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Trade: SAND/USDT/360/BBU/FWMA/2888

Strategy
SAND/USDT/360/BBU/FWMA/2888
Pair
SAND_USDT
Interval
6h
Score
330321
Daily Profit
0.172681
Profit Factor
1.246585
Profitability
78.787879
Streak
49.318257
Best Strategy
Training Data Length
1873.250000
Evaluation Time
2025-09-30 16:38
Expiration Time
2025-11-25 18:44

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1415192.1367 27616.1627 -1442808.2994 2693328.2835 260400.9504 2432927.3331
Total P&L (%) -1415.1921 27.6162 -1442.8083 2693.3283 260.401 2432.9273
Avg Daily Profit (%) -0.7555 0.0147 -0.7702 0.1779 0.0685 0.1727
Buy And Hold Return (%) 441.1282 441.1282 441.1282 441.1282 441.1282 441.1282
Max Trade Drawdown -1625461 -6537 -822505 -5699394 -188075 -5530610
Profit Factor 0.2324 2.7388 0.2106 1.2598 1.5199 1.2466
Total Trades 67 34 33 67 34 33
Winning Trades 44 20 24 44 18 26
Losing Trades 23 14 9 23 16 7
Profitability (%) 65.6716 58.8235 72.7273 65.6716 52.9412 78.7879
Ratio Avg Win / Avg Loss 0.1215 1.9172 0.079 0.6585 1.351 0.3356
Largest Winning Trade 70549 12939 70549 1736453 165277 1736453
Largest Losing Trade -817381 -3049 -817381 -5530610 -94631 -5530610
Avg Bars in Trades 107 1 217 107 1 217
Avg Bars in Winners 103 1 188 115 1 194
Avg Bars in Losers 115 1 294 93 1 304
Bars Traded 7215 37 7178 7215 37 7178
Profit Streak 49.3183 87.3183 49.3183 49.3183 87.3183 49.3183
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -698329 -331059 -577293 -112127 -264270 330321
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7493,
    "evaluation_days": 1873.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1601013600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759239497389,
    "expiration_time": 1764089064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 176,
            "offset": 0,
            "std": 4.79297
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 168,
            "offset": 0
        }
    }
}
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": [
        [
            -1415192.1367201754,
            27616.1627154086,
            -1442808.2994355836,
            2693328.2835454904,
            260400.9504376737,
            2432927.3331078147
        ],
        [
            -1415.192137,
            27.616163,
            -1442.808299,
            2693.328284,
            260.40095,
            2432.927333
        ],
        [
            -0.755474,
            0.014742,
            -0.770217,
            0.177914,
            0.068463,
            0.172681
        ],
        [
            441.128231,
            441.128231,
            441.128231,
            441.128231,
            441.128231,
            441.128231
        ],
        [
            -1625461,
            -6537,
            -822505,
            -5699394,
            -188075,
            -5530610
        ],
        [
            0.232371,
            2.73884,
            0.210591,
            1.259789,
            1.519885,
            1.246585
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            44,
            20,
            24,
            44,
            18,
            26
        ],
        [
            23,
            14,
            9,
            23,
            16,
            7
        ],
        [
            65.671642,
            58.823529,
            72.727273,
            65.671642,
            52.941176,
            78.787879
        ],
        [
            0.121467,
            1.917188,
            0.078972,
            0.658526,
            1.351009,
            0.335619
        ],
        [
            70549,
            12939,
            70549,
            1736453,
            165277,
            1736453
        ],
        [
            -817381,
            -3049,
            -817381,
            -5530610,
            -94631,
            -5530610
        ],
        [
            107,
            1,
            217,
            107,
            1,
            217
        ],
        [
            103,
            1,
            188,
            115,
            1,
            194
        ],
        [
            115,
            1,
            294,
            93,
            1,
            304
        ],
        [
            7215,
            37,
            7178,
            7215,
            37,
            7178
        ],
        [
            49.318257,
            87.318257,
            49.318257,
            49.318257,
            87.318257,
            49.318257
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -698329,
            -331059,
            -577293,
            -112127,
            -264270,
            330321
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7493,
    "evaluation_days": 1873.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1601013600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759239497389,
    "expiration_time": 1764089064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 176,
            "offset": 0,
            "std": 4.79297
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 168,
            "offset": 0
        }
    }
}

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)