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Trade: SAND/USDT/720/FWMA/LINREG/1985

Strategy
SAND/USDT/720/FWMA/LINREG/1985
Pair
SAND_USDT
Interval
12h
Score
696302
Daily Profit
0.277932
Profit Factor
5.275627
Profitability
59.090909
Streak
89.968545
Best Strategy
Training Data Length
1879.500000
Evaluation Time
2025-10-07 02:14
Expiration Time
2025-12-01 23:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2083660.3346 -100566.6487 -1983093.6859 1773673.0064 18328648.4886 -16554975.4822
Total P&L (%) -2083.6603 -100.5666 -1983.0937 1773.673 18328.6485 -16554.9755
Avg Daily Profit (%) -1.1086 -0.0535 -1.0551 0.156 0.2779 0
Buy And Hold Return (%) 826.2136 826.2136 826.2136 826.2136 826.2136 826.2136
Max Trade Drawdown -2178163 -175611 -2028487 -22505902 -1517438 -29362077
Profit Factor 0.2166 0.6951 0.1489 1.0453 5.2756 0.5253
Total Trades 88 44 44 88 44 44
Winning Trades 55 26 29 45 26 19
Losing Trades 33 18 15 43 18 25
Profitability (%) 62.5 59.0909 65.9091 51.1364 59.0909 43.1818
Ratio Avg Win / Avg Loss 0.13 0.4812 0.077 0.9988 3.6524 0.6912
Largest Winning Trade 46413 46413 39097 8616598 8616598 7137604
Largest Losing Trade -1306904 -49529 -1306904 -16902227 -704819 -16902227
Avg Bars in Trades 40 36 44 40 36 44
Avg Bars in Winners 21 16 26 44 48 39
Avg Bars in Losers 72 65 80 36 20 48
Bars Traded 3580 1620 1960 3580 1620 1960
Profit Streak 66.4685 89.9685 66.4685 66.4685 89.9685 66.4685
Trades During Streak 7 4 3 7 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577058 -578137 -577274 -168653 696302 -581988
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3759,
    "evaluation_days": 1879.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1604404800000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759792482326,
    "expiration_time": 1764623664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 163,
            "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": [
        [
            -2083660.3346416336,
            -100566.648710297,
            -1983093.6859313361,
            1773673.0064038304,
            18328648.488592613,
            -16554975.482188772
        ],
        [
            -2083.660335,
            -100.566649,
            -1983.093686,
            1773.673006,
            18328.648489,
            -16554.975482
        ],
        [
            -1.108625,
            -0.053507,
            -1.055118,
            0.15604,
            0.277932,
            0
        ],
        [
            826.213592,
            826.213592,
            826.213592,
            826.213592,
            826.213592,
            826.213592
        ],
        [
            -2178163,
            -175611,
            -2028487,
            -22505902,
            -1517438,
            -29362077
        ],
        [
            0.216643,
            0.695074,
            0.148925,
            1.045291,
            5.275627,
            0.525304
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            55,
            26,
            29,
            45,
            26,
            19
        ],
        [
            33,
            18,
            15,
            43,
            18,
            25
        ],
        [
            62.5,
            59.090909,
            65.909091,
            51.136364,
            59.090909,
            43.181818
        ],
        [
            0.129986,
            0.481205,
            0.07703,
            0.998834,
            3.652357,
            0.691189
        ],
        [
            46413,
            46413,
            39097,
            8616598,
            8616598,
            7137604
        ],
        [
            -1306904,
            -49529,
            -1306904,
            -16902227,
            -704819,
            -16902227
        ],
        [
            40,
            36,
            44,
            40,
            36,
            44
        ],
        [
            21,
            16,
            26,
            44,
            48,
            39
        ],
        [
            72,
            65,
            80,
            36,
            20,
            48
        ],
        [
            3580,
            1620,
            1960,
            3580,
            1620,
            1960
        ],
        [
            66.468545,
            89.968545,
            66.468545,
            66.468545,
            89.968545,
            66.468545
        ],
        [
            7,
            4,
            3,
            7,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577058,
            -578137,
            -577274,
            -168653,
            696302,
            -581988
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3759,
    "evaluation_days": 1879.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1604404800000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759792482326,
    "expiration_time": 1764623664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 163,
            "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)