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Trade: SAND/USDT/360/SINWMA/DCM/3830

Strategy
SAND/USDT/360/SINWMA/DCM/3830
Pair
SAND_USDT
Interval
6h
Score
343049
Daily Profit
0.808851
Profit Factor
3.355227
Profitability
34.939759
Streak
0.000000
Best Strategy
Training Data Length
1876.000000
Evaluation Time
2025-10-03 11:52
Expiration Time
2025-11-28 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1517403.8166 1505174.7056 12229.111 833052.7151 1070146.2538 -237093.5387
Total P&L (%) 1517.4038 1505.1747 12.2291 833.0527 1070.1463 -237.0935
Avg Daily Profit (%) 0.8089 0.8023 0.0065 0.1191 0.1312 0
Buy And Hold Return (%) 472.9293 472.9293 472.9293 472.9293 472.9293 472.9293
Max Trade Drawdown -118500 -118684 -83196 -2308824 -2145016 -1270496
Profit Factor 3.3552 5.401 1.0405 1.1074 1.2566 0.9339
Total Trades 83 42 41 83 42 41
Winning Trades 29 12 17 29 12 17
Losing Trades 54 30 24 54 30 24
Profitability (%) 34.9398 28.5714 41.4634 34.9398 28.5714 41.4634
Ratio Avg Win / Avg Loss 6.2477 13.5024 1.4689 2.062 3.1415 1.3185
Largest Winning Trade 1027767 1027767 62831 2523921 2523921 690419
Largest Losing Trade -39557 -29872 -39557 -1094154 -512641 -1094154
Avg Bars in Trades 87 75 99 87 75 99
Avg Bars in Winners 160 153 164 160 153 164
Avg Bars in Losers 48 43 54 48 43 54
Bars Traded 7259 3160 4099 7259 3160 4099
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 343049 153988 -529198 -150498 -35692 -582395
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7504,
    "evaluation_days": 1876,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600927200000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759481578199,
    "expiration_time": 1764333792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 21,
            "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": [
        [
            1517403.8166262887,
            1505174.7056177165,
            12229.1110085713,
            833052.7150975424,
            1070146.2537927332,
            -237093.5386951921
        ],
        [
            1517.403817,
            1505.174706,
            12.229111,
            833.052715,
            1070.146254,
            -237.093539
        ],
        [
            0.808851,
            0.802332,
            0.006519,
            0.119116,
            0.131201,
            0
        ],
        [
            472.929293,
            472.929293,
            472.929293,
            472.929293,
            472.929293,
            472.929293
        ],
        [
            -118500,
            -118684,
            -83196,
            -2308824,
            -2145016,
            -1270496
        ],
        [
            3.355227,
            5.400976,
            1.040459,
            1.107363,
            1.256581,
            0.933929
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            29,
            12,
            17,
            29,
            12,
            17
        ],
        [
            54,
            30,
            24,
            54,
            30,
            24
        ],
        [
            34.939759,
            28.571429,
            41.463415,
            34.939759,
            28.571429,
            41.463415
        ],
        [
            6.247664,
            13.50244,
            1.468883,
            2.061985,
            3.141451,
            1.318488
        ],
        [
            1027767,
            1027767,
            62831,
            2523921,
            2523921,
            690419
        ],
        [
            -39557,
            -29872,
            -39557,
            -1094154,
            -512641,
            -1094154
        ],
        [
            87,
            75,
            99,
            87,
            75,
            99
        ],
        [
            160,
            153,
            164,
            160,
            153,
            164
        ],
        [
            48,
            43,
            54,
            48,
            43,
            54
        ],
        [
            7259,
            3160,
            4099,
            7259,
            3160,
            4099
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343049,
            153988,
            -529198,
            -150498,
            -35692,
            -582395
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7504,
    "evaluation_days": 1876,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600927200000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759481578199,
    "expiration_time": 1764333792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 21,
            "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)