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Trade: SAND/USDT/720/FWMA/BBM/7006

Strategy
SAND/USDT/720/FWMA/BBM/7006
Pair
SAND_USDT
Interval
12h
Score
460668
Daily Profit
0.223601
Profit Factor
2.186528
Profitability
61.764706
Streak
0.000000
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-26 09:32
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 -1427066.26 -52448.5142 -1374617.7458 -134542.386 -6513093.3049 6378550.9188
Total P&L (%) -1427.0663 -52.4485 -1374.6177 -134.5424 -6513.0933 6378.5509
Avg Daily Profit (%) -0.7642 -0.0281 -0.7361 0 0 0.2236
Buy And Hold Return (%) 488.323 488.323 488.323 488.323 488.323 488.323
Max Trade Drawdown -1672114 -218656 -1485678 -6358316 -7141742 -3484381
Profit Factor 0.2712 0.8399 0.1569 0.9904 0.2436 2.1865
Total Trades 67 33 34 67 33 34
Winning Trades 47 21 26 35 14 21
Losing Trades 20 12 8 32 19 13
Profitability (%) 70.1493 63.6364 76.4706 52.2388 42.4242 61.7647
Ratio Avg Win / Avg Loss 0.1154 0.4799 0.0483 0.9055 0.3306 1.3536
Largest Winning Trade 36507 36507 30070 7940886 1258795 7940886
Largest Losing Trade -870240 -59756 -870240 -3235588 -3235588 -3165422
Avg Bars in Trades 52 64 41 52 64 41
Avg Bars in Winners 18 19 17 31 38 27
Avg Bars in Losers 133 143 118 76 84 63
Bars Traded 3550 2141 1409 3550 2141 1409
Profit Streak 156.7725 156.7725 260.2725 0 0 0
Trades During Streak 11 5 6 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -697581 -577623 -575944 -701487 -583748 460668

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": 1602288000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758868347212,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 34,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 114,
            "offset": 0,
            "std": 4.41669
        }
    }
}
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": [
        [
            -1427066.2600468523,
            -52448.5142434814,
            -1374617.7458033708,
            -134542.3860306959,
            -6513093.304871307,
            6378550.918840613
        ],
        [
            -1427.06626,
            -52.448514,
            -1374.617746,
            -134.542386,
            -6513.093305,
            6378.550919
        ],
        [
            -0.764159,
            -0.028085,
            -0.736074,
            0,
            0,
            0.223601
        ],
        [
            488.323034,
            488.323034,
            488.323034,
            488.323034,
            488.323034,
            488.323034
        ],
        [
            -1672114,
            -218656,
            -1485678,
            -6358316,
            -7141742,
            -3484381
        ],
        [
            0.271162,
            0.839893,
            0.156892,
            0.990381,
            0.243635,
            2.186528
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            47,
            21,
            26,
            35,
            14,
            21
        ],
        [
            20,
            12,
            8,
            32,
            19,
            13
        ],
        [
            70.149254,
            63.636364,
            76.470588,
            52.238806,
            42.424242,
            61.764706
        ],
        [
            0.115388,
            0.479939,
            0.048274,
            0.905491,
            0.330647,
            1.353565
        ],
        [
            36507,
            36507,
            30070,
            7940886,
            1258795,
            7940886
        ],
        [
            -870240,
            -59756,
            -870240,
            -3235588,
            -3235588,
            -3165422
        ],
        [
            52,
            64,
            41,
            52,
            64,
            41
        ],
        [
            18,
            19,
            17,
            31,
            38,
            27
        ],
        [
            133,
            143,
            118,
            76,
            84,
            63
        ],
        [
            3550,
            2141,
            1409,
            3550,
            2141,
            1409
        ],
        [
            156.772537,
            156.772537,
            260.272537,
            0,
            0,
            0
        ],
        [
            11,
            5,
            6,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -697581,
            -577623,
            -575944,
            -701487,
            -583748,
            460668
        ]
    ]
}
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": 1602288000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758868347212,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 34,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 114,
            "offset": 0,
            "std": 4.41669
        }
    }
}

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)