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Trade: SAND/USDT/120/WMA/KCL/5222

Strategy
SAND/USDT/120/WMA/KCL/5222
Pair
SAND_USDT
Interval
2h
Score
426928
Daily Profit
0.319576
Profit Factor
2.986201
Profitability
51.219512
Streak
100.274884
Best Strategy
Training Data Length
1875.250000
Evaluation Time
2025-10-03 07:35
Expiration Time
2025-12-09 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1906099.8087 -2651.841 -1903447.9677 8322578.0926 39574226.5248 -31251648.4321
Total P&L (%) -1906.0998 -2.6518 -1903.448 8322.5781 39574.2265 -31251.6484
Avg Daily Profit (%) -1.0165 -0.0014 -1.015 0.2367 0.3196 0
Buy And Hold Return (%) 356.9841 356.9841 356.9841 356.9841 356.9841 356.9841
Max Trade Drawdown -2143861 -140448 -2045058 -40386966 -2598480 -64348570
Profit Factor 0.2953 0.9908 0.2127 1.0772 2.9862 0.6446
Total Trades 163 82 81 163 82 81
Winning Trades 122 53 69 68 42 26
Losing Trades 41 29 12 95 40 55
Profitability (%) 74.8466 64.6341 85.1852 41.7178 51.2195 32.0988
Ratio Avg Win / Avg Loss 0.0992 0.5421 0.037 1.5049 2.844 1.3635
Largest Winning Trade 42119 42119 25716 15613970 15613970 13002324
Largest Losing Trade -1309057 -45236 -1309057 -33679242 -2598480 -33679242
Avg Bars in Trades 136 76 196 136 76 196
Avg Bars in Winners 76 37 106 161 104 253
Avg Bars in Losers 314 148 715 118 47 169
Bars Traded 22215 6309 15906 22215 6309 15906
Profit Streak 62.8582 100.2749 62.8582 62.8582 100.2749 62.8582
Trades During Streak 3 4 1 3 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575314 -581665 -587505 -127160 426928 -597471
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22503,
    "evaluation_days": 1875.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598976000000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759466150019,
    "expiration_time": 1765296777600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 219,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            -1906099.8086988933,
            -2651.8410139726,
            -1903447.9676849197,
            8322578.092642624,
            39574226.52475012,
            -31251648.432107467
        ],
        [
            -1906.099809,
            -2.651841,
            -1903.447968,
            8322.578093,
            39574.226525,
            -31251.648432
        ],
        [
            -1.016451,
            -0.001414,
            -1.015037,
            0.236702,
            0.319576,
            0
        ],
        [
            356.984127,
            356.984127,
            356.984127,
            356.984127,
            356.984127,
            356.984127
        ],
        [
            -2143861,
            -140448,
            -2045058,
            -40386966,
            -2598480,
            -64348570
        ],
        [
            0.295291,
            0.990763,
            0.212707,
            1.077166,
            2.986201,
            0.644577
        ],
        [
            163,
            82,
            81,
            163,
            82,
            81
        ],
        [
            122,
            53,
            69,
            68,
            42,
            26
        ],
        [
            41,
            29,
            12,
            95,
            40,
            55
        ],
        [
            74.846626,
            64.634146,
            85.185185,
            41.717791,
            51.219512,
            32.098765
        ],
        [
            0.099237,
            0.542116,
            0.036992,
            1.504865,
            2.844001,
            1.363527
        ],
        [
            42119,
            42119,
            25716,
            15613970,
            15613970,
            13002324
        ],
        [
            -1309057,
            -45236,
            -1309057,
            -33679242,
            -2598480,
            -33679242
        ],
        [
            136,
            76,
            196,
            136,
            76,
            196
        ],
        [
            76,
            37,
            106,
            161,
            104,
            253
        ],
        [
            314,
            148,
            715,
            118,
            47,
            169
        ],
        [
            22215,
            6309,
            15906,
            22215,
            6309,
            15906
        ],
        [
            62.858218,
            100.274884,
            62.858218,
            62.858218,
            100.274884,
            62.858218
        ],
        [
            3,
            4,
            1,
            3,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575314,
            -581665,
            -587505,
            -127160,
            426928,
            -597471
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22503,
    "evaluation_days": 1875.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598976000000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759466150019,
    "expiration_time": 1765296777600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 219,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)