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Trade: SAND/USDT/720/HMA/HMA/4944

Strategy
SAND/USDT/720/HMA/HMA/4944
Pair
SAND_USDT
Interval
12h
Score
404588
Daily Profit
0.216213
Profit Factor
1.604224
Profitability
48.648649
Streak
38.499301
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-25 14:59
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 -958973.7017 122398.7514 -1081372.4531 550136.2209 5545405.5448 -4995269.3239
Total P&L (%) -958.9737 122.3988 -1081.3725 550.1362 5545.4055 -4995.2693
Avg Daily Profit (%) -0.5135 0.0655 -0.579 0.1003 0.2162 0
Buy And Hold Return (%) 533.1407 533.1407 533.1407 533.1407 533.1407 533.1407
Max Trade Drawdown -973280 -129055 -1085613 -12926943 -2253526 -17341781
Profit Factor 0.4737 1.3781 0.2783 1.0172 1.6042 0.7808
Total Trades 73 37 36 73 37 36
Winning Trades 41 20 21 33 18 15
Losing Trades 32 17 15 40 19 21
Profitability (%) 56.1644 54.0541 58.3333 45.2055 48.6486 41.6667
Ratio Avg Win / Avg Loss 0.3697 1.1714 0.1988 1.233 1.6933 1.0931
Largest Winning Trade 118288 118288 48696 6783857 4635884 6783857
Largest Losing Trade -533652 -53912 -533652 -9002924 -2253526 -9002924
Avg Bars in Trades 48 44 53 48 44 53
Avg Bars in Winners 38 31 46 52 52 53
Avg Bars in Losers 61 59 64 45 36 53
Bars Traded 3569 1631 1938 3569 1631 1938
Profit Streak 38.4993 38.4993 56.9993 38.4993 38.4993 56.9993
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -654990 -269556 -579138 -493277 404588 -581792

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": 1602892800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758801539596,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 119,
            "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": [
        [
            -958973.7017298902,
            122398.7513550768,
            -1081372.453084967,
            550136.2208777999,
            5545405.544806344,
            -4995269.323928548
        ],
        [
            -958.973702,
            122.398751,
            -1081.372453,
            550.136221,
            5545.405545,
            -4995.269324
        ],
        [
            -0.513507,
            0.065542,
            -0.579048,
            0.100292,
            0.216213,
            0
        ],
        [
            533.140708,
            533.140708,
            533.140708,
            533.140708,
            533.140708,
            533.140708
        ],
        [
            -973280,
            -129055,
            -1085613,
            -12926943,
            -2253526,
            -17341781
        ],
        [
            0.473686,
            1.378147,
            0.278304,
            1.01721,
            1.604224,
            0.780793
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            41,
            20,
            21,
            33,
            18,
            15
        ],
        [
            32,
            17,
            15,
            40,
            19,
            21
        ],
        [
            56.164384,
            54.054054,
            58.333333,
            45.205479,
            48.648649,
            41.666667
        ],
        [
            0.369706,
            1.171425,
            0.198788,
            1.232982,
            1.693348,
            1.09311
        ],
        [
            118288,
            118288,
            48696,
            6783857,
            4635884,
            6783857
        ],
        [
            -533652,
            -53912,
            -533652,
            -9002924,
            -2253526,
            -9002924
        ],
        [
            48,
            44,
            53,
            48,
            44,
            53
        ],
        [
            38,
            31,
            46,
            52,
            52,
            53
        ],
        [
            61,
            59,
            64,
            45,
            36,
            53
        ],
        [
            3569,
            1631,
            1938,
            3569,
            1631,
            1938
        ],
        [
            38.499301,
            38.499301,
            56.999301,
            38.499301,
            38.499301,
            56.999301
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -654990,
            -269556,
            -579138,
            -493277,
            404588,
            -581792
        ]
    ]
}
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": 1602892800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758801539596,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 119,
            "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)