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Trade: SAND/USDT/720/DEMA/SINWMA/4458

Strategy
SAND/USDT/720/DEMA/SINWMA/4458
Pair
SAND_USDT
Interval
12h
Score
520988
Daily Profit
0.233670
Profit Factor
2.896843
Profitability
55.172414
Streak
0.000000
Best Strategy
Training Data Length
1878.000000
Evaluation Time
2025-10-05 15:00
Expiration Time
2025-11-30 10:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1340540.9312 -23881.0287 -1316659.9026 -189587.8762 -8099041.7995 7909453.9233
Total P&L (%) -1340.5409 -23.881 -1316.6599 -189.5879 -8099.0418 7909.4539
Avg Daily Profit (%) -0.7138 -0.0127 -0.7011 0 0 0.2337
Buy And Hold Return (%) 634.0858 634.0858 634.0858 634.0858 634.0858 634.0858
Max Trade Drawdown -1537209 -169825 -1422467 -7651722 -8480380 -1777068
Profit Factor 0.2545 0.9079 0.1444 0.9863 0.1641 2.8968
Total Trades 57 28 29 57 28 29
Winning Trades 44 21 23 28 12 16
Losing Trades 13 7 6 29 16 13
Profitability (%) 77.193 75 79.3103 49.1228 42.8571 55.1724
Ratio Avg Win / Avg Loss 0.0752 0.3026 0.0377 1.0215 0.2188 2.3537
Largest Winning Trade 31854 26288 31854 9460013 288252 9460013
Largest Losing Trade -860638 -69850 -860638 -5282210 -5282210 -1734360
Avg Bars in Trades 61 73 50 61 73 50
Avg Bars in Winners 22 18 25 45 45 46
Avg Bars in Losers 196 240 146 77 95 55
Bars Traded 3528 2067 1461 3528 2067 1461
Profit Streak 157.0003 157.0003 256.0003 0 0 0
Trades During Streak 13 6 7 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -755120 -597151 -575590 -758952 -604611 520988
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3756,
    "evaluation_days": 1878,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1605268800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759665622158,
    "expiration_time": 1764490176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 11,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 183,
            "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": [
        [
            -1340540.9312296654,
            -23881.0286738593,
            -1316659.9025558056,
            -189587.8761629571,
            -8099041.79947718,
            7909453.92331422
        ],
        [
            -1340.540931,
            -23.881029,
            -1316.659903,
            -189.587876,
            -8099.041799,
            7909.453923
        ],
        [
            -0.713813,
            -0.012716,
            -0.701097,
            0,
            0,
            0.23367
        ],
        [
            634.085848,
            634.085848,
            634.085848,
            634.085848,
            634.085848,
            634.085848
        ],
        [
            -1537209,
            -169825,
            -1422467,
            -7651722,
            -8480380,
            -1777068
        ],
        [
            0.254544,
            0.907941,
            0.1444,
            0.98632,
            0.164067,
            2.896843
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            44,
            21,
            23,
            28,
            12,
            16
        ],
        [
            13,
            7,
            6,
            29,
            16,
            13
        ],
        [
            77.192982,
            75,
            79.310345,
            49.122807,
            42.857143,
            55.172414
        ],
        [
            0.075206,
            0.302647,
            0.037669,
            1.021545,
            0.218755,
            2.353685
        ],
        [
            31854,
            26288,
            31854,
            9460013,
            288252,
            9460013
        ],
        [
            -860638,
            -69850,
            -860638,
            -5282210,
            -5282210,
            -1734360
        ],
        [
            61,
            73,
            50,
            61,
            73,
            50
        ],
        [
            22,
            18,
            25,
            45,
            45,
            46
        ],
        [
            196,
            240,
            146,
            77,
            95,
            55
        ],
        [
            3528,
            2067,
            1461,
            3528,
            2067,
            1461
        ],
        [
            157.000256,
            157.000256,
            256.000256,
            0,
            0,
            0
        ],
        [
            13,
            6,
            7,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -755120,
            -597151,
            -575590,
            -758952,
            -604611,
            520988
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3756,
    "evaluation_days": 1878,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1605268800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759665622158,
    "expiration_time": 1764490176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 11,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 183,
            "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)