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Trade: SAND/USDT/720/SINWMA/HILO/1954

Strategy
SAND/USDT/720/SINWMA/HILO/1954
Pair
SAND_USDT
Interval
12h
Score
548637
Daily Profit
0.920921
Profit Factor
5.831072
Profitability
38.297872
Streak
0.000000
Best Strategy
Training Data Length
1871.500000
Evaluation Time
2025-09-28 16:16
Expiration Time
2025-11-23 17:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1754104.5734 1723503.6285 30600.9449 1198371.8592 462799.5092 735572.35
Total P&L (%) 1754.1046 1723.5036 30.6009 1198.3719 462.7995 735.5724
Avg Daily Profit (%) 0.9373 0.9209 0.0164 0.1371 0.0924 0.1135
Buy And Hold Return (%) 433.4659 433.4659 433.4659 433.4659 433.4659 433.4659
Max Trade Drawdown -102484 -139586 -59701 -7347674 -7886805 -1827396
Profit Factor 3.7694 5.8311 1.1106 1.0549 1.0354 1.0843
Total Trades 93 47 46 93 47 46
Winning Trades 38 18 20 38 18 20
Losing Trades 55 29 26 55 29 26
Profitability (%) 40.8602 38.2979 43.4783 40.8602 38.2979 43.4783
Ratio Avg Win / Avg Loss 5.4558 9.3945 1.4438 1.5269 1.6681 1.4096
Largest Winning Trade 1204396 1204396 63997 6837544 6837544 2339325
Largest Losing Trade -39422 -35220 -39422 -1686515 -1625387 -1686515
Avg Bars in Trades 38 29 48 38 29 48
Avg Bars in Winners 54 44 62 54 44 62
Avg Bars in Losers 28 20 36 28 20 36
Bars Traded 3617 1401 2216 3617 1401 2216
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 528861 548637 -438089 -175221 -399080 -180241
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3743,
    "evaluation_days": 1871.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600992000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759065416976,
    "expiration_time": 1763911728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            1754104.57344296,
            1723503.6285326788,
            30600.9449102809,
            1198371.8591957707,
            462799.5092391482,
            735572.349956623
        ],
        [
            1754.104573,
            1723.503629,
            30.600945,
            1198.371859,
            462.799509,
            735.57235
        ],
        [
            0.937272,
            0.920921,
            0.016351,
            0.13708,
            0.092362,
            0.1135
        ],
        [
            433.465871,
            433.465871,
            433.465871,
            433.465871,
            433.465871,
            433.465871
        ],
        [
            -102484,
            -139586,
            -59701,
            -7347674,
            -7886805,
            -1827396
        ],
        [
            3.769428,
            5.831072,
            1.110621,
            1.054943,
            1.035372,
            1.084285
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            55,
            29,
            26,
            55,
            29,
            26
        ],
        [
            40.860215,
            38.297872,
            43.478261,
            40.860215,
            38.297872,
            43.478261
        ],
        [
            5.45575,
            9.394505,
            1.443808,
            1.526892,
            1.668099,
            1.409571
        ],
        [
            1204396,
            1204396,
            63997,
            6837544,
            6837544,
            2339325
        ],
        [
            -39422,
            -35220,
            -39422,
            -1686515,
            -1625387,
            -1686515
        ],
        [
            38,
            29,
            48,
            38,
            29,
            48
        ],
        [
            54,
            44,
            62,
            54,
            44,
            62
        ],
        [
            28,
            20,
            36,
            28,
            20,
            36
        ],
        [
            3617,
            1401,
            2216,
            3617,
            1401,
            2216
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            528861,
            548637,
            -438089,
            -175221,
            -399080,
            -180241
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3743,
    "evaluation_days": 1871.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600992000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759065416976,
    "expiration_time": 1763911728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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)