in Winners 129 96 166 129 96 166
Avg Bars in Losers 14 17 12 14 17 12
Bars Traded 3451 1470 1981 3451 1470 1981
Profit Streak 49.3039 55.8039 0 49.3039 55.8039 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -89258 406627 -517322 -134874 -45885 -333472

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": 1607774400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758827853772,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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": [
        [
            1396349.9630618196,
            1382173.950091869,
            14176.0129699504,
            1312724.2334483494,
            849234.1457838084,
            463490.0876645399
        ],
        [
            1396.349963,
            1382.17395,
            14.176013,
            1312.724233,
            849.234146,
            463.490088
        ],
        [
            0.747711,
            0.74012,
            0.007591,
            0.1419,
            0.120581,
            0.092625
        ],
        [
            479.786229,
            479.786229,
            479.786229,
            479.786229,
            479.786229,
            479.786229
        ],
        [
            -92578,
            -81919,
            -85522,
            -2319501,
            -1518153,
            -1130410
        ],
        [
            4.196064,
            8.064119,
            1.058764,
            1.179154,
            1.238958,
            1.122829
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            21,
            11,
            10,
            21,
            11,
            10
        ],
        [
            49,
            24,
            25,
            49,
            24,
            25
        ],
        [
            30,
            31.428571,
            28.571429,
            30,
            31.428571,
            28.571429
        ],
        [
            9.790817,
            17.594441,
            2.646911,
            2.751359,
            2.703181,
            2.807073
        ],
        [
            1036534,
            1036534,
            59214,
            1360188,
            1360188,
            1088344
        ],
        [
            -41008,
            -31924,
            -41008,
            -1102221,
            -565850,
            -1102221
        ],
        [
            49,
            42,
            56,
            49,
            42,
            56
        ],
        [
            129,
            96,
            166,
            129,
            96,
            166
        ],
        [
            14,
            17,
            12,
            14,
            17,
            12
        ],
        [
            3451,
            1470,
            1981,
            3451,
            1470,
            1981
        ],
        [
            49.303863,
            55.803863,
            0,
            49.303863,
            55.803863,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -89258,
            406627,
            -517322,
            -134874,
            -45885,
            -333472
        ]
    ]
}
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": 1607774400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758827853772,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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)