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Trade: SAND/USDT/720/PWMA/KCB/5366

Strategy
SAND/USDT/720/PWMA/KCB/5366
Pair
SAND_USDT
Interval
12h
Score
314760
Daily Profit
0.628807
Profit Factor
5.955144
Profitability
40.000000
Streak
42.218211
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-26 08:14
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 1057559.1742 1174296.3978 -116737.2236 -1699895.252 -911866.2268 -788029.0252
Total P&L (%) 1057.5592 1174.2964 -116.7372 -1699.8953 -911.8662 -788.029
Avg Daily Profit (%) 0.5663 0.6288 -0.0625 0 0 0
Buy And Hold Return (%) 644.1848 644.1848 644.1848 644.1848 644.1848 644.1848
Max Trade Drawdown -208441 -59713 -259084 -3205446 -1871364 -1830705
Profit Factor 2.5234 5.9551 0.7447 0.7739 0.7616 0.7866
Total Trades 61 30 31 61 30 31
Winning Trades 26 12 14 32 17 15
Losing Trades 35 18 17 29 13 16
Profitability (%) 42.623 40 45.1613 52.459 56.6667 48.3871
Ratio Avg Win / Avg Loss 3.3968 8.9327 0.9043 0.7013 0.5824 0.839
Largest Winning Trade 762685 762685 69589 725889 599912 725889
Largest Losing Trade -190942 -37866 -190942 -1434215 -1434215 -909574
Avg Bars in Trades 58 53 63 58 53 63
Avg Bars in Winners 84 77 89 38 35 41
Avg Bars in Losers 39 37 42 81 77 84
Bars Traded 3574 1600 1974 3574 1600 1974
Profit Streak 0 42.2182 0 14.2182 0 23.2182
Trades During Streak 0 1 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -162445 314760 -582699 -745864 -579961 -580898

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": 1603238400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758863653435,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 81,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            1057559.1741812471,
            1174296.3978273952,
            -116737.2236461479,
            -1699895.251990868,
            -911866.2267542192,
            -788029.0252366483
        ],
        [
            1057.559174,
            1174.296398,
            -116.737224,
            -1699.895252,
            -911.866227,
            -788.029025
        ],
        [
            0.566297,
            0.628807,
            -0.06251,
            0,
            0,
            0
        ],
        [
            644.184793,
            644.184793,
            644.184793,
            644.184793,
            644.184793,
            644.184793
        ],
        [
            -208441,
            -59713,
            -259084,
            -3205446,
            -1871364,
            -1830705
        ],
        [
            2.523368,
            5.955144,
            0.744691,
            0.773868,
            0.761622,
            0.786556
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            26,
            12,
            14,
            32,
            17,
            15
        ],
        [
            35,
            18,
            17,
            29,
            13,
            16
        ],
        [
            42.622951,
            40,
            45.16129,
            52.459016,
            56.666667,
            48.387097
        ],
        [
            3.396842,
            8.932716,
            0.904268,
            0.701318,
            0.582417,
            0.838993
        ],
        [
            762685,
            762685,
            69589,
            725889,
            599912,
            725889
        ],
        [
            -190942,
            -37866,
            -190942,
            -1434215,
            -1434215,
            -909574
        ],
        [
            58,
            53,
            63,
            58,
            53,
            63
        ],
        [
            84,
            77,
            89,
            38,
            35,
            41
        ],
        [
            39,
            37,
            42,
            81,
            77,
            84
        ],
        [
            3574,
            1600,
            1974,
            3574,
            1600,
            1974
        ],
        [
            0,
            42.218211,
            0,
            14.218211,
            0,
            23.218211
        ],
        [
            0,
            1,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -162445,
            314760,
            -582699,
            -745864,
            -579961,
            -580898
        ]
    ]
}
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": 1603238400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758863653435,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 81,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)