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Trade: SAND/USDT/360/SINWMA/HWMA/4522

Strategy
SAND/USDT/360/SINWMA/HWMA/4522
Pair
SAND_USDT
Interval
6h
Score
340014
Daily Profit
0.648500
Profit Factor
2.679349
Profitability
38.582677
Streak
0.000000
Best Strategy
Training Data Length
1867.250000
Evaluation Time
2025-09-27 07:37
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 1155537.985 1210911.5693 -55373.5843 187187.7991 560460.5439 -373272.7448
Total P&L (%) 1155.538 1210.9116 -55.3736 187.1878 560.4605 -373.2727
Avg Daily Profit (%) 0.6188 0.6485 -0.0297 0.0565 0.1012 0
Buy And Hold Return (%) 502.2336 502.2336 502.2336 502.2336 502.2336 502.2336
Max Trade Drawdown -126477 -153149 -175451 -977167 -857078 -716505
Profit Factor 1.7771 2.6793 0.9277 1.0307 1.1925 0.8831
Total Trades 508 254 254 508 254 254
Winning Trades 207 98 109 207 98 109
Losing Trades 301 156 145 301 156 145
Profitability (%) 40.748 38.5827 42.9134 40.748 38.5827 42.9134
Ratio Avg Win / Avg Loss 2.5841 4.2651 1.2341 1.4987 1.8982 1.1748
Largest Winning Trade 644793 644793 61279 776720 776720 307212
Largest Losing Trade -49861 -17655 -49861 -288345 -114871 -288345
Avg Bars in Trades 14 11 16 14 11 16
Avg Bars in Winners 23 18 27 23 18 27
Avg Bars in Losers 8 7 9 8 7 9
Bars Traded 7219 2949 4270 7219 2949 4270
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 339786 340014 -580816 -470697 -198313 -580816
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": 1602655200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758947840979,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 244,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.71002,
            "nc": 0.43928
        }
    }
}
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": [
        [
            1155537.9850411012,
            1210911.5693304196,
            -55373.5842893179,
            187187.799091847,
            560460.543871235,
            -373272.744779387
        ],
        [
            1155.537985,
            1210.911569,
            -55.373584,
            187.187799,
            560.460544,
            -373.272745
        ],
        [
            0.618845,
            0.6485,
            -0.029655,
            0.056514,
            0.10115,
            0
        ],
        [
            502.233565,
            502.233565,
            502.233565,
            502.233565,
            502.233565,
            502.233565
        ],
        [
            -126477,
            -153149,
            -175451,
            -977167,
            -857078,
            -716505
        ],
        [
            1.777124,
            2.679349,
            0.9277,
            1.030661,
            1.192476,
            0.883106
        ],
        [
            508,
            254,
            254,
            508,
            254,
            254
        ],
        [
            207,
            98,
            109,
            207,
            98,
            109
        ],
        [
            301,
            156,
            145,
            301,
            156,
            145
        ],
        [
            40.748031,
            38.582677,
            42.913386,
            40.748031,
            38.582677,
            42.913386
        ],
        [
            2.584127,
            4.265086,
            1.234096,
            1.49869,
            1.898228,
            1.174774
        ],
        [
            644793,
            644793,
            61279,
            776720,
            776720,
            307212
        ],
        [
            -49861,
            -17655,
            -49861,
            -288345,
            -114871,
            -288345
        ],
        [
            14,
            11,
            16,
            14,
            11,
            16
        ],
        [
            23,
            18,
            27,
            23,
            18,
            27
        ],
        [
            8,
            7,
            9,
            8,
            7,
            9
        ],
        [
            7219,
            2949,
            4270,
            7219,
            2949,
            4270
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339786,
            340014,
            -580816,
            -470697,
            -198313,
            -580816
        ]
    ]
}
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": 1602655200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758947840979,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 244,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.71002,
            "nc": 0.43928
        }
    }
}

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)