← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: SAND/USDT/480/SINWMA/MIDPRICE/3600

Strategy
SAND/USDT/480/SINWMA/MIDPRICE/3600
Pair
SAND_USDT
Interval
8h
Score
732640
Daily Profit
0.972172
Profit Factor
6.442305
Profitability
52.777778
Streak
122.108002
Best Strategy
Training Data Length
1872.330000
Evaluation Time
2025-09-29 13:35
Expiration Time
2025-11-24 14:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1867432.3934 1820226.8681 47205.5252 2234919.5163 935819.105 1299100.4112
Total P&L (%) 1867.4324 1820.2269 47.2055 2234.9195 935.8191 1299.1004
Avg Daily Profit (%) 0.9974 0.9722 0.0252 0.1684 0.1249 0.141
Buy And Hold Return (%) 481.2765 481.2765 481.2765 481.2765 481.2765 481.2765
Max Trade Drawdown -85788 -111277 -68658 -3601871 -3140847 -853253
Profit Factor 4.547 6.4423 1.2458 1.2056 1.114 1.4882
Total Trades 73 36 37 73 36 37
Winning Trades 40 19 21 40 19 21
Losing Trades 33 17 16 33 17 16
Profitability (%) 54.7945 52.7778 56.7568 54.7945 52.7778 56.7568
Ratio Avg Win / Avg Loss 3.7513 5.7642 0.9492 0.9946 0.9967 1.1338
Largest Winning Trade 1362619 1362619 44431 3101156 3101156 764596
Largest Losing Trade -55102 -46507 -55102 -1781571 -1781571 -694944
Avg Bars in Trades 72 107 37 72 107 37
Avg Bars in Winners 88 126 54 88 126 54
Avg Bars in Losers 52 87 15 52 87 15
Bars Traded 5281 3883 1398 5281 3883 1398
Profit Streak 111.7747 122.108 111.7747 111.7747 122.108 111.7747
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -55949 732640 -325437 -70462 -128945 -5070
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5617,
    "evaluation_days": 1872.33,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1602691200000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759142131340,
    "expiration_time": 1763985888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 185,
            "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": [
        [
            1867432.3933930362,
            1820226.8681445357,
            47205.5252484996,
            2234919.5162654268,
            935819.1050166674,
            1299100.4112487591
        ],
        [
            1867.432393,
            1820.226868,
            47.205525,
            2234.919516,
            935.819105,
            1299.100411
        ],
        [
            0.997384,
            0.972172,
            0.025212,
            0.168411,
            0.124937,
            0.141015
        ],
        [
            481.276503,
            481.276503,
            481.276503,
            481.276503,
            481.276503,
            481.276503
        ],
        [
            -85788,
            -111277,
            -68658,
            -3601871,
            -3140847,
            -853253
        ],
        [
            4.547029,
            6.442305,
            1.245838,
            1.205591,
            1.113992,
            1.488162
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            54.794521,
            52.777778,
            56.756757,
            54.794521,
            52.777778,
            56.756757
        ],
        [
            3.751299,
            5.764168,
            0.94921,
            0.994612,
            0.99673,
            1.133837
        ],
        [
            1362619,
            1362619,
            44431,
            3101156,
            3101156,
            764596
        ],
        [
            -55102,
            -46507,
            -55102,
            -1781571,
            -1781571,
            -694944
        ],
        [
            72,
            107,
            37,
            72,
            107,
            37
        ],
        [
            88,
            126,
            54,
            88,
            126,
            54
        ],
        [
            52,
            87,
            15,
            52,
            87,
            15
        ],
        [
            5281,
            3883,
            1398,
            5281,
            3883,
            1398
        ],
        [
            111.774668,
            122.108002,
            111.774668,
            111.774668,
            122.108002,
            111.774668
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -55949,
            732640,
            -325437,
            -70462,
            -128945,
            -5070
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5617,
    "evaluation_days": 1872.33,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1602691200000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759142131340,
    "expiration_time": 1763985888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 185,
            "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)