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Trade: SAND/USDT/480/WMA/KCU/7520

Strategy
SAND/USDT/480/WMA/KCU/7520
Pair
SAND_USDT
Interval
8h
Score
432312
Daily Profit
0.817237
Profit Factor
2.763612
Profitability
35.096154
Streak
83.865756
Best Strategy
Training Data Length
1871.000000
Evaluation Time
2025-09-28 07:46
Expiration Time
2025-11-23 05:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1529050.0143 1574891.8898 -45841.8755 199394.0038 705151.3687 -505757.3649
Total P&L (%) 1529.05 1574.8919 -45.8419 199.394 705.1514 -505.7574
Avg Daily Profit (%) 0.8172 0.8417 -0.0245 0.0586 0.1115 0
Buy And Hold Return (%) 424.3393 424.3393 424.3393 424.3393 424.3393 424.3393
Max Trade Drawdown -209816 -217776 -68292 -4161967 -3837072 -888664
Profit Factor 2.7636 4.0147 0.867 1.0219 1.1276 0.8583
Total Trades 208 104 104 208 104 104
Winning Trades 73 29 44 73 29 44
Losing Trades 135 75 60 135 75 60
Profitability (%) 35.0962 27.8846 42.3077 35.0962 27.8846 42.3077
Ratio Avg Win / Avg Loss 5.1108 10.3829 1.1822 1.8899 2.9163 1.1704
Largest Winning Trade 1015230 1015230 22167 3808040 3808040 421741
Largest Losing Trade -38214 -38214 -26315 -1063431 -1063431 -888664
Avg Bars in Trades 25 41 10 25 41 10
Avg Bars in Winners 41 86 12 41 86 12
Avg Bars in Losers 17 24 8 17 24 8
Bars Traded 5383 4313 1070 5383 4313 1070
Profit Streak 83.8658 84.1991 0 83.8658 84.1991 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 432312 35123 -582102 -479585 -148656 -582102
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5613,
    "evaluation_days": 1871,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1601856000000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759034801358,
    "expiration_time": 1763867232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 6,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            1529050.014314686,
            1574891.8897794394,
            -45841.8754647529,
            199394.0037776267,
            705151.3687191352,
            -505757.3649415091
        ],
        [
            1529.050014,
            1574.89189,
            -45.841875,
            199.394004,
            705.151369,
            -505.757365
        ],
        [
            0.817237,
            0.841738,
            -0.024501,
            0.058627,
            0.111546,
            0
        ],
        [
            424.339304,
            424.339304,
            424.339304,
            424.339304,
            424.339304,
            424.339304
        ],
        [
            -209816,
            -217776,
            -68292,
            -4161967,
            -3837072,
            -888664
        ],
        [
            2.763612,
            4.014716,
            0.86697,
            1.021924,
            1.127623,
            0.858307
        ],
        [
            208,
            104,
            104,
            208,
            104,
            104
        ],
        [
            73,
            29,
            44,
            73,
            29,
            44
        ],
        [
            135,
            75,
            60,
            135,
            75,
            60
        ],
        [
            35.096154,
            27.884615,
            42.307692,
            35.096154,
            27.884615,
            42.307692
        ],
        [
            5.11079,
            10.382887,
            1.182232,
            1.88986,
            2.916266,
            1.170418
        ],
        [
            1015230,
            1015230,
            22167,
            3808040,
            3808040,
            421741
        ],
        [
            -38214,
            -38214,
            -26315,
            -1063431,
            -1063431,
            -888664
        ],
        [
            25,
            41,
            10,
            25,
            41,
            10
        ],
        [
            41,
            86,
            12,
            41,
            86,
            12
        ],
        [
            17,
            24,
            8,
            17,
            24,
            8
        ],
        [
            5383,
            4313,
            1070,
            5383,
            4313,
            1070
        ],
        [
            83.865756,
            84.19909,
            0,
            83.865756,
            84.19909,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            432312,
            35123,
            -582102,
            -479585,
            -148656,
            -582102
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5613,
    "evaluation_days": 1871,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1601856000000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759034801358,
    "expiration_time": 1763867232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 6,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)