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Trade: SAND/USDT/120/SWMA/HILO/9727

Strategy
SAND/USDT/120/SWMA/HILO/9727
Pair
SAND_USDT
Interval
2h
Score
347597
Daily Profit
0.489295
Profit Factor
1.837054
Profitability
40.634921
Streak
13.177517
Best Strategy
Training Data Length
1875.500000
Evaluation Time
2025-10-03 15:15
Expiration Time
2025-12-10 00:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 917672.0563 798500.9978 119171.0585 6363141.3271 1067439.2193 5295702.1077
Total P&L (%) 917.6721 798.501 119.1711 6363.1413 1067.4392 5295.7021
Avg Daily Profit (%) 0.4893 0.4258 0.0635 0.2225 0.1311 0.2129
Buy And Hold Return (%) 288.7013 288.7013 288.7013 288.7013 288.7013 288.7013
Max Trade Drawdown -98890 -73480 -93341 -8895837 -8267001 -4012934
Profit Factor 1.8371 2.51 1.21 1.1464 1.0464 1.2586
Total Trades 315 157 158 315 157 158
Winning Trades 128 59 69 128 59 69
Losing Trades 187 98 89 187 98 89
Profitability (%) 40.6349 37.5796 43.6709 40.6349 37.5796 43.6709
Ratio Avg Win / Avg Loss 2.6838 4.1692 1.5607 1.6748 1.7381 1.6234
Largest Winning Trade 200010 200010 47951 7869682 7869682 3179052
Largest Losing Trade -26733 -18127 -26733 -2115353 -2115353 -1644056
Avg Bars in Trades 70 60 80 70 60 80
Avg Bars in Winners 111 92 128 111 92 128
Avg Bars in Losers 42 41 43 42 41 43
Bars Traded 22261 9502 12759 22261 9502 12759
Profit Streak 13.1775 0 15.4275 13.1775 0 15.4275
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 347597 247299 -274824 -51569 -192976 269392
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22506,
    "evaluation_days": 1875.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598637600000,
    "last_datapoint_time": 1759485600000,
    "evaluation_time": 1759493737516,
    "expiration_time": 1765319155200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 172,
            "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": [
        [
            917672.0563250014,
            798500.9978102732,
            119171.0585147281,
            6363141.3270649705,
            1067439.2193330552,
            5295702.107731912
        ],
        [
            917.672056,
            798.500998,
            119.171059,
            6363.141327,
            1067.439219,
            5295.702108
        ],
        [
            0.489295,
            0.425754,
            0.063541,
            0.222519,
            0.131112,
            0.212873
        ],
        [
            288.701343,
            288.701343,
            288.701343,
            288.701343,
            288.701343,
            288.701343
        ],
        [
            -98890,
            -73480,
            -93341,
            -8895837,
            -8267001,
            -4012934
        ],
        [
            1.837054,
            2.51002,
            1.209989,
            1.146368,
            1.046425,
            1.258568
        ],
        [
            315,
            157,
            158,
            315,
            157,
            158
        ],
        [
            128,
            59,
            69,
            128,
            59,
            69
        ],
        [
            187,
            98,
            89,
            187,
            98,
            89
        ],
        [
            40.634921,
            37.579618,
            43.670886,
            40.634921,
            37.579618,
            43.670886
        ],
        [
            2.683821,
            4.169185,
            1.560711,
            1.674772,
            1.73813,
            1.623371
        ],
        [
            200010,
            200010,
            47951,
            7869682,
            7869682,
            3179052
        ],
        [
            -26733,
            -18127,
            -26733,
            -2115353,
            -2115353,
            -1644056
        ],
        [
            70,
            60,
            80,
            70,
            60,
            80
        ],
        [
            111,
            92,
            128,
            111,
            92,
            128
        ],
        [
            42,
            41,
            43,
            42,
            41,
            43
        ],
        [
            22261,
            9502,
            12759,
            22261,
            9502,
            12759
        ],
        [
            13.177517,
            0,
            15.427517,
            13.177518,
            0,
            15.427518
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            347597,
            247299,
            -274824,
            -51569,
            -192976,
            269392
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22506,
    "evaluation_days": 1875.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598637600000,
    "last_datapoint_time": 1759485600000,
    "evaluation_time": 1759493737516,
    "expiration_time": 1765319155200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 172,
            "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)