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Trade: SAND/USDT/480/PWMA/LINREG/3753

Strategy
SAND/USDT/480/PWMA/LINREG/3753
Pair
SAND_USDT
Interval
8h
Score
415548
Daily Profit
0.774545
Profit Factor
5.471384
Profitability
33.333333
Streak
0.000000
Best Strategy
Training Data Length
1869.670000
Evaluation Time
2025-09-26 21:51
Expiration Time
2025-11-21 20:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1417573.177 1448143.9092 -30570.7322 445418.2731 685745.6728 -240327.3997
Total P&L (%) 1417.5732 1448.1439 -30.5707 445.4183 685.7457 -240.3274
Avg Daily Profit (%) 0.7582 0.7745 -0.0164 0.0908 0.1103 0
Buy And Hold Return (%) 470.1352 470.1352 470.1352 470.1352 470.1352 470.1352
Max Trade Drawdown -133957 -117795 -130628 -1003699 -961731 -737915
Profit Factor 3.3383 5.4714 0.8917 1.1018 1.2852 0.8781
Total Trades 66 33 33 66 33 33
Winning Trades 24 11 13 24 11 13
Losing Trades 42 22 20 42 22 20
Profitability (%) 36.3636 33.3333 39.3939 36.3636 33.3333 39.3939
Ratio Avg Win / Avg Loss 5.8421 10.9428 1.3719 1.9282 2.5704 1.3509
Largest Winning Trade 1084869 1084869 65761 1076225 1076225 474551
Largest Losing Trade -52983 -36226 -52983 -369885 -310665 -369885
Avg Bars in Trades 79 66 93 79 66 93
Avg Bars in Winners 131 109 150 131 109 150
Avg Bars in Losers 50 45 56 50 45 56
Bars Traded 5277 2195 3082 5277 2195 3082
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 -117986 415548 -583260 -479069 -73797 -583260
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5609,
    "evaluation_days": 1869.67,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1602201600000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758912664914,
    "expiration_time": 1763748576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 168,
            "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": [
        [
            1417573.1770155483,
            1448143.9092446873,
            -30570.7322291388,
            445418.2731059197,
            685745.6727914247,
            -240327.399685505
        ],
        [
            1417.573177,
            1448.143909,
            -30.570732,
            445.418273,
            685.745673,
            -240.3274
        ],
        [
            0.758194,
            0.774545,
            -0.016351,
            0.090773,
            0.110319,
            0
        ],
        [
            470.135167,
            470.135167,
            470.135167,
            470.135167,
            470.135167,
            470.135167
        ],
        [
            -133957,
            -117795,
            -130628,
            -1003699,
            -961731,
            -737915
        ],
        [
            3.338323,
            5.471384,
            0.891734,
            1.101801,
            1.285181,
            0.878054
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            24,
            11,
            13,
            24,
            11,
            13
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            36.363636,
            33.333333,
            39.393939,
            36.363636,
            33.333333,
            39.393939
        ],
        [
            5.842065,
            10.942767,
            1.371898,
            1.928152,
            2.570361,
            1.350853
        ],
        [
            1084869,
            1084869,
            65761,
            1076225,
            1076225,
            474551
        ],
        [
            -52983,
            -36226,
            -52983,
            -369885,
            -310665,
            -369885
        ],
        [
            79,
            66,
            93,
            79,
            66,
            93
        ],
        [
            131,
            109,
            150,
            131,
            109,
            150
        ],
        [
            50,
            45,
            56,
            50,
            45,
            56
        ],
        [
            5277,
            2195,
            3082,
            5277,
            2195,
            3082
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -117986,
            415548,
            -583260,
            -479069,
            -73797,
            -583260
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5609,
    "evaluation_days": 1869.67,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1602201600000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758912664914,
    "expiration_time": 1763748576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 168,
            "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)