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Trade: SAND/USDT/360/PWMA/DCU/4151

Strategy
SAND/USDT/360/PWMA/DCU/4151
Pair
SAND_USDT
Interval
6h
Score
551047
Daily Profit
0.975894
Profit Factor
3.167668
Profitability
46.902655
Streak
0.000000
Best Strategy
Training Data Length
1867.250000
Evaluation Time
2025-09-26 04:46
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 1822238.2755 1877232.9387 -54994.6633 211270.1284 975460.3876 -764190.2592
Total P&L (%) 1822.2383 1877.2329 -54.9947 211.2701 975.4604 -764.1903
Avg Daily Profit (%) 0.9759 1.0053 -0.0295 0.0608 0.1273 0
Buy And Hold Return (%) 619.0104 619.0104 619.0104 619.0104 619.0104 619.0104
Max Trade Drawdown -250157 -216861 -79419 -7546942 -6406035 -1774279
Profit Factor 3.1677 4.5386 0.8227 1.0138 1.1014 0.866
Total Trades 113 56 57 113 56 57
Winning Trades 53 26 27 53 26 27
Losing Trades 60 30 30 60 30 30
Profitability (%) 46.9027 46.4286 47.3684 46.9027 46.4286 47.3684
Ratio Avg Win / Avg Loss 3.586 5.2368 0.9141 1.1477 1.2708 0.9622
Largest Winning Trade 1379591 1379591 41557 5113347 5113347 1760393
Largest Losing Trade -57039 -57039 -26776 -1950530 -1950530 -1488478
Avg Bars in Trades 61 96 27 61 96 27
Avg Bars in Winners 72 115 30 72 115 30
Avg Bars in Losers 53 80 25 53 80 25
Bars Traded 7000 5428 1572 7000 5428 1572
Profit Streak 0 90.8237 0 0 90.8237 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 551047 -163166 -761578 -483743 -322269 -761578

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": 1600711200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758851169565,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 55,
            "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": [
        [
            1822238.2754819372,
            1877232.9387455839,
            -54994.6632636465,
            211270.1283663057,
            975460.3875779803,
            -764190.259211675
        ],
        [
            1822.238275,
            1877.232939,
            -54.994663,
            211.270128,
            975.460388,
            -764.190259
        ],
        [
            0.975894,
            1.005346,
            -0.029452,
            0.060829,
            0.127291,
            0
        ],
        [
            619.010417,
            619.010417,
            619.010417,
            619.010417,
            619.010417,
            619.010417
        ],
        [
            -250157,
            -216861,
            -79419,
            -7546942,
            -6406035,
            -1774279
        ],
        [
            3.167668,
            4.538568,
            0.822677,
            1.013788,
            1.101389,
            0.865969
        ],
        [
            113,
            56,
            57,
            113,
            56,
            57
        ],
        [
            53,
            26,
            27,
            53,
            26,
            27
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            46.902655,
            46.428571,
            47.368421,
            46.902655,
            46.428571,
            47.368421
        ],
        [
            3.58604,
            5.23681,
            0.914085,
            1.147685,
            1.270833,
            0.962187
        ],
        [
            1379591,
            1379591,
            41557,
            5113347,
            5113347,
            1760393
        ],
        [
            -57039,
            -57039,
            -26776,
            -1950530,
            -1950530,
            -1488478
        ],
        [
            61,
            96,
            27,
            61,
            96,
            27
        ],
        [
            72,
            115,
            30,
            72,
            115,
            30
        ],
        [
            53,
            80,
            25,
            53,
            80,
            25
        ],
        [
            7000,
            5428,
            1572,
            7000,
            5428,
            1572
        ],
        [
            0,
            90.823722,
            0,
            0,
            90.823722,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            551047,
            -163166,
            -761578,
            -483743,
            -322269,
            -761578
        ]
    ]
}
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": 1600711200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758851169565,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 55,
            "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)