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Trade: SAND/USDT/360/FWMA/DCM/3082

Strategy
SAND/USDT/360/FWMA/DCM/3082
Pair
SAND_USDT
Interval
6h
Score
556696
Daily Profit
0.820698
Profit Factor
3.050908
Profitability
47.692308
Streak
15.080330
Best Strategy
Training Data Length
1867.250000
Evaluation Time
2025-09-27 04:55
Expiration Time
2025-11-19 14:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1532448.5096 1530524.0303 1924.4793 556684.8846 1464032.3085 -907347.4239
Total P&L (%) 1532.4485 1530.524 1.9245 556.6849 1464.0323 -907.3474
Avg Daily Profit (%) 0.8207 0.8197 0.001 0.1008 0.1474 0
Buy And Hold Return (%) 632.419 632.419 632.419 632.419 632.419 632.419
Max Trade Drawdown -127996 -84865 -93320 -7240317 -2085938 -5852307
Profit Factor 3.0509 6.2253 1.0042 1.0298 1.2345 0.927
Total Trades 130 65 65 130 65 65
Winning Trades 62 27 35 62 27 35
Losing Trades 68 38 30 68 38 30
Profitability (%) 47.6923 41.5385 53.8462 47.6923 41.5385 53.8462
Ratio Avg Win / Avg Loss 3.3462 8.7615 0.8608 1.1295 1.7374 0.7946
Largest Winning Trade 974290 974290 58039 2521956 2521956 1675964
Largest Losing Trade -64411 -31744 -64411 -4900129 -767390 -4900129
Avg Bars in Trades 54 54 54 54 54 54
Avg Bars in Winners 76 81 72 76 81 72
Avg Bars in Losers 34 35 33 34 35 33
Bars Traded 7058 3545 3513 7058 3545 3513
Profit Streak 15.0803 59.0803 15.0803 15.0803 59.0803 15.0803
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 556696 -116647 -705339 -410932 -134153 -711374
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7469,
    "evaluation_days": 1867.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1605333600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758938140541,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 169,
            "offset": 199
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 229,
            "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": [
        [
            1532448.509615036,
            1530524.030292469,
            1924.4793225665,
            556684.8846438312,
            1464032.3085186474,
            -907347.42387482
        ],
        [
            1532.44851,
            1530.52403,
            1.924479,
            556.684885,
            1464.032309,
            -907.347424
        ],
        [
            0.820698,
            0.819667,
            0.001031,
            0.100843,
            0.147376,
            0
        ],
        [
            632.419025,
            632.419025,
            632.419025,
            632.419025,
            632.419025,
            632.419025
        ],
        [
            -127996,
            -84865,
            -93320,
            -7240317,
            -2085938,
            -5852307
        ],
        [
            3.050908,
            6.225308,
            1.004236,
            1.029805,
            1.234452,
            0.92702
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            62,
            27,
            35,
            62,
            27,
            35
        ],
        [
            68,
            38,
            30,
            68,
            38,
            30
        ],
        [
            47.692308,
            41.538462,
            53.846154,
            47.692308,
            41.538462,
            53.846154
        ],
        [
            3.346157,
            8.761545,
            0.860774,
            1.129464,
            1.737377,
            0.794588
        ],
        [
            974290,
            974290,
            58039,
            2521956,
            2521956,
            1675964
        ],
        [
            -64411,
            -31744,
            -64411,
            -4900129,
            -767390,
            -4900129
        ],
        [
            54,
            54,
            54,
            54,
            54,
            54
        ],
        [
            76,
            81,
            72,
            76,
            81,
            72
        ],
        [
            34,
            35,
            33,
            34,
            35,
            33
        ],
        [
            7058,
            3545,
            3513,
            7058,
            3545,
            3513
        ],
        [
            15.08033,
            59.08033,
            15.08033,
            15.08033,
            59.08033,
            15.08033
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            556696,
            -116647,
            -705339,
            -410932,
            -134153,
            -711374
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7469,
    "evaluation_days": 1867.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1605333600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758938140541,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 169,
            "offset": 199
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 229,
            "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)