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Trade: SAND/USDT/360/SSF/PWMA/6229

Strategy
SAND/USDT/360/SSF/PWMA/6229
Pair
SAND_USDT
Interval
6h
Score
508597
Daily Profit
0.222007
Profit Factor
2.716949
Profitability
55.555556
Streak
0.000000
Best Strategy
Training Data Length
1873.750000
Evaluation Time
2025-10-01 06:05
Expiration Time
2025-11-26 07:06

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -939866.088 108670.4139 -1048536.5019 427064.3302 -5849705.1265 6276769.4568
Total P&L (%) -939.8661 108.6704 -1048.5365 427.0643 -5849.7051 6276.7695
Avg Daily Profit (%) -0.5016 0.058 -0.5596 0.0887 0 0.222
Buy And Hold Return (%) 479.1792 479.1792 479.1792 479.1792 479.1792 479.1792
Max Trade Drawdown -1106951 -151515 -1075637 -5315504 -6412121 -1655713
Profit Factor 0.4237 1.3134 0.1834 1.034 0.343 2.7169
Total Trades 72 36 36 72 36 36
Winning Trades 36 18 18 36 16 20
Losing Trades 36 18 18 36 20 16
Profitability (%) 50 50 50 50 44.4444 55.5556
Ratio Avg Win / Avg Loss 0.4237 1.3134 0.1834 1.034 0.4288 2.1736
Largest Winning Trade 139532 139532 37940 5585735 485548 5585735
Largest Losing Trade -688115 -60108 -688115 -3409358 -3409358 -853332
Avg Bars in Trades 98 108 87 98 108 87
Avg Bars in Winners 77 88 66 80 86 75
Avg Bars in Losers 118 128 108 115 126 102
Bars Traded 7058 3906 3152 7058 3906 3152
Profit Streak 23.6289 31.1289 0 23.6289 31.1289 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -664010 -280552 -580780 -506610 -582400 508597
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7495,
    "evaluation_days": 1873.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1602720000000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759287941176,
    "expiration_time": 1764133560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 183,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 247,
            "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": [
        [
            -939866.0879837897,
            108670.4139030857,
            -1048536.5018868753,
            427064.3302499104,
            -5849705.126541262,
            6276769.456791174
        ],
        [
            -939.866088,
            108.670414,
            -1048.536502,
            427.06433,
            -5849.705127,
            6276.769457
        ],
        [
            -0.501596,
            0.057996,
            -0.559593,
            0.088747,
            0,
            0.222007
        ],
        [
            479.179205,
            479.179205,
            479.179205,
            479.179205,
            479.179205,
            479.179205
        ],
        [
            -1106951,
            -151515,
            -1075637,
            -5315504,
            -6412121,
            -1655713
        ],
        [
            0.423669,
            1.313434,
            0.183424,
            1.034003,
            0.34301,
            2.716949
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            36,
            18,
            18,
            36,
            16,
            20
        ],
        [
            36,
            18,
            18,
            36,
            20,
            16
        ],
        [
            50,
            50,
            50,
            50,
            44.444444,
            55.555556
        ],
        [
            0.423669,
            1.313434,
            0.183424,
            1.034003,
            0.428763,
            2.173559
        ],
        [
            139532,
            139532,
            37940,
            5585735,
            485548,
            5585735
        ],
        [
            -688115,
            -60108,
            -688115,
            -3409358,
            -3409358,
            -853332
        ],
        [
            98,
            108,
            87,
            98,
            108,
            87
        ],
        [
            77,
            88,
            66,
            80,
            86,
            75
        ],
        [
            118,
            128,
            108,
            115,
            126,
            102
        ],
        [
            7058,
            3906,
            3152,
            7058,
            3906,
            3152
        ],
        [
            23.628949,
            31.128949,
            0,
            23.628949,
            31.128949,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -664010,
            -280552,
            -580780,
            -506610,
            -582400,
            508597
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7495,
    "evaluation_days": 1873.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1602720000000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759287941176,
    "expiration_time": 1764133560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 183,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 247,
            "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)