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Trade: SAND/USDT/360/FWMA/PSAR/2417

Strategy
SAND/USDT/360/FWMA/PSAR/2417
Pair
SAND_USDT
Interval
6h
Score
302599
Daily Profit
0.564319
Profit Factor
2.638117
Profitability
35.454545
Streak
8.183257
Best Strategy
Training Data Length
1884.750000
Evaluation Time
2025-10-12 07:23
Expiration Time
2025-12-07 15:01

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1063599.4723 1054929.2209 8670.2514 575121.2556 -105630.989 680752.2446
Total P&L (%) 1063.5995 1054.9292 8.6703 575.1213 -105.631 680.7522
Avg Daily Profit (%) 0.5643 0.5597 0.0046 0.1014 0 0.1091
Buy And Hold Return (%) 422.8967 422.8967 422.8967 422.8967 422.8967 422.8967
Max Trade Drawdown -139710 -120891 -72338 -2438423 -2305473 -940020
Profit Factor 2.6381 4.3563 1.0259 1.0744 0.9739 1.1847
Total Trades 110 55 55 110 55 55
Winning Trades 39 17 22 39 17 22
Losing Trades 71 38 33 71 38 33
Profitability (%) 35.4545 30.9091 40 35.4545 30.9091 40
Ratio Avg Win / Avg Loss 4.8027 9.7376 1.5388 1.956 2.1769 1.7771
Largest Winning Trade 683745 683745 55997 1499088 1499088 1029007
Largest Losing Trade -45711 -24905 -45711 -557985 -545581 -557985
Avg Bars in Trades 65 55 75 65 55 75
Avg Bars in Winners 117 101 129 117 101 129
Avg Bars in Losers 36 34 38 36 34 38
Bars Traded 7172 3038 4135 7172 3038 4135
Profit Streak 8.1833 18.9333 8.1833 8.1833 18.9333 8.1833
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302599 -172354 -726665 -252804 -765197 -255896
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7539,
    "evaluation_days": 1884.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1604923200000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760243033382,
    "expiration_time": 1765112472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 168,
            "offset": 181
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            1063599.4723014922,
            1054929.2208910119,
            8670.2514104797,
            575121.255584229,
            -105630.989043705,
            680752.2446279351
        ],
        [
            1063.599472,
            1054.929221,
            8.670251,
            575.121256,
            -105.630989,
            680.752245
        ],
        [
            0.564319,
            0.559718,
            0.0046,
            0.101376,
            0,
            0.109097
        ],
        [
            422.896699,
            422.896699,
            422.896699,
            422.896699,
            422.896699,
            422.896699
        ],
        [
            -139710,
            -120891,
            -72338,
            -2438423,
            -2305473,
            -940020
        ],
        [
            2.638117,
            4.356303,
            1.025884,
            1.074418,
            0.973874,
            1.184735
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            39,
            17,
            22,
            39,
            17,
            22
        ],
        [
            71,
            38,
            33,
            71,
            38,
            33
        ],
        [
            35.454545,
            30.909091,
            40,
            35.454545,
            30.909091,
            40
        ],
        [
            4.802727,
            9.737618,
            1.538826,
            1.955992,
            2.176896,
            1.777102
        ],
        [
            683745,
            683745,
            55997,
            1499088,
            1499088,
            1029007
        ],
        [
            -45711,
            -24905,
            -45711,
            -557985,
            -545581,
            -557985
        ],
        [
            65,
            55,
            75,
            65,
            55,
            75
        ],
        [
            117,
            101,
            129,
            117,
            101,
            129
        ],
        [
            36,
            34,
            38,
            36,
            34,
            38
        ],
        [
            7172,
            3038,
            4135,
            7172,
            3038,
            4135
        ],
        [
            8.183257,
            18.933257,
            8.183257,
            8.183257,
            18.933257,
            8.183257
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302599,
            -172354,
            -726665,
            -252804,
            -765197,
            -255896
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7539,
    "evaluation_days": 1884.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1604923200000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760243033382,
    "expiration_time": 1765112472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 168,
            "offset": 181
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)