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Trade: SAND/USDT/360/WMA/MIDPRICE/8039

Strategy
SAND/USDT/360/WMA/MIDPRICE/8039
Pair
SAND_USDT
Interval
6h
Score
316893
Daily Profit
0.715442
Profit Factor
2.638070
Profitability
33.529412
Streak
0.000000
Best Strategy
Training Data Length
1878.500000
Evaluation Time
2025-10-06 02:10
Expiration Time
2025-12-01 04:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1343958.3089 1259050.9829 84907.326 4472698.5442 1035136.2775 3437562.2667
Total P&L (%) 1343.9583 1259.051 84.9073 4472.6985 1035.1363 3437.5623
Avg Daily Profit (%) 0.7154 0.6702 0.0452 0.2037 0.1294 0.19
Buy And Hold Return (%) 455.9152 455.9152 455.9152 455.9152 455.9152 455.9152
Max Trade Drawdown -94534 -71923 -90737 -7319844 -5796233 -3728702
Profit Factor 2.6381 4.0533 1.2081 1.1387 1.0633 1.2162
Total Trades 170 85 85 170 85 85
Winning Trades 57 23 34 57 23 34
Losing Trades 113 62 51 113 62 51
Profitability (%) 33.5294 27.0588 40 33.5294 27.0588 40
Ratio Avg Win / Avg Loss 5.2299 10.9264 1.8121 2.2573 2.8662 1.8243
Largest Winning Trade 548370 548370 59925 5948490 5948490 3888811
Largest Losing Trade -38685 -21640 -38685 -1383565 -1147389 -1383565
Avg Bars in Trades 43 39 47 43 39 47
Avg Bars in Winners 84 75 90 84 75 90
Avg Bars in Losers 22 25 19 22 25 19
Bars Traded 7395 3337 4058 7395 3337 4058
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 316893 -5232 -301899 -64345 -195820 159113
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7514,
    "evaluation_days": 1878.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599631200000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759705822653,
    "expiration_time": 1764556272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 104,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 15,
            "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": [
        [
            1343958.308878914,
            1259050.9829123886,
            84907.3259665248,
            4472698.544156293,
            1035136.2774993682,
            3437562.266656925
        ],
        [
            1343.958309,
            1259.050983,
            84.907326,
            4472.698544,
            1035.136277,
            3437.562267
        ],
        [
            0.715442,
            0.670243,
            0.0452,
            0.203704,
            0.129407,
            0.190014
        ],
        [
            455.915197,
            455.915197,
            455.915197,
            455.915197,
            455.915197,
            455.915197
        ],
        [
            -94534,
            -71923,
            -90737,
            -7319844,
            -5796233,
            -3728702
        ],
        [
            2.63807,
            4.053329,
            1.208056,
            1.138651,
            1.063269,
            1.216231
        ],
        [
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            85,
            85,
            170,
            85,
            85
        ],
        [
            57,
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            34,
            57,
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        ],
        [
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        ],
        [
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            40,
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            27.058824,
            40
        ],
        [
            5.229857,
            10.926366,
            1.812084,
            2.257326,
            2.866203,
            1.824347
        ],
        [
            548370,
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            5948490,
            3888811
        ],
        [
            -38685,
            -21640,
            -38685,
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        ],
        [
            43,
            39,
            47,
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        ],
        [
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            75,
            90,
            84,
            75,
            90
        ],
        [
            22,
            25,
            19,
            22,
            25,
            19
        ],
        [
            7395,
            3337,
            4058,
            7395,
            3337,
            4058
        ],
        [
            0,
            0,
            0,
            0,
            0,
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        ],
        [
            0,
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            0,
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        ],
        [
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        ],
        [
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            -5232,
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            -64345,
            -195820,
            159113
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7514,
    "evaluation_days": 1878.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599631200000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759705822653,
    "expiration_time": 1764556272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 104,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 15,
            "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)