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Trade: SAND/USDT/720/HMA/HWMA/3456

Strategy
SAND/USDT/720/HMA/HWMA/3456
Pair
SAND_USDT
Interval
12h
Score
381445
Daily Profit
0.864251
Profit Factor
3.910865
Profitability
31.250000
Streak
0.000000
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-26 08:14
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 1613989.5251 1426077.8054 187911.7197 49122733.502 23005508.5129 26117224.9891
Total P&L (%) 1613.9895 1426.0778 187.9117 49122.7335 23005.5085 26117.225
Avg Daily Profit (%) 0.8643 0.7636 0.1006 0.3325 0.2919 0.2987
Buy And Hold Return (%) 455.5108 455.5108 455.5108 455.5108 455.5108 455.5108
Max Trade Drawdown -104169 -94546 -90178 -12350232 -8261114 -6860222
Profit Factor 3.9109 5.6997 1.7486 1.8687 1.7036 2.0949
Total Trades 112 56 56 112 56 56
Winning Trades 35 12 23 35 12 23
Losing Trades 77 44 33 77 44 33
Profitability (%) 31.25 21.4286 41.0714 31.25 21.4286 41.0714
Ratio Avg Win / Avg Loss 8.6039 20.8988 2.5088 4.1111 6.2465 3.0058
Largest Winning Trade 580690 580690 59410 19368455 19368455 16825825
Largest Losing Trade -31278 -31278 -29820 -4168534 -4168534 -3412818
Avg Bars in Trades 30 31 30 30 31 30
Avg Bars in Winners 67 85 57 67 85 57
Avg Bars in Losers 14 16 12 14 16 12
Bars Traded 3467 1736 1731 3467 1736 1731
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 381445 -207720 -404633 206021 -213837 -170663

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": 1607947200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758863650123,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.48427,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            1613989.5251162506,
            1426077.8053841018,
            187911.7197321487,
            49122733.502035245,
            23005508.51291574,
            26117224.989119515
        ],
        [
            1613.989525,
            1426.077805,
            187.91172,
            49122.733502,
            23005.508513,
            26117.224989
        ],
        [
            0.864251,
            0.763629,
            0.100622,
            0.332489,
            0.291866,
            0.298651
        ],
        [
            455.510845,
            455.510845,
            455.510845,
            455.510845,
            455.510845,
            455.510845
        ],
        [
            -104169,
            -94546,
            -90178,
            -12350232,
            -8261114,
            -6860222
        ],
        [
            3.910865,
            5.699662,
            1.748569,
            1.86866,
            1.703595,
            2.094929
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            35,
            12,
            23,
            35,
            12,
            23
        ],
        [
            77,
            44,
            33,
            77,
            44,
            33
        ],
        [
            31.25,
            21.428571,
            41.071429,
            31.25,
            21.428571,
            41.071429
        ],
        [
            8.603904,
            20.898759,
            2.508816,
            4.111053,
            6.246514,
            3.005767
        ],
        [
            580690,
            580690,
            59410,
            19368455,
            19368455,
            16825825
        ],
        [
            -31278,
            -31278,
            -29820,
            -4168534,
            -4168534,
            -3412818
        ],
        [
            30,
            31,
            30,
            30,
            31,
            30
        ],
        [
            67,
            85,
            57,
            67,
            85,
            57
        ],
        [
            14,
            16,
            12,
            14,
            16,
            12
        ],
        [
            3467,
            1736,
            1731,
            3467,
            1736,
            1731
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            381445,
            -207720,
            -404633,
            206021,
            -213837,
            -170663
        ]
    ]
}
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": 1607947200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758863650123,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.48427,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)