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Trade: SAND/USDT/480/HWMA/HILO/4726

Strategy
SAND/USDT/480/HWMA/HILO/4726
Pair
SAND_USDT
Interval
8h
Score
518607
Daily Profit
0.256887
Profit Factor
2.458398
Profitability
54.867257
Streak
26.120343
Best Strategy
Training Data Length
1873.670000
Evaluation Time
2025-09-30 21:53
Expiration Time
2025-11-25 23:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1353016.7061 -56015.2485 -1297001.4576 -250716.6428 -12387629.0111 12136912.3683
Total P&L (%) -1353.0167 -56.0152 -1297.0015 -250.7166 -12387.629 12136.9124
Avg Daily Profit (%) -0.7221 -0.0299 -0.6922 0 0 0.2569
Buy And Hold Return (%) 269.6879 269.6879 269.6879 269.6879 269.6879 269.6879
Max Trade Drawdown -1563310 -287917 -1417138 -12085891 -12659038 -2617299
Profit Factor 0.4257 0.9018 0.2736 0.989 0.1455 2.4584
Total Trades 226 113 113 226 113 113
Winning Trades 130 56 74 112 50 62
Losing Trades 96 57 39 114 63 51
Profitability (%) 57.5221 49.5575 65.4867 49.5575 44.2478 54.8673
Ratio Avg Win / Avg Loss 0.3143 0.9179 0.1442 1.0067 0.1833 2.0222
Largest Winning Trade 28788 28788 28645 14167329 239567 14167329
Largest Losing Trade -616912 -48593 -616912 -3278628 -3278628 -2092785
Avg Bars in Trades 24 25 23 24 25 23
Avg Bars in Winners 11 10 12 17 17 17
Avg Bars in Losers 41 41 43 31 32 29
Bars Traded 5533 2931 2602 5533 2931 2602
Profit Streak 0 26.787 0 22.787 0 26.1203
Trades During Streak 0 1 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578342 -580384 -578746 -577275 -582990 518607
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5621,
    "evaluation_days": 1873.67,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1598889600000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759258397672,
    "expiration_time": 1764104544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.6609,
            "nc": 0.08967
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 30
        }
    }
}
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": [
        [
            -1353016.706111693,
            -56015.2484622562,
            -1297001.4576494368,
            -250716.6428260115,
            -12387629.01113335,
            12136912.368307335
        ],
        [
            -1353.016706,
            -56.015248,
            -1297.001458,
            -250.716643,
            -12387.629011,
            12136.912368
        ],
        [
            -0.722121,
            -0.029896,
            -0.692225,
            0,
            0,
            0.256887
        ],
        [
            269.687879,
            269.687879,
            269.687879,
            269.687879,
            269.687879,
            269.687879
        ],
        [
            -1563310,
            -287917,
            -1417138,
            -12085891,
            -12659038,
            -2617299
        ],
        [
            0.425676,
            0.901772,
            0.273627,
            0.989013,
            0.145475,
            2.458398
        ],
        [
            226,
            113,
            113,
            226,
            113,
            113
        ],
        [
            130,
            56,
            74,
            112,
            50,
            62
        ],
        [
            96,
            57,
            39,
            114,
            63,
            51
        ],
        [
            57.522124,
            49.557522,
            65.486726,
            49.557522,
            44.247788,
            54.867257
        ],
        [
            0.314346,
            0.917875,
            0.144209,
            1.006674,
            0.183298,
            2.022231
        ],
        [
            28788,
            28788,
            28645,
            14167329,
            239567,
            14167329
        ],
        [
            -616912,
            -48593,
            -616912,
            -3278628,
            -3278628,
            -2092785
        ],
        [
            24,
            25,
            23,
            24,
            25,
            23
        ],
        [
            11,
            10,
            12,
            17,
            17,
            17
        ],
        [
            41,
            41,
            43,
            31,
            32,
            29
        ],
        [
            5533,
            2931,
            2602,
            5533,
            2931,
            2602
        ],
        [
            0,
            26.78701,
            0,
            22.78701,
            0,
            26.120343
        ],
        [
            0,
            1,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -578342,
            -580384,
            -578746,
            -577275,
            -582990,
            518607
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5621,
    "evaluation_days": 1873.67,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1598889600000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759258397672,
    "expiration_time": 1764104544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.6609,
            "nc": 0.08967
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 30
        }
    }
}

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)