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Trade: SAND/USDT/480/FWMA/SINWMA/5072

Strategy
SAND/USDT/480/FWMA/SINWMA/5072
Pair
SAND_USDT
Interval
8h
Score
618897
Daily Profit
0.178021
Profit Factor
3.919988
Profitability
62.162162
Streak
158.532356
Best Strategy
Training Data Length
1871.000000
Evaluation Time
2025-09-28 07:46
Expiration Time
2025-11-23 05:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1647153.7499 -121802.1895 -1525351.5604 -99356.8442 2687720.1641 -2787077.0082
Total P&L (%) -1647.1538 -121.8022 -1525.3516 -99.3568 2687.7202 -2787.077
Avg Daily Profit (%) -0.8804 -0.0651 -0.8153 -0.2694 0.178 0
Buy And Hold Return (%) 446.646 446.646 446.646 446.646 446.646 446.646
Max Trade Drawdown -1830124 -252141 -1620714 -3800372 -800595 -3080899
Profit Factor 0.2183 0.6554 0.1302 0.9841 3.92 0.4766
Total Trades 75 37 38 75 37 38
Winning Trades 55 25 30 41 23 18
Losing Trades 20 12 8 34 14 20
Profitability (%) 73.3333 67.5676 78.9474 54.6667 62.1622 47.3684
Ratio Avg Win / Avg Loss 0.0794 0.3146 0.0347 0.8161 2.3861 0.5296
Largest Winning Trade 34767 34767 21119 2080336 1691392 2080336
Largest Losing Trade -895724 -57162 -895724 -2592085 -800595 -2592085
Avg Bars in Trades 71 86 56 71 86 56
Avg Bars in Winners 23 25 21 97 114 76
Avg Bars in Losers 201 212 185 38 40 37
Bars Traded 5326 3194 2132 5326 3194 2132
Profit Streak 158.5324 158.5324 274.5324 158.5324 158.5324 337.5324
Trades During Streak 11 5 7 11 5 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -637170 -577083 -575574 -639590 618897 -580343
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5613,
    "evaluation_days": 1871,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1602547200000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759034795524,
    "expiration_time": 1763867232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 86,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 180,
            "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": [
        [
            -1647153.7499306551,
            -121802.1895256343,
            -1525351.560405021,
            -99356.8441814369,
            2687720.1640587337,
            -2787077.008240171
        ],
        [
            -1647.15375,
            -121.80219,
            -1525.35156,
            -99.356844,
            2687.720164,
            -2787.077008
        ],
        [
            -0.88036,
            -0.0651,
            -0.81526,
            -0.269361,
            0.178021,
            0
        ],
        [
            446.64601,
            446.64601,
            446.64601,
            446.64601,
            446.64601,
            446.64601
        ],
        [
            -1830124,
            -252141,
            -1620714,
            -3800372,
            -800595,
            -3080899
        ],
        [
            0.21828,
            0.655387,
            0.130182,
            0.984092,
            3.919988,
            0.476635
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            55,
            25,
            30,
            41,
            23,
            18
        ],
        [
            20,
            12,
            8,
            34,
            14,
            20
        ],
        [
            73.333333,
            67.567568,
            78.947368,
            54.666667,
            62.162162,
            47.368421
        ],
        [
            0.079375,
            0.314586,
            0.034715,
            0.816076,
            2.38608,
            0.529595
        ],
        [
            34767,
            34767,
            21119,
            2080336,
            1691392,
            2080336
        ],
        [
            -895724,
            -57162,
            -895724,
            -2592085,
            -800595,
            -2592085
        ],
        [
            71,
            86,
            56,
            71,
            86,
            56
        ],
        [
            23,
            25,
            21,
            97,
            114,
            76
        ],
        [
            201,
            212,
            185,
            38,
            40,
            37
        ],
        [
            5326,
            3194,
            2132,
            5326,
            3194,
            2132
        ],
        [
            158.532356,
            158.532356,
            274.532356,
            158.532356,
            158.532356,
            337.532356
        ],
        [
            11,
            5,
            7,
            11,
            5,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -637170,
            -577083,
            -575574,
            -639590,
            618897,
            -580343
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5613,
    "evaluation_days": 1871,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1602547200000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759034795524,
    "expiration_time": 1763867232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 86,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 180,
            "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)