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Trade: SAND/USDT/480/FWMA/WMA/7624

Strategy
SAND/USDT/480/FWMA/WMA/7624
Pair
SAND_USDT
Interval
8h
Score
746197
Daily Profit
0.205277
Profit Factor
9.074176
Profitability
70.212766
Streak
79.532360
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 -2007375.9746 -168531.6845 -1838844.2901 -87948.2341 4537690.4184 -4625638.6525
Total P&L (%) -2007.376 -168.5317 -1838.8443 -87.9482 4537.6904 -4625.6387
Avg Daily Profit (%) -1.0729 -0.0901 -0.9828 -0.113 0.2053 0
Buy And Hold Return (%) 581.1364 581.1364 581.1364 581.1364 581.1364 581.1364
Max Trade Drawdown -2167693 -270972 -1933864 -4025189 -463607 -5124469
Profit Factor 0.175 0.5299 0.1137 0.9892 9.0742 0.389
Total Trades 95 47 48 95 47 48
Winning Trades 67 29 38 55 33 22
Losing Trades 28 18 10 40 14 26
Profitability (%) 70.5263 61.7021 79.1667 57.8947 70.2128 45.8333
Ratio Avg Win / Avg Loss 0.0731 0.3289 0.0299 0.7194 3.8497 0.4598
Largest Winning Trade 15664 15664 12275 2128736 1723516 2128736
Largest Losing Trade -1149387 -58585 -1149387 -3985740 -207766 -3985740
Avg Bars in Trades 56 66 45 56 66 45
Avg Bars in Winners 16 16 16 71 79 59
Avg Bars in Losers 150 147 156 34 36 33
Bars Traded 5328 3140 2188 5328 3140 2188
Profit Streak 43.5324 79.5324 43.5324 43.5324 79.5324 43.5324
Trades During Streak 6 4 3 6 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576016 -577764 -575486 -577931 746197 -580888
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5613,
    "evaluation_days": 1871,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1603296000000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759034795935,
    "expiration_time": 1763867232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 206,
            "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": [
        [
            -2007375.9745681845,
            -168531.6844836893,
            -1838844.2900844952,
            -87948.2341075214,
            4537690.418397491,
            -4625638.652505013
        ],
        [
            -2007.375975,
            -168.531684,
            -1838.84429,
            -87.948234,
            4537.690418,
            -4625.638653
        ],
        [
            -1.072889,
            -0.090076,
            -0.982814,
            -0.113028,
            0.205277,
            0
        ],
        [
            581.136358,
            581.136358,
            581.136358,
            581.136358,
            581.136358,
            581.136358
        ],
        [
            -2167693,
            -270972,
            -1933864,
            -4025189,
            -463607,
            -5124469
        ],
        [
            0.175032,
            0.529924,
            0.113706,
            0.989186,
            9.074176,
            0.38903
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            67,
            29,
            38,
            55,
            33,
            22
        ],
        [
            28,
            18,
            10,
            40,
            14,
            26
        ],
        [
            70.526316,
            61.702128,
            79.166667,
            57.894737,
            70.212766,
            45.833333
        ],
        [
            0.073148,
            0.328919,
            0.029923,
            0.719408,
            3.849651,
            0.459763
        ],
        [
            15664,
            15664,
            12275,
            2128736,
            1723516,
            2128736
        ],
        [
            -1149387,
            -58585,
            -1149387,
            -3985740,
            -207766,
            -3985740
        ],
        [
            56,
            66,
            45,
            56,
            66,
            45
        ],
        [
            16,
            16,
            16,
            71,
            79,
            59
        ],
        [
            150,
            147,
            156,
            34,
            36,
            33
        ],
        [
            5328,
            3140,
            2188,
            5328,
            3140,
            2188
        ],
        [
            43.53236,
            79.53236,
            43.53236,
            43.53236,
            79.53236,
            43.53236
        ],
        [
            6,
            4,
            3,
            6,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576016,
            -577764,
            -575486,
            -577931,
            746197,
            -580888
        ]
    ]
}
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": 1603296000000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759034795935,
    "expiration_time": 1763867232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 206,
            "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)