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Trade: SAND/USDT/480/MIDPRICE/PWMA/8930

Strategy
SAND/USDT/480/MIDPRICE/PWMA/8930
Pair
SAND_USDT
Interval
8h
Score
649722
Daily Profit
0.229264
Profit Factor
7.987296
Profitability
59.459459
Streak
0.000000
Best Strategy
Training Data Length
1869.000000
Evaluation Time
2025-09-26 06:53
Expiration Time
2025-11-21 03:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1502721.865 -61683.5826 -1441038.2825 -54968.8895 7124351.3513 -7179320.2407
Total P&L (%) -1502.7219 -61.6836 -1441.0383 -54.9689 7124.3514 -7179.3202
Avg Daily Profit (%) -0.804 -0.033 -0.771 -0.0427 0.2293 0
Buy And Hold Return (%) 552.4348 552.4348 552.4348 552.4348 552.4348 552.4348
Max Trade Drawdown -1755222 -297720 -1468459 -6781940 -756923 -8532964
Profit Factor 0.2911 0.8448 0.1634 0.9951 7.9873 0.3028
Total Trades 73 37 36 73 37 36
Winning Trades 33 13 20 39 22 17
Losing Trades 40 24 16 34 15 19
Profitability (%) 45.2055 35.1351 55.5556 53.4247 59.4595 47.2222
Ratio Avg Win / Avg Loss 0.3529 1.5596 0.1308 0.8676 5.4459 0.3384
Largest Winning Trade 191973 191973 30423 3026144 3026144 852033
Largest Losing Trade -763904 -49710 -763904 -4730676 -756923 -4730676
Avg Bars in Trades 72 48 96 72 48 96
Avg Bars in Winners 51 21 71 85 60 117
Avg Bars in Losers 89 63 128 57 30 78
Bars Traded 5281 1793 3488 5281 1793 3488
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 -658920 -583775 -580059 -656333 649722 -581860

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5607,
    "evaluation_days": 1869,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1603670400000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758858799537,
    "expiration_time": 1763689248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 219,
            "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": [
        [
            -1502721.8650477442,
            -61683.5825752678,
            -1441038.2824724764,
            -54968.8894531418,
            7124351.351261188,
            -7179320.240714327
        ],
        [
            -1502.721865,
            -61.683583,
            -1441.038282,
            -54.968889,
            7124.351351,
            -7179.320241
        ],
        [
            -0.804025,
            -0.033004,
            -0.771021,
            -0.042678,
            0.229264,
            0
        ],
        [
            552.434757,
            552.434757,
            552.434757,
            552.434757,
            552.434757,
            552.434757
        ],
        [
            -1755222,
            -297720,
            -1468459,
            -6781940,
            -756923,
            -8532964
        ],
        [
            0.291147,
            0.844761,
            0.163446,
            0.995143,
            7.987296,
            0.302762
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            33,
            13,
            20,
            39,
            22,
            17
        ],
        [
            40,
            24,
            16,
            34,
            15,
            19
        ],
        [
            45.205479,
            35.135135,
            55.555556,
            53.424658,
            59.459459,
            47.222222
        ],
        [
            0.352906,
            1.559559,
            0.130757,
            0.86756,
            5.445883,
            0.338381
        ],
        [
            191973,
            191973,
            30423,
            3026144,
            3026144,
            852033
        ],
        [
            -763904,
            -49710,
            -763904,
            -4730676,
            -756923,
            -4730676
        ],
        [
            72,
            48,
            96,
            72,
            48,
            96
        ],
        [
            51,
            21,
            71,
            85,
            60,
            117
        ],
        [
            89,
            63,
            128,
            57,
            30,
            78
        ],
        [
            5281,
            1793,
            3488,
            5281,
            1793,
            3488
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -658920,
            -583775,
            -580059,
            -656333,
            649722,
            -581860
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5607,
    "evaluation_days": 1869,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1603670400000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758858799537,
    "expiration_time": 1763689248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 219,
            "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)