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Trade: SAND/USDT/480/SWMA/SINWMA/3741

Strategy
SAND/USDT/480/SWMA/SINWMA/3741
Pair
SAND_USDT
Interval
8h
Score
338782
Daily Profit
0.626742
Profit Factor
2.788100
Profitability
38.947368
Streak
0.000000
Best Strategy
Training Data Length
1876.330000
Evaluation Time
2025-10-03 16:37
Expiration Time
2025-11-28 16:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1175973.9077 1136185.9739 39787.9338 1635097.0955 248742.5622 1386354.5333
Total P&L (%) 1175.9739 1136.186 39.7879 1635.0971 248.7426 1386.3545
Avg Daily Profit (%) 0.6267 0.6055 0.0212 0.1522 0.0666 0.1439
Buy And Hold Return (%) 469.3434 469.3434 469.3434 469.3434 469.3434 469.3434
Max Trade Drawdown -99079 -109956 -85904 -2908849 -2948150 -1048620
Profit Factor 2.7881 4.2056 1.1312 1.143 1.0353 1.3167
Total Trades 95 48 47 95 48 47
Winning Trades 37 15 22 37 15 22
Losing Trades 58 33 25 58 33 25
Profitability (%) 38.9474 31.25 46.8085 38.9474 31.25 46.8085
Ratio Avg Win / Avg Loss 4.3705 9.2524 1.2855 1.7918 2.2776 1.4962
Largest Winning Trade 539542 539542 54162 2214171 2214171 1027484
Largest Losing Trade -38327 -32386 -38327 -1016319 -1016319 -647359
Avg Bars in Trades 57 51 63 57 51 63
Avg Bars in Winners 99 96 101 99 96 101
Avg Bars in Losers 30 31 30 30 31 30
Bars Traded 5464 2476 2988 5464 2476 2988
Profit Streak 0 0 51.2343 0 0 51.2343
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338782 267471 -407099 -61178 -457617 -4027
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5629,
    "evaluation_days": 1876.33,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1599580800000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759498643290,
    "expiration_time": 1764341856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 25,
            "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": [
        [
            1175973.907707375,
            1136185.9738607896,
            39787.933846586,
            1635097.095457607,
            248742.5622040592,
            1386354.5332535459
        ],
        [
            1175.973908,
            1136.185974,
            39.787934,
            1635.097095,
            248.742562,
            1386.354533
        ],
        [
            0.626742,
            0.605536,
            0.021205,
            0.152202,
            0.066597,
            0.143943
        ],
        [
            469.34336,
            469.34336,
            469.34336,
            469.34336,
            469.34336,
            469.34336
        ],
        [
            -99079,
            -109956,
            -85904,
            -2908849,
            -2948150,
            -1048620
        ],
        [
            2.7881,
            4.205621,
            1.131213,
            1.143031,
            1.035263,
            1.31668
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            37,
            15,
            22,
            37,
            15,
            22
        ],
        [
            58,
            33,
            25,
            58,
            33,
            25
        ],
        [
            38.947368,
            31.25,
            46.808511,
            38.947368,
            31.25,
            46.808511
        ],
        [
            4.370535,
            9.252366,
            1.28547,
            1.791778,
            2.277578,
            1.496227
        ],
        [
            539542,
            539542,
            54162,
            2214171,
            2214171,
            1027484
        ],
        [
            -38327,
            -32386,
            -38327,
            -1016319,
            -1016319,
            -647359
        ],
        [
            57,
            51,
            63,
            57,
            51,
            63
        ],
        [
            99,
            96,
            101,
            99,
            96,
            101
        ],
        [
            30,
            31,
            30,
            30,
            31,
            30
        ],
        [
            5464,
            2476,
            2988,
            5464,
            2476,
            2988
        ],
        [
            0,
            0,
            51.234297,
            0,
            0,
            51.234297
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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            1.45
        ],
        [
            338782,
            267471,
            -407099,
            -61178,
            -457617,
            -4027
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5629,
    "evaluation_days": 1876.33,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1599580800000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759498643290,
    "expiration_time": 1764341856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 25,
            "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)