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Trade: SAND/USDT/720/T3/FWMA/1905

Strategy
SAND/USDT/720/T3/FWMA/1905
Pair
SAND_USDT
Interval
12h
Score
367646
Daily Profit
0.313465
Profit Factor
2.099542
Profitability
42.857143
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 1915030.0453 1726130.8513 188899.194 40608020.9575 6164828.0192 34443192.9383
Total P&L (%) 1915.03 1726.1309 188.8992 40608.021 6164.828 34443.1929
Avg Daily Profit (%) 1.0255 0.9243 0.1012 0.3223 0.2218 0.3135
Buy And Hold Return (%) 506.9866 506.9866 506.9866 506.9866 506.9866 506.9866
Max Trade Drawdown -72176 -54861 -42736 -30122710 -20743848 -15556209
Profit Factor 6.1686 8.9763 2.2258 1.4715 1.1125 2.0995
Total Trades 71 36 35 71 36 35
Winning Trades 23 8 15 23 8 15
Losing Trades 48 28 20 48 28 20
Profitability (%) 32.3944 22.2222 42.8571 32.3944 22.2222 42.8571
Ratio Avg Win / Avg Loss 12.8737 31.417 2.9677 3.071 3.8937 2.7994
Largest Winning Trade 1046688 1046688 59686 26119758 26119758 21668909
Largest Losing Trade -26315 -19044 -26315 -7911287 -7911287 -5828242
Avg Bars in Trades 50 43 56 50 43 56
Avg Bars in Winners 108 122 101 108 122 101
Avg Bars in Losers 22 21 23 22 21 23
Bars Traded 3552 1576 1976 3552 1576 1976
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 -78654 -23009 -222267 -86798 -129506 367646

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": 1600473600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758801543638,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 72,
            "offset": 0,
            "a": 0.67617
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 9,
            "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": [
        [
            1915030.0453387836,
            1726130.8513187682,
            188899.1940200161,
            40608020.95749629,
            6164828.019245655,
            34443192.93825064
        ],
        [
            1915.030045,
            1726.130851,
            188.899194,
            40608.020957,
            6164.828019,
            34443.192938
        ],
        [
            1.025451,
            0.9243,
            0.101151,
            0.322286,
            0.2218,
            0.313465
        ],
        [
            506.986612,
            506.986612,
            506.986612,
            506.986612,
            506.986612,
            506.986612
        ],
        [
            -72176,
            -54861,
            -42736,
            -30122710,
            -20743848,
            -15556209
        ],
        [
            6.168633,
            8.976286,
            2.225805,
            1.471499,
            1.112496,
            2.099542
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            23,
            8,
            15,
            23,
            8,
            15
        ],
        [
            48,
            28,
            20,
            48,
            28,
            20
        ],
        [
            32.394366,
            22.222222,
            42.857143,
            32.394366,
            22.222222,
            42.857143
        ],
        [
            12.873669,
            31.417,
            2.967741,
            3.070954,
            3.893736,
            2.799389
        ],
        [
            1046688,
            1046688,
            59686,
            26119758,
            26119758,
            21668909
        ],
        [
            -26315,
            -19044,
            -26315,
            -7911287,
            -7911287,
            -5828242
        ],
        [
            50,
            43,
            56,
            50,
            43,
            56
        ],
        [
            108,
            122,
            101,
            108,
            122,
            101
        ],
        [
            22,
            21,
            23,
            22,
            21,
            23
        ],
        [
            3552,
            1576,
            1976,
            3552,
            1576,
            1976
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -78654,
            -23009,
            -222267,
            -86798,
            -129506,
            367646
        ]
    ]
}
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": 1600473600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758801543638,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 72,
            "offset": 0,
            "a": 0.67617
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 9,
            "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)