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Trade: SAND/USDT/15/WMA/KCB/8518

Strategy
SAND/USDT/15/WMA/KCB/8518
Pair
SAND_USDT
Interval
15m
Score
396424
Daily Profit
0.229588
Profit Factor
1.683213
Profitability
81.632653
Streak
10.188576
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-25 11:01
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 70691.282 10901.8745 59789.4075 64430.463 23777.7308 40652.7322
Total P&L (%) 70.6913 10.9019 59.7894 64.4305 23.7777 40.6527
Avg Daily Profit (%) 0.2715 0.0419 0.2296 0.1912 0.0819 0.1311
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -44540 -41317 -28462 -42330 -36264 -37040
Profit Factor 1.3684 1.1044 1.6832 1.2897 1.228 1.3441
Total Trades 97 48 49 97 48 49
Winning Trades 69 29 40 69 29 40
Losing Trades 28 19 9 28 19 9
Profitability (%) 71.134 60.4167 81.6327 71.134 60.4167 81.6327
Ratio Avg Win / Avg Loss 0.5553 0.7236 0.3787 0.5233 0.8045 0.3024
Largest Winning Trade 10013 10013 9920 9351 9351 9344
Largest Losing Trade -24341 -24341 -21807 -32352 -20326 -32352
Avg Bars in Trades 248 275 221 248 275 221
Avg Bars in Winners 145 139 150 145 139 150
Avg Bars in Losers 500 482 538 500 482 538
Bars Traded 24064 13206 10858 24064 13206 10858
Profit Streak 7.324 0 10.1886 7.324 0 10.1886
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 346597 -381984 396424 291206 -89894 -18108

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736436600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758787292961,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 233,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            70691.2819986658,
            10901.8745104083,
            59789.4074882576,
            64430.4629999265,
            23777.7307626067,
            40652.7322373199
        ],
        [
            70.691282,
            10.901875,
            59.789407,
            64.430463,
            23.777731,
            40.652732
        ],
        [
            0.271451,
            0.041863,
            0.229588,
            0.19115,
            0.081946,
            0.131076
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -44540,
            -41317,
            -28462,
            -42330,
            -36264,
            -37040
        ],
        [
            1.368365,
            1.104431,
            1.683213,
            1.289653,
            1.227988,
            1.344088
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            69,
            29,
            40,
            69,
            29,
            40
        ],
        [
            28,
            19,
            9,
            28,
            19,
            9
        ],
        [
            71.134021,
            60.416667,
            81.632653,
            71.134021,
            60.416667,
            81.632653
        ],
        [
            0.555278,
            0.723592,
            0.378723,
            0.523338,
            0.804544,
            0.30242
        ],
        [
            10013,
            10013,
            9920,
            9351,
            9351,
            9344
        ],
        [
            -24341,
            -24341,
            -21807,
            -32352,
            -20326,
            -32352
        ],
        [
            248,
            275,
            221,
            248,
            275,
            221
        ],
        [
            145,
            139,
            150,
            145,
            139,
            150
        ],
        [
            500,
            482,
            538,
            500,
            482,
            538
        ],
        [
            24064,
            13206,
            10858,
            24064,
            13206,
            10858
        ],
        [
            7.323992,
            0,
            10.188576,
            7.323993,
            0,
            10.188576
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346597,
            -381984,
            396424,
            291206,
            -89894,
            -18108
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736436600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758787292961,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 233,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)