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Trade: SAND/USDT/480/HWMA/WMA/7523

Strategy
SAND/USDT/480/HWMA/WMA/7523
Pair
SAND_USDT
Interval
8h
Score
762086
Daily Profit
0.249770
Profit Factor
7.407145
Profitability
70.454545
Streak
169.345086
Best Strategy
Training Data Length
1881.000000
Evaluation Time
2025-10-08 11:16
Expiration Time
2025-12-03 12:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1716648.1926 -87680.856 -1628967.3366 18538.516 10810491.8075 -10791953.2915
Total P&L (%) -1716.6482 -87.6809 -1628.9673 18.5385 10810.4918 -10791.9533
Avg Daily Profit (%) -0.9126 -0.0466 -0.866 0.009 0.2498 0
Buy And Hold Return (%) 549.3792 549.3792 549.3792 549.3792 549.3792 549.3792
Max Trade Drawdown -1931550 -217131 -1738346 -10080895 -1042819 -13016111
Profit Factor 0.2459 0.7519 0.1529 1.001 7.4071 0.346
Total Trades 88 44 44 88 44 44
Winning Trades 62 28 34 52 31 21
Losing Trades 26 16 10 36 13 23
Profitability (%) 70.4545 63.6364 77.2727 59.0909 70.4545 47.7273
Ratio Avg Win / Avg Loss 0.1031 0.4297 0.045 0.693 3.1062 0.379
Largest Winning Trade 33021 33021 23915 4067999 4067999 2166057
Largest Losing Trade -895724 -58324 -895724 -10080895 -692905 -10080895
Avg Bars in Trades 60 71 50 60 71 50
Avg Bars in Winners 24 27 22 74 82 63
Avg Bars in Losers 146 147 146 41 44 39
Bars Traded 5364 3134 2230 5364 3134 2230
Profit Streak 156.3451 169.3451 156.3451 156.3451 169.3451 156.3451
Trades During Streak 13 7 6 13 7 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575980 -577484 -575742 -564554 762086 -580161
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5643,
    "evaluation_days": 1881,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1603411200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759911415444,
    "expiration_time": 1764757152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.04573
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 210,
            "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": [
        [
            -1716648.1926223603,
            -87680.855989011,
            -1628967.3366333498,
            18538.5159704669,
            10810491.80750542,
            -10791953.291534951
        ],
        [
            -1716.648193,
            -87.680856,
            -1628.967337,
            18.538516,
            10810.491808,
            -10791.953292
        ],
        [
            -0.912625,
            -0.046614,
            -0.866011,
            0.009042,
            0.24977,
            0
        ],
        [
            549.379162,
            549.379162,
            549.379162,
            549.379162,
            549.379162,
            549.379162
        ],
        [
            -1931550,
            -217131,
            -1738346,
            -10080895,
            -1042819,
            -13016111
        ],
        [
            0.245884,
            0.751926,
            0.15287,
            1.001019,
            7.407145,
            0.346027
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            62,
            28,
            34,
            52,
            31,
            21
        ],
        [
            26,
            16,
            10,
            36,
            13,
            23
        ],
        [
            70.454545,
            63.636364,
            77.272727,
            59.090909,
            70.454545,
            47.727273
        ],
        [
            0.103113,
            0.429672,
            0.044962,
            0.693013,
            3.106222,
            0.378982
        ],
        [
            33021,
            33021,
            23915,
            4067999,
            4067999,
            2166057
        ],
        [
            -895724,
            -58324,
            -895724,
            -10080895,
            -692905,
            -10080895
        ],
        [
            60,
            71,
            50,
            60,
            71,
            50
        ],
        [
            24,
            27,
            22,
            74,
            82,
            63
        ],
        [
            146,
            147,
            146,
            41,
            44,
            39
        ],
        [
            5364,
            3134,
            2230,
            5364,
            3134,
            2230
        ],
        [
            156.345086,
            169.345086,
            156.345086,
            156.345086,
            169.345086,
            156.345086
        ],
        [
            13,
            7,
            6,
            13,
            7,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575980,
            -577484,
            -575742,
            -564554,
            762086,
            -580161
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5643,
    "evaluation_days": 1881,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1603411200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759911415444,
    "expiration_time": 1764757152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.04573
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 210,
            "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)