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Trade: SAND/USDT/360/FWMA/T3/9048

Strategy
SAND/USDT/360/FWMA/T3/9048
Pair
SAND_USDT
Interval
6h
Score
540085
Daily Profit
0.251695
Profit Factor
2.797286
Profitability
58.974359
Streak
0.000000
Best Strategy
Training Data Length
1878.000000
Evaluation Time
2025-10-05 09:12
Expiration Time
2025-11-30 16:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1331829.6195 -15690.018 -1316139.6015 -205158.0002 -11332084.2732 11126926.273
Total P&L (%) -1331.8296 -15.69 -1316.1396 -205.158 -11332.0843 11126.9263
Avg Daily Profit (%) -0.7092 -0.0084 -0.7008 0 0 0.2517
Buy And Hold Return (%) 526.4232 526.4232 526.4232 526.4232 526.4232 526.4232
Max Trade Drawdown -1478433 -161831 -1402207 -11213678 -11561931 -3112649
Profit Factor 0.2675 0.9429 0.1473 0.9903 0.2412 2.7973
Total Trades 77 38 39 77 38 39
Winning Trades 57 28 29 39 16 23
Losing Trades 20 10 10 38 22 16
Profitability (%) 74.026 73.6842 74.359 50.6494 42.1053 58.9744
Ratio Avg Win / Avg Loss 0.0939 0.3367 0.0508 0.9649 0.3316 1.9459
Largest Winning Trade 31108 27534 31108 12674974 1025178 12674974
Largest Losing Trade -890018 -74876 -890018 -8317708 -8317708 -1995942
Avg Bars in Trades 92 98 85 92 98 85
Avg Bars in Winners 30 24 36 66 65 67
Avg Bars in Losers 268 307 229 118 122 112
Bars Traded 7104 3756 3349 7104 3756 3349
Profit Streak 33.7585 162.2585 33.7585 0 0 0
Trades During Streak 8 7 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -622031 -576225 -576097 -626971 -583835 540085
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7512,
    "evaluation_days": 1878,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1602633600000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759644736776,
    "expiration_time": 1764511776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 243,
            "offset": 0,
            "a": 0.69421
        }
    }
}
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": [
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            -15690.0179937832,
            -1316139.6015314516,
            -205158.000197964,
            -11332084.273152579,
            11126926.272954613
        ],
        [
            -1331.82962,
            -15.690018,
            -1316.139602,
            -205.158,
            -11332.084273,
            11126.926273
        ],
        [
            -0.709174,
            -0.008355,
            -0.70082,
            0,
            0,
            0.251695
        ],
        [
            526.423191,
            526.423191,
            526.423191,
            526.423191,
            526.423191,
            526.423191
        ],
        [
            -1478433,
            -161831,
            -1402207,
            -11213678,
            -11561931,
            -3112649
        ],
        [
            0.267481,
            0.942855,
            0.147349,
            0.990288,
            0.241188,
            2.797286
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            57,
            28,
            29,
            39,
            16,
            23
        ],
        [
            20,
            10,
            10,
            38,
            22,
            16
        ],
        [
            74.025974,
            73.684211,
            74.358974,
            50.649351,
            42.105263,
            58.974359
        ],
        [
            0.093853,
            0.336734,
            0.05081,
            0.964896,
            0.331633,
            1.945938
        ],
        [
            31108,
            27534,
            31108,
            12674974,
            1025178,
            12674974
        ],
        [
            -890018,
            -74876,
            -890018,
            -8317708,
            -8317708,
            -1995942
        ],
        [
            92,
            98,
            85,
            92,
            98,
            85
        ],
        [
            30,
            24,
            36,
            66,
            65,
            67
        ],
        [
            268,
            307,
            229,
            118,
            122,
            112
        ],
        [
            7104,
            3756,
            3349,
            7104,
            3756,
            3349
        ],
        [
            33.758527,
            162.258527,
            33.758527,
            0,
            0,
            0
        ],
        [
            8,
            7,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -622031,
            -576225,
            -576097,
            -626971,
            -583835,
            540085
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7512,
    "evaluation_days": 1878,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1602633600000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759644736776,
    "expiration_time": 1764511776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 243,
            "offset": 0,
            "a": 0.69421
        }
    }
}

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)