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Trade: SAND/USDT/720/HMA/FWMA/8987

Strategy
SAND/USDT/720/HMA/FWMA/8987
Pair
SAND_USDT
Interval
12h
Score
527936
Daily Profit
1.308246
Profit Factor
5.769572
Profitability
34.523810
Streak
0.000000
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-27 02:33
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 2443150.3371 2269210.7582 173939.5789 31483956.3234 4993612.3804 26490343.9429
Total P&L (%) 2443.1503 2269.2108 173.9396 31483.9563 4993.6124 26490.3439
Avg Daily Profit (%) 1.3082 1.2151 0.0931 0.3087 0.2107 0.2994
Buy And Hold Return (%) 508.5653 508.5653 508.5653 508.5653 508.5653 508.5653
Max Trade Drawdown -60911 -97290 -40171 -31487534 -21619600 -9867933
Profit Factor 5.7696 8.2533 1.8724 1.3078 1.0784 1.6862
Total Trades 84 42 42 84 42 42
Winning Trades 29 11 18 29 11 18
Losing Trades 55 31 24 55 31 24
Profitability (%) 34.5238 26.1905 42.8571 34.5238 26.1905 42.8571
Ratio Avg Win / Avg Loss 10.9423 23.2592 2.4965 2.4804 3.0392 2.2483
Largest Winning Trade 1494689 1494689 52657 26616500 26616500 20812397
Largest Losing Trade -29918 -29918 -20860 -10851217 -10851217 -4794155
Avg Bars in Trades 41 42 40 41 42 40
Avg Bars in Winners 78 86 73 78 86 73
Avg Bars in Losers 21 26 15 21 26 15
Bars Traded 3468 1768 1700 3468 1768 1700
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 527936 -4281 -233577 158949 -149540 336512

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": 1607342400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758929603630,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 95,
            "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": [
        [
            2443150.337148908,
            2269210.758221574,
            173939.5789273344,
            31483956.32336436,
            4993612.380446491,
            26490343.942917883
        ],
        [
            2443.150337,
            2269.210758,
            173.939579,
            31483.956323,
            4993.61238,
            26490.343943
        ],
        [
            1.308246,
            1.215106,
            0.09314,
            0.308654,
            0.210694,
            0.29941
        ],
        [
            508.56532,
            508.56532,
            508.56532,
            508.56532,
            508.56532,
            508.56532
        ],
        [
            -60911,
            -97290,
            -40171,
            -31487534,
            -21619600,
            -9867933
        ],
        [
            5.769572,
            8.25326,
            1.872389,
            1.307837,
            1.078428,
            1.686209
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            29,
            11,
            18,
            29,
            11,
            18
        ],
        [
            55,
            31,
            24,
            55,
            31,
            24
        ],
        [
            34.52381,
            26.190476,
            42.857143,
            34.52381,
            26.190476,
            42.857143
        ],
        [
            10.942291,
            23.259188,
            2.496519,
            2.48038,
            3.039207,
            2.248278
        ],
        [
            1494689,
            1494689,
            52657,
            26616500,
            26616500,
            20812397
        ],
        [
            -29918,
            -29918,
            -20860,
            -10851217,
            -10851217,
            -4794155
        ],
        [
            41,
            42,
            40,
            41,
            42,
            40
        ],
        [
            78,
            86,
            73,
            78,
            86,
            73
        ],
        [
            21,
            26,
            15,
            21,
            26,
            15
        ],
        [
            3468,
            1768,
            1700,
            3468,
            1768,
            1700
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            527936,
            -4281,
            -233577,
            158949,
            -149540,
            336512
        ]
    ]
}
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": 1607342400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758929603630,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 95,
            "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)