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Trade: SAND/USDT/720/BBM/PWMA/8781

Strategy
SAND/USDT/720/BBM/PWMA/8781
Pair
SAND_USDT
Interval
12h
Score
648641
Daily Profit
0.286375
Profit Factor
5.031697
Profitability
61.290323
Streak
0.000000
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-28 00:42
Expiration Time
2025-11-19 14:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -973127.3249 89631.2057 -1062758.5306 97783.6377 -20662150.752 20759934.3897
Total P&L (%) -973.1273 89.6312 -1062.7585 97.7836 -20662.1508 20759.9344
Avg Daily Profit (%) -0.5211 0.048 -0.5691 0.0365 0 0.2864
Buy And Hold Return (%) 495.4666 495.4666 495.4666 495.4666 495.4666 495.4666
Max Trade Drawdown -1232533 -248528 -1104126 -17529973 -20979595 -1978542
Profit Factor 0.3971 1.2683 0.1697 1.0034 0.1147 5.0317
Total Trades 62 31 31 62 31 31
Winning Trades 35 16 19 31 12 19
Losing Trades 27 15 12 31 19 12
Profitability (%) 56.4516 51.6129 61.2903 50 38.7097 61.2903
Ratio Avg Win / Avg Loss 0.3063 1.1891 0.1072 1.0034 0.1816 3.1779
Largest Winning Trade 203947 203947 33776 18280142 1474141 18280142
Largest Losing Trade -760170 -61948 -760170 -10966832 -10966832 -1319716
Avg Bars in Trades 57 65 50 57 65 50
Avg Bars in Winners 37 44 31 40 41 40
Avg Bars in Losers 84 88 78 75 81 65
Bars Traded 3595 2042 1553 3595 2042 1553
Profit Streak 20.4043 28.4043 0 20.4043 28.4043 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 -737887 -293990 -579354 -684580 -584668 648641
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3735,
    "evaluation_days": 1867.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1602590400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759009328435,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 203,
            "offset": 190,
            "std": 2.60839
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 121,
            "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": [
        [
            -973127.3249100486,
            89631.2057008609,
            -1062758.5306109097,
            97783.6377484041,
            -20662150.751985755,
            20759934.389734156
        ],
        [
            -973.127325,
            89.631206,
            -1062.758531,
            97.783638,
            -20662.150752,
            20759.93439
        ],
        [
            -0.521086,
            0.047995,
            -0.569081,
            0.036526,
            0,
            0.286375
        ],
        [
            495.466603,
            495.466603,
            495.466603,
            495.466603,
            495.466603,
            495.466603
        ],
        [
            -1232533,
            -248528,
            -1104126,
            -17529973,
            -20979595,
            -1978542
        ],
        [
            0.397096,
            1.268322,
            0.169736,
            1.003432,
            0.114696,
            5.031697
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            35,
            16,
            19,
            31,
            12,
            19
        ],
        [
            27,
            15,
            12,
            31,
            19,
            12
        ],
        [
            56.451613,
            51.612903,
            61.290323,
            50,
            38.709677,
            61.290323
        ],
        [
            0.306331,
            1.189052,
            0.107202,
            1.003432,
            0.181603,
            3.177914
        ],
        [
            203947,
            203947,
            33776,
            18280142,
            1474141,
            18280142
        ],
        [
            -760170,
            -61948,
            -760170,
            -10966832,
            -10966832,
            -1319716
        ],
        [
            57,
            65,
            50,
            57,
            65,
            50
        ],
        [
            37,
            44,
            31,
            40,
            41,
            40
        ],
        [
            84,
            88,
            78,
            75,
            81,
            65
        ],
        [
            3595,
            2042,
            1553,
            3595,
            2042,
            1553
        ],
        [
            20.404264,
            28.404264,
            0,
            20.404264,
            28.404264,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -737887,
            -293990,
            -579354,
            -684580,
            -584668,
            648641
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3735,
    "evaluation_days": 1867.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1602590400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759009328435,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 203,
            "offset": 190,
            "std": 2.60839
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 121,
            "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)