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Trade: SAND/USDT/240/HWMA/RMA/3853

Strategy
SAND/USDT/240/HWMA/RMA/3853
Pair
SAND_USDT
Interval
4h
Score
454391
Daily Profit
0.243168
Profit Factor
1.621135
Profitability
60.633484
Streak
0.000000
Best Strategy
Training Data Length
1867.170000
Evaluation Time
2025-09-26 21:06
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 -1877211.7357 -91697.1229 -1785514.6128 -337085.1681 -9558077.8696 9220992.7015
Total P&L (%) -1877.2117 -91.6971 -1785.5146 -337.0852 -9558.0779 9220.9927
Avg Daily Profit (%) -1.0054 -0.0491 -0.9563 0 0 0.2432
Buy And Hold Return (%) 407.6581 407.6581 407.6581 407.6581 407.6581 407.6581
Max Trade Drawdown -2075590 -219781 -1905398 -13422670 -12963877 -7805801
Profit Factor 0.3134 0.8263 0.1907 0.9905 0.5373 1.6211
Total Trades 441 220 221 441 220 221
Winning Trades 337 164 173 255 121 134
Losing Trades 104 56 48 186 99 87
Profitability (%) 76.4172 74.5455 78.2805 57.8231 55 60.6335
Ratio Avg Win / Avg Loss 0.0967 0.2821 0.0529 0.7225 0.4396 1.0525
Largest Winning Trade 23419 23419 14521 13297117 4285102 13297117
Largest Losing Trade -1227452 -60993 -1227452 -5991133 -5635670 -5991133
Avg Bars in Trades 25 30 20 25 30 20
Avg Bars in Winners 6 7 6 15 16 13
Avg Bars in Losers 84 96 69 38 46 29
Bars Traded 11070 6634 4436 11070 6634 4436
Profit Streak 11.2544 37.0877 11.2544 0 0 0
Trades During Streak 2 7 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -573679 -575403 -575596 -577181 -579533 454391

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": 1599048000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758909980805,
    "expiration_time": 1763554896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.7627,
            "nb": 0.528,
            "nc": 0.24686
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 109,
            "offset": 6
        }
    }
}
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": [
        [
            -1877211.7357442698,
            -91697.1229079541,
            -1785514.6128363174,
            -337085.168128293,
            -9558077.869612591,
            9220992.701484311
        ],
        [
            -1877.211736,
            -91.697123,
            -1785.514613,
            -337.085168,
            -9558.07787,
            9220.992701
        ],
        [
            -1.005378,
            -0.04911,
            -0.956268,
            0,
            0,
            0.243168
        ],
        [
            407.65808,
            407.65808,
            407.65808,
            407.65808,
            407.65808,
            407.65808
        ],
        [
            -2075590,
            -219781,
            -1905398,
            -13422670,
            -12963877,
            -7805801
        ],
        [
            0.313371,
            0.826274,
            0.190656,
            0.990506,
            0.537344,
            1.621135
        ],
        [
            441,
            220,
            221,
            441,
            220,
            221
        ],
        [
            337,
            164,
            173,
            255,
            121,
            134
        ],
        [
            104,
            56,
            48,
            186,
            99,
            87
        ],
        [
            76.417234,
            74.545455,
            78.280543,
            57.823129,
            55,
            60.633484
        ],
        [
            0.096708,
            0.282142,
            0.052899,
            0.722487,
            0.439645,
            1.052528
        ],
        [
            23419,
            23419,
            14521,
            13297117,
            4285102,
            13297117
        ],
        [
            -1227452,
            -60993,
            -1227452,
            -5991133,
            -5635670,
            -5991133
        ],
        [
            25,
            30,
            20,
            25,
            30,
            20
        ],
        [
            6,
            7,
            6,
            15,
            16,
            13
        ],
        [
            84,
            96,
            69,
            38,
            46,
            29
        ],
        [
            11070,
            6634,
            4436,
            11070,
            6634,
            4436
        ],
        [
            11.254407,
            37.087741,
            11.254407,
            0,
            0,
            0
        ],
        [
            2,
            7,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -573679,
            -575403,
            -575596,
            -577181,
            -579533,
            454391
        ]
    ]
}
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": 1599048000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758909980805,
    "expiration_time": 1763554896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.7627,
            "nb": 0.528,
            "nc": 0.24686
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 109,
            "offset": 6
        }
    }
}

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)