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Trade: SAND/USDT/720/RMA/HWMA/2582

Strategy
SAND/USDT/720/RMA/HWMA/2582
Pair
SAND_USDT
Interval
12h
Score
312135
Daily Profit
0.186401
Profit Factor
1.571246
Profitability
51.351351
Streak
0.000000
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-27 05:28
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 1871810.6784 1778398.9292 93411.7492 4198808.693 1059965.2318 3138843.4613
Total P&L (%) 1871.8107 1778.3989 93.4117 4198.8087 1059.9652 3138.8435
Avg Daily Profit (%) 1.0023 0.9523 0.05 0.2016 0.1313 0.1864
Buy And Hold Return (%) 598.9873 598.9873 598.9873 598.9873 598.9873 598.9873
Max Trade Drawdown -139813 -93050 -84851 -3382024 -2546939 -1690376
Profit Factor 4.2641 6.3938 1.3833 1.3207 1.1395 1.5712
Total Trades 75 38 37 75 38 37
Winning Trades 27 8 19 27 8 19
Losing Trades 48 30 18 48 30 18
Profitability (%) 36 21.0526 51.3514 36 21.0526 51.3514
Ratio Avg Win / Avg Loss 7.5807 23.9766 1.3105 2.3479 4.2731 1.4885
Largest Winning Trade 1125845 1125845 58162 2765120 2765120 2314996
Largest Losing Trade -53578 -30380 -53578 -1666240 -660929 -1666240
Avg Bars in Trades 48 38 58 48 38 58
Avg Bars in Winners 95 109 90 95 109 90
Avg Bars in Losers 22 20 25 22 20 25
Bars Traded 3645 1477 2168 3645 1477 2168
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 -49125 -28511 -291117 -57349 -138875 312135
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": 1599350400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758940108242,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            1871810.6783839462,
            1778398.9291833953,
            93411.7492005502,
            4198808.693022547,
            1059965.2317664353,
            3138843.4612561106
        ],
        [
            1871.810678,
            1778.398929,
            93.411749,
            4198.808693,
            1059.965232,
            3138.843461
        ],
        [
            1.002308,
            0.952289,
            0.05002,
            0.201591,
            0.13133,
            0.186401
        ],
        [
            598.987342,
            598.987342,
            598.987342,
            598.987342,
            598.987342,
            598.987342
        ],
        [
            -139813,
            -93050,
            -84851,
            -3382024,
            -2546939,
            -1690376
        ],
        [
            4.264147,
            6.393754,
            1.383257,
            1.320687,
            1.139498,
            1.571246
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            27,
            8,
            19,
            27,
            8,
            19
        ],
        [
            48,
            30,
            18,
            48,
            30,
            18
        ],
        [
            36,
            21.052632,
            51.351351,
            36,
            21.052632,
            51.351351
        ],
        [
            7.580705,
            23.976578,
            1.310454,
            2.347888,
            4.273117,
            1.488549
        ],
        [
            1125845,
            1125845,
            58162,
            2765120,
            2765120,
            2314996
        ],
        [
            -53578,
            -30380,
            -53578,
            -1666240,
            -660929,
            -1666240
        ],
        [
            48,
            38,
            58,
            48,
            38,
            58
        ],
        [
            95,
            109,
            90,
            95,
            109,
            90
        ],
        [
            22,
            20,
            25,
            22,
            20,
            25
        ],
        [
            3645,
            1477,
            2168,
            3645,
            1477,
            2168
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -49125,
            -28511,
            -291117,
            -57349,
            -138875,
            312135
        ]
    ]
}
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": 1599350400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758940108242,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)