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Trade: SAND/USDT/240/HWMA/MIDPRICE/4262

Strategy
SAND/USDT/240/HWMA/MIDPRICE/4262
Pair
SAND_USDT
Interval
4h
Score
523799
Daily Profit
0.196443
Profit Factor
3.000204
Profitability
46.766169
Streak
28.908114
Best Strategy
Training Data Length
1867.170000
Evaluation Time
2025-09-26 04:47
Expiration Time
2025-11-19 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1668999.4646 -43636.6076 -1625362.857 -73679.7922 3803004.952 -3876684.7442
Total P&L (%) -1668.9995 -43.6366 -1625.3629 -73.6798 3803.005 -3876.6847
Avg Daily Profit (%) -0.8939 -0.0234 -0.8705 -0.0715 0.1964 0
Buy And Hold Return (%) 535.3553 535.3553 535.3553 535.3553 535.3553 535.3553
Max Trade Drawdown -1853619 -185815 -1720662 -5456535 -1020149 -4881656
Profit Factor 0.3358 0.8998 0.2175 0.9925 3.0002 0.5108
Total Trades 403 201 202 403 201 202
Winning Trades 306 151 155 172 94 78
Losing Trades 97 50 47 231 107 124
Profitability (%) 75.9305 75.1244 76.7327 42.6799 46.7662 38.6139
Ratio Avg Win / Avg Loss 0.1064 0.298 0.0659 1.333 3.4151 0.812
Largest Winning Trade 27892 19985 27892 2797666 1883297 2797666
Largest Losing Trade -1046301 -60485 -1046301 -4040914 -335163 -4040914
Avg Bars in Trades 27 31 22 27 31 22
Avg Bars in Winners 8 8 8 39 48 28
Avg Bars in Losers 86 103 68 17 16 18
Bars Traded 10885 6372 4513 10885 6372 4513
Profit Streak 16.5748 28.9081 16.5748 16.5748 28.9081 16.5748
Trades During Streak 4 6 2 4 6 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -573497 -575451 -575464 -578039 523799 -583357

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11203,
    "evaluation_days": 1867.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600041600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758851261088,
    "expiration_time": 1763554896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.82226,
            "nb": 0.77929,
            "nc": 0.12846
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 72,
            "offset": 112
        }
    }
}
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": [
        [
            -1668999.4646241048,
            -43636.6075930656,
            -1625362.8570310392,
            -73679.7922472039,
            3803004.951983282,
            -3876684.744230485
        ],
        [
            -1668.999465,
            -43.636608,
            -1625.362857,
            -73.679792,
            3803.004952,
            -3876.684744
        ],
        [
            -0.893866,
            -0.02337,
            -0.870495,
            -0.071464,
            0.196443,
            0
        ],
        [
            535.355302,
            535.355302,
            535.355302,
            535.355302,
            535.355302,
            535.355302
        ],
        [
            -1853619,
            -185815,
            -1720662,
            -5456535,
            -1020149,
            -4881656
        ],
        [
            0.335781,
            0.899842,
            0.217465,
            0.992501,
            3.000204,
            0.51076
        ],
        [
            403,
            201,
            202,
            403,
            201,
            202
        ],
        [
            306,
            151,
            155,
            172,
            94,
            78
        ],
        [
            97,
            50,
            47,
            231,
            107,
            124
        ],
        [
            75.930521,
            75.124378,
            76.732673,
            42.679901,
            46.766169,
            38.613861
        ],
        [
            0.106441,
            0.297961,
            0.065941,
            1.332952,
            3.415126,
            0.811977
        ],
        [
            27892,
            19985,
            27892,
            2797666,
            1883297,
            2797666
        ],
        [
            -1046301,
            -60485,
            -1046301,
            -4040914,
            -335163,
            -4040914
        ],
        [
            27,
            31,
            22,
            27,
            31,
            22
        ],
        [
            8,
            8,
            8,
            39,
            48,
            28
        ],
        [
            86,
            103,
            68,
            17,
            16,
            18
        ],
        [
            10885,
            6372,
            4513,
            10885,
            6372,
            4513
        ],
        [
            16.574781,
            28.908114,
            16.574781,
            16.574781,
            28.908114,
            16.574781
        ],
        [
            4,
            6,
            2,
            4,
            6,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -573497,
            -575451,
            -575464,
            -578039,
            523799,
            -583357
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11203,
    "evaluation_days": 1867.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600041600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758851261088,
    "expiration_time": 1763554896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.82226,
            "nb": 0.77929,
            "nc": 0.12846
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 72,
            "offset": 112
        }
    }
}

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)