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Trade: SAND/USDT/120/HWMA/RMA/6932

Strategy
SAND/USDT/120/HWMA/RMA/6932
Pair
SAND_USDT
Interval
2h
Score
429216
Daily Profit
0.245095
Profit Factor
1.875266
Profitability
56.209150
Streak
0.000000
Best Strategy
Training Data Length
1866.670000
Evaluation Time
2025-09-25 12:23
Expiration Time
2025-11-30 20:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1797930.5268 -85776.7366 -1712153.7902 -399833.1628 -9949552.4552 9549719.2924
Total P&L (%) -1797.9305 -85.7767 -1712.1538 -399.8332 -9949.5525 9549.7193
Avg Daily Profit (%) -0.9632 -0.046 -0.9172 0 0 0.2451
Buy And Hold Return (%) 317.6752 317.6752 317.6752 317.6752 317.6752 317.6752
Max Trade Drawdown -1997689 -233608 -1843032 -13382290 -12533766 -5796893
Profit Factor 0.3129 0.8293 0.1902 0.9865 0.4685 1.8753
Total Trades 306 153 153 306 153 153
Winning Trades 233 114 119 165 79 86
Losing Trades 73 39 34 141 74 67
Profitability (%) 76.1438 74.5098 77.7778 53.9216 51.634 56.2092
Ratio Avg Win / Avg Loss 0.098 0.2837 0.0543 0.843 0.4389 1.461
Largest Winning Trade 27159 27159 18081 12029754 3813643 12029754
Largest Losing Trade -1188234 -55403 -1188234 -4855694 -4855694 -3949413
Avg Bars in Trades 72 86 57 72 86 57
Avg Bars in Winners 20 21 19 47 52 43
Avg Bars in Losers 237 278 191 101 123 76
Bars Traded 22147 13291 8856 22147 13291 8856
Profit Streak 9.7249 48.4749 9.7249 0 0 0
Trades During Streak 6 12 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574122 -575632 -575108 -578669 -580319 429216

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22400,
    "evaluation_days": 1866.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598947200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758792230465,
    "expiration_time": 1764528480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.34108,
            "nb": 0.1,
            "nc": 0.15956
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 215,
            "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": [
        [
            -1797930.5268375687,
            -85776.7366283723,
            -1712153.790209197,
            -399833.1627942172,
            -9949552.45517493,
            9549719.292380717
        ],
        [
            -1797.930527,
            -85.776737,
            -1712.15379,
            -399.833163,
            -9949.552455,
            9549.719292
        ],
        [
            -0.963175,
            -0.045952,
            -0.917224,
            0,
            0,
            0.245095
        ],
        [
            317.675179,
            317.675179,
            317.675179,
            317.675179,
            317.675179,
            317.675179
        ],
        [
            -1997689,
            -233608,
            -1843032,
            -13382290,
            -12533766,
            -5796893
        ],
        [
            0.312932,
            0.829302,
            0.190207,
            0.986507,
            0.468549,
            1.875266
        ],
        [
            306,
            153,
            153,
            306,
            153,
            153
        ],
        [
            233,
            114,
            119,
            165,
            79,
            86
        ],
        [
            73,
            39,
            34,
            141,
            74,
            67
        ],
        [
            76.143791,
            74.509804,
            77.777778,
            53.921569,
            51.633987,
            56.20915
        ],
        [
            0.098043,
            0.283709,
            0.054345,
            0.843015,
            0.438894,
            1.460963
        ],
        [
            27159,
            27159,
            18081,
            12029754,
            3813643,
            12029754
        ],
        [
            -1188234,
            -55403,
            -1188234,
            -4855694,
            -4855694,
            -3949413
        ],
        [
            72,
            86,
            57,
            72,
            86,
            57
        ],
        [
            20,
            21,
            19,
            47,
            52,
            43
        ],
        [
            237,
            278,
            191,
            101,
            123,
            76
        ],
        [
            22147,
            13291,
            8856,
            22147,
            13291,
            8856
        ],
        [
            9.724889,
            48.474889,
            9.724889,
            0,
            0,
            0
        ],
        [
            6,
            12,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574122,
            -575632,
            -575108,
            -578669,
            -580319,
            429216
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22400,
    "evaluation_days": 1866.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598947200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758792230465,
    "expiration_time": 1764528480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.34108,
            "nb": 0.1,
            "nc": 0.15956
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 215,
            "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)