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Trade: SAND/USDT/720/BBM/HMA/5513

Strategy
SAND/USDT/720/BBM/HMA/5513
Pair
SAND_USDT
Interval
12h
Score
307182
Daily Profit
0.920518
Profit Factor
4.027036
Profitability
30.120482
Streak
0.000000
Best Strategy
Training Data Length
1872.500000
Evaluation Time
2025-09-29 16:49
Expiration Time
2025-11-24 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1723669.4468 1649063.4052 74606.0416 3809757.9505 1333176.4611 2476581.4894
Total P&L (%) 1723.6694 1649.0634 74.606 3809.758 1333.1765 2476.5815
Avg Daily Profit (%) 0.9205 0.8807 0.0398 0.196 0.1423 0.1737
Buy And Hold Return (%) 516.3811 516.3811 516.3811 516.3811 516.3811 516.3811
Max Trade Drawdown -120797 -77330 -58637 -9849112 -6761658 -4892111
Profit Factor 4.027 6.5976 1.2715 1.1665 1.1044 1.245
Total Trades 83 42 41 83 42 41
Winning Trades 25 10 15 25 10 15
Losing Trades 58 32 26 58 32 26
Profitability (%) 30.1205 23.8095 36.5854 30.1205 23.8095 36.5854
Ratio Avg Win / Avg Loss 9.3427 21.1124 2.2039 2.7063 3.534 2.158
Largest Winning Trade 1068936 1068936 58162 7122510 7122510 4469747
Largest Losing Trade -45378 -30380 -45378 -1971709 -1560040 -1971709
Avg Bars in Trades 42 34 51 42 34 51
Avg Bars in Winners 103 100 105 103 100 105
Avg Bars in Losers 16 14 19 16 14 19
Bars Traded 3552 1452 2100 3552 1452 2100
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 307182 -16193 -309620 -37264 -145770 71131
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3745,
    "evaluation_days": 1872.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1602028800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759153765489,
    "expiration_time": 1764000720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 162,
            "offset": 0,
            "std": 1.56521
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 15,
            "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": [
        [
            1723669.4468246505,
            1649063.4051885998,
            74606.0416360503,
            3809757.9505152605,
            1333176.4610691648,
            2476581.4894460905
        ],
        [
            1723.669447,
            1649.063405,
            74.606042,
            3809.757951,
            1333.176461,
            2476.581489
        ],
        [
            0.920518,
            0.880675,
            0.039843,
            0.195976,
            0.14229,
            0.173665
        ],
        [
            516.381112,
            516.381112,
            516.381112,
            516.381112,
            516.381112,
            516.381112
        ],
        [
            -120797,
            -77330,
            -58637,
            -9849112,
            -6761658,
            -4892111
        ],
        [
            4.027036,
            6.597614,
            1.271469,
            1.166506,
            1.104379,
            1.245011
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            25,
            10,
            15,
            25,
            10,
            15
        ],
        [
            58,
            32,
            26,
            58,
            32,
            26
        ],
        [
            30.120482,
            23.809524,
            36.585366,
            30.120482,
            23.809524,
            36.585366
        ],
        [
            9.342724,
            21.112364,
            2.203879,
            2.706295,
            3.534012,
            2.158019
        ],
        [
            1068936,
            1068936,
            58162,
            7122510,
            7122510,
            4469747
        ],
        [
            -45378,
            -30380,
            -45378,
            -1971709,
            -1560040,
            -1971709
        ],
        [
            42,
            34,
            51,
            42,
            34,
            51
        ],
        [
            103,
            100,
            105,
            103,
            100,
            105
        ],
        [
            16,
            14,
            19,
            16,
            14,
            19
        ],
        [
            3552,
            1452,
            2100,
            3552,
            1452,
            2100
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307182,
            -16193,
            -309620,
            -37264,
            -145770,
            71131
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3745,
    "evaluation_days": 1872.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1602028800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759153765489,
    "expiration_time": 1764000720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 162,
            "offset": 0,
            "std": 1.56521
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 15,
            "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)