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Trade: SAND/USDT/15/SINWMA/WMA/8943

Strategy
SAND/USDT/15/SINWMA/WMA/8943
Pair
SAND_USDT
Interval
15m
Score
312896
Daily Profit
0.174282
Profit Factor
1.555841
Profitability
75.555556
Streak
16.005742
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-01 16:23
Expiration Time
2025-12-15 15:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 29492.9702 -15893.6684 45386.6386 9483.3735 -19205.1884 28688.5619
Total P&L (%) 29.493 -15.8937 45.3866 9.4834 -19.2052 28.6886
Avg Daily Profit (%) 0.1133 -0.061 0.1743 0.0348 -0.0819 0.0969
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -53049 -40258 -37565 -56312 -35584 -43807
Profit Factor 1.1533 0.8564 1.5558 1.0505 0.8129 1.3363
Total Trades 90 45 45 90 45 45
Winning Trades 59 25 34 59 25 34
Losing Trades 31 20 11 31 20 11
Profitability (%) 65.5556 55.5556 75.5556 65.5556 55.5556 75.5556
Ratio Avg Win / Avg Loss 0.606 0.6851 0.5034 0.5519 0.6503 0.4323
Largest Winning Trade 8905 8521 8905 9266 7342 9266
Largest Losing Trade -28340 -19854 -28340 -29183 -19336 -29183
Avg Bars in Trades 271 290 252 271 290 252
Avg Bars in Winners 180 176 183 180 176 183
Avg Bars in Losers 445 434 466 445 434 466
Bars Traded 24446 13090 11356 24446 13090 11356
Profit Streak 2.3807 0 16.0057 2.3807 0 16.0057
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -99081 -581387 312896 -479469 -581387 -65141
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736825400000,
    "first_datapoint_time": 1737178200000,
    "last_datapoint_time": 1759324500000,
    "evaluation_time": 1759324996090,
    "expiration_time": 1765804500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 196,
            "offset": 197
        }
    }
}
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": [
        [
            29492.9701716807,
            -15893.6684034018,
            45386.6385750826,
            9483.3735132599,
            -19205.1883979876,
            28688.5619112475
        ],
        [
            29.49297,
            -15.893668,
            45.386639,
            9.483374,
            -19.205188,
            28.688562
        ],
        [
            0.113252,
            -0.061031,
            0.174282,
            0.034797,
            -0.081856,
            0.0969
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -53049,
            -40258,
            -37565,
            -56312,
            -35584,
            -43807
        ],
        [
            1.153327,
            0.856424,
            1.555841,
            1.050454,
            0.812932,
            1.336344
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            59,
            25,
            34,
            59,
            25,
            34
        ],
        [
            31,
            20,
            11,
            31,
            20,
            11
        ],
        [
            65.555556,
            55.555556,
            75.555556,
            65.555556,
            55.555556,
            75.555556
        ],
        [
            0.605986,
            0.685139,
            0.50336,
            0.551934,
            0.650346,
            0.432346
        ],
        [
            8905,
            8521,
            8905,
            9266,
            7342,
            9266
        ],
        [
            -28340,
            -19854,
            -28340,
            -29183,
            -19336,
            -29183
        ],
        [
            271,
            290,
            252,
            271,
            290,
            252
        ],
        [
            180,
            176,
            183,
            180,
            176,
            183
        ],
        [
            445,
            434,
            466,
            445,
            434,
            466
        ],
        [
            24446,
            13090,
            11356,
            24446,
            13090,
            11356
        ],
        [
            2.380742,
            0,
            16.005742,
            2.380742,
            0,
            16.005742
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -99081,
            -581387,
            312896,
            -479469,
            -581387,
            -65141
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736825400000,
    "first_datapoint_time": 1737178200000,
    "last_datapoint_time": 1759324500000,
    "evaluation_time": 1759324996090,
    "expiration_time": 1765804500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 196,
            "offset": 197
        }
    }
}

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)