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Trade: SAND/USDT/120/DCL/HWMA/7631

Strategy
SAND/USDT/120/DCL/HWMA/7631
Pair
SAND_USDT
Interval
2h
Score
339829
Daily Profit
0.743518
Profit Factor
2.468946
Profitability
32.888889
Streak
10.390532
Best Strategy
Training Data Length
1874.580000
Evaluation Time
2025-10-02 16:22
Expiration Time
2025-12-09 01:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1393783.3148 1409179.5158 -15396.201 350556.3806 -135772.2182 486328.5987
Total P&L (%) 1393.7833 1409.1795 -15.3962 350.5564 -135.7722 486.3286
Avg Daily Profit (%) 0.7435 0.7517 -0.0082 0.0803 0 0.0944
Buy And Hold Return (%) 467.2483 467.2483 467.2483 467.2483 467.2483 467.2483
Max Trade Drawdown -258297 -230687 -38217 -10091939 -9549034 -1016980
Profit Factor 2.4689 2.7433 0.8904 1.0206 0.9909 1.2276
Total Trades 225 112 113 225 112 113
Winning Trades 74 26 48 74 26 48
Losing Trades 151 86 65 151 86 65
Profitability (%) 32.8889 23.2143 42.4779 32.8889 23.2143 42.4779
Ratio Avg Win / Avg Loss 5.038 9.0739 1.2058 2.0826 3.2775 1.6624
Largest Winning Trade 840280 840280 13421 8367110 8367110 1017672
Largest Losing Trade -41229 -41229 -9648 -2440560 -2440560 -435351
Avg Bars in Trades 99 197 1 99 197 1
Avg Bars in Winners 139 394 1 139 394 1
Avg Bars in Losers 79 138 1 79 138 1
Bars Traded 22282 22138 144 22282 22138 144
Profit Streak 10.3905 0 43.5572 10.3905 0 43.5572
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339829 -23050 -581025 -453050 -615941 -221178
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22495,
    "evaluation_days": 1874.58,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1597802400000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759411341941,
    "expiration_time": 1765237104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.76462,
            "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": [
        [
            1393783.3148088253,
            1409179.5158430247,
            -15396.2010341992,
            350556.3805708024,
            -135772.2181620921,
            486328.5987328932
        ],
        [
            1393.783315,
            1409.179516,
            -15.396201,
            350.556381,
            -135.772218,
            486.328599
        ],
        [
            0.743518,
            0.751731,
            -0.008213,
            0.080334,
            0,
            0.094397
        ],
        [
            467.248306,
            467.248306,
            467.248306,
            467.248306,
            467.248306,
            467.248306
        ],
        [
            -258297,
            -230687,
            -38217,
            -10091939,
            -9549034,
            -1016980
        ],
        [
            2.468946,
            2.743274,
            0.890403,
            1.0206,
            0.990876,
            1.22762
        ],
        [
            225,
            112,
            113,
            225,
            112,
            113
        ],
        [
            74,
            26,
            48,
            74,
            26,
            48
        ],
        [
            151,
            86,
            65,
            151,
            86,
            65
        ],
        [
            32.888889,
            23.214286,
            42.477876,
            32.888889,
            23.214286,
            42.477876
        ],
        [
            5.037984,
            9.073907,
            1.205754,
            2.082576,
            3.277512,
            1.662403
        ],
        [
            840280,
            840280,
            13421,
            8367110,
            8367110,
            1017672
        ],
        [
            -41229,
            -41229,
            -9648,
            -2440560,
            -2440560,
            -435351
        ],
        [
            99,
            197,
            1,
            99,
            197,
            1
        ],
        [
            139,
            394,
            1,
            139,
            394,
            1
        ],
        [
            79,
            138,
            1,
            79,
            138,
            1
        ],
        [
            22282,
            22138,
            144,
            22282,
            22138,
            144
        ],
        [
            10.390532,
            0,
            43.557198,
            10.390532,
            0,
            43.557198
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339829,
            -23050,
            -581025,
            -453050,
            -615941,
            -221178
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22495,
    "evaluation_days": 1874.58,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1597802400000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759411341941,
    "expiration_time": 1765237104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.76462,
            "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)