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Trade: SAND/USDT/120/SINWMA/RMA/8378

Strategy
SAND/USDT/120/SINWMA/RMA/8378
Pair
SAND_USDT
Interval
2h
Score
321946
Daily Profit
0.824306
Profit Factor
2.806033
Profitability
31.395349
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 1538706.7262 1662743.5391 -124036.813 -67945.8464 788890.9815 -856836.8278
Total P&L (%) 1538.7067 1662.7435 -124.0368 -67.9458 788.891 -856.8368
Avg Daily Profit (%) 0.8243 0.8908 -0.0664 -0.0609 0.1171 0
Buy And Hold Return (%) 429.6578 429.6578 429.6578 429.6578 429.6578 429.6578
Max Trade Drawdown -227568 -195568 -176344 -1320109 -572020 -1499380
Profit Factor 2.806 4.8662 0.706 0.9746 1.8065 0.4956
Total Trades 86 43 43 86 43 43
Winning Trades 27 11 16 27 11 16
Losing Trades 59 32 27 59 32 27
Profitability (%) 31.3953 25.5814 37.2093 31.3953 25.5814 37.2093
Ratio Avg Win / Avg Loss 6.1317 14.1562 1.1914 2.1297 5.2552 0.8363
Largest Winning Trade 1464643 1464643 49944 860727 860727 305479
Largest Losing Trade -80255 -40000 -80255 -1025292 -172972 -1025292
Avg Bars in Trades 254 240 269 254 240 269
Avg Bars in Winners 435 465 414 435 465 414
Avg Bars in Losers 172 162 183 172 162 183
Bars Traded 21917 10331 11586 21917 10331 11586
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 321946 -8597 -584034 -585005 -67997 -585701

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": 1599732000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758792227383,
    "expiration_time": 1764528480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 130,
            "offset": 194
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 141,
            "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": [
        [
            1538706.726159924,
            1662743.539141466,
            -124036.812981542,
            -67945.8463615607,
            788890.9814880167,
            -856836.8278495775
        ],
        [
            1538.706726,
            1662.743539,
            -124.036813,
            -67.945846,
            788.890981,
            -856.836828
        ],
        [
            0.824306,
            0.890754,
            -0.066448,
            -0.060932,
            0.117111,
            0
        ],
        [
            429.657766,
            429.657766,
            429.657766,
            429.657766,
            429.657766,
            429.657766
        ],
        [
            -227568,
            -195568,
            -176344,
            -1320109,
            -572020,
            -1499380
        ],
        [
            2.806033,
            4.866187,
            0.70601,
            0.974617,
            1.806473,
            0.495576
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            27,
            11,
            16,
            27,
            11,
            16
        ],
        [
            59,
            32,
            27,
            59,
            32,
            27
        ],
        [
            31.395349,
            25.581395,
            37.209302,
            31.395349,
            25.581395,
            37.209302
        ],
        [
            6.131702,
            14.15618,
            1.191392,
            2.129719,
            5.255194,
            0.836284
        ],
        [
            1464643,
            1464643,
            49944,
            860727,
            860727,
            305479
        ],
        [
            -80255,
            -40000,
            -80255,
            -1025292,
            -172972,
            -1025292
        ],
        [
            254,
            240,
            269,
            254,
            240,
            269
        ],
        [
            435,
            465,
            414,
            435,
            465,
            414
        ],
        [
            172,
            162,
            183,
            172,
            162,
            183
        ],
        [
            21917,
            10331,
            11586,
            21917,
            10331,
            11586
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321946,
            -8597,
            -584034,
            -585005,
            -67997,
            -585701
        ]
    ]
}
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": 1599732000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758792227383,
    "expiration_time": 1764528480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 130,
            "offset": 194
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 141,
            "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)