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Trade: SAND/USDT/720/RMA/HWMA/2959

Strategy
SAND/USDT/720/RMA/HWMA/2959
Pair
SAND_USDT
Interval
12h
Score
395382
Daily Profit
0.927927
Profit Factor
3.376015
Profitability
31.538462
Streak
0.000000
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-25 14:59
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 1732904.3139 1705070.2388 27834.0752 1492594.0347 1191123.8034 301470.2313
Total P&L (%) 1732.9043 1705.0702 27.8341 1492.594 1191.1238 301.4702
Avg Daily Profit (%) 0.9279 0.913 0.0149 0.1483 0.1371 0.0745
Buy And Hold Return (%) 429.6578 429.6578 429.6578 429.6578 429.6578 429.6578
Max Trade Drawdown -134822 -80285 -76686 -6947907 -4657368 -4852603
Profit Factor 3.376 5.5745 1.0781 1.0541 1.0826 1.0229
Total Trades 130 65 65 130 65 65
Winning Trades 41 17 24 41 17 24
Losing Trades 89 48 41 89 48 41
Profitability (%) 31.5385 26.1538 36.9231 31.5385 26.1538 36.9231
Ratio Avg Win / Avg Loss 7.3284 15.7398 1.8417 2.2881 3.0567 1.7474
Largest Winning Trade 1136994 1136994 61998 3614454 3614454 2388971
Largest Losing Trade -35106 -20383 -35106 -2792162 -1542077 -2792162
Avg Bars in Trades 28 22 34 28 22 34
Avg Bars in Winners 66 57 72 66 57 72
Avg Bars in Losers 10 9 12 10 9 12
Bars Traded 3669 1436 2233 3669 1436 2233
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 395382 -137179 -609312 -163793 -297942 -590592

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": 1599696000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758801542186,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.47766,
            "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": [
        [
            1732904.3139269394,
            1705070.2387562694,
            27834.0751706707,
            1492594.0347080294,
            1191123.8034438456,
            301470.2312641826
        ],
        [
            1732.904314,
            1705.070239,
            27.834075,
            1492.594035,
            1191.123803,
            301.470231
        ],
        [
            0.927927,
            0.913023,
            0.014904,
            0.148327,
            0.137074,
            0.074457
        ],
        [
            429.657766,
            429.657766,
            429.657766,
            429.657766,
            429.657766,
            429.657766
        ],
        [
            -134822,
            -80285,
            -76686,
            -6947907,
            -4657368,
            -4852603
        ],
        [
            3.376015,
            5.574499,
            1.078054,
            1.054082,
            1.082565,
            1.022887
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            41,
            17,
            24,
            41,
            17,
            24
        ],
        [
            89,
            48,
            41,
            89,
            48,
            41
        ],
        [
            31.538462,
            26.153846,
            36.923077,
            31.538462,
            26.153846,
            36.923077
        ],
        [
            7.328423,
            15.739762,
            1.841676,
            2.28813,
            3.056655,
            1.747432
        ],
        [
            1136994,
            1136994,
            61998,
            3614454,
            3614454,
            2388971
        ],
        [
            -35106,
            -20383,
            -35106,
            -2792162,
            -1542077,
            -2792162
        ],
        [
            28,
            22,
            34,
            28,
            22,
            34
        ],
        [
            66,
            57,
            72,
            66,
            57,
            72
        ],
        [
            10,
            9,
            12,
            10,
            9,
            12
        ],
        [
            3669,
            1436,
            2233,
            3669,
            1436,
            2233
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            395382,
            -137179,
            -609312,
            -163793,
            -297942,
            -590592
        ]
    ]
}
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": 1599696000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758801542186,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.47766,
            "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)