← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: SAND/USDT/720/HMA/RMA/2827

Strategy
SAND/USDT/720/HMA/RMA/2827
Pair
SAND_USDT
Interval
12h
Score
579041
Daily Profit
0.255198
Profit Factor
2.917505
Profitability
79.166667
Streak
11.359499
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-26 23:37
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 -1175338.9313 36928.3366 -1212267.2678 906054.2453 -10665667.323 11571721.5683
Total P&L (%) -1175.3389 36.9283 -1212.2673 906.0542 -10665.6673 11571.7216
Avg Daily Profit (%) -0.6294 0.0198 -0.6491 0.1237 0 0.2552
Buy And Hold Return (%) 524.1382 524.1382 524.1382 524.1382 524.1382 524.1382
Max Trade Drawdown -1354021 -119463 -1312193 -12043248 -12179664 -2711775
Profit Factor 0.2846 1.1775 0.1551 1.0417 0.3203 2.9175
Total Trades 95 47 48 95 47 48
Winning Trades 74 36 38 70 32 38
Losing Trades 21 11 10 25 15 10
Profitability (%) 77.8947 76.5957 79.1667 73.6842 68.0851 79.1667
Ratio Avg Win / Avg Loss 0.0808 0.3598 0.0408 0.372 0.1501 0.7678
Largest Winning Trade 40725 40725 26711 10274087 828586 10274087
Largest Losing Trade -801283 -81135 -801283 -10255892 -10255892 -2484696
Avg Bars in Trades 37 46 28 37 46 28
Avg Bars in Winners 7 7 7 14 10 16
Avg Bars in Losers 143 177 105 102 123 71
Bars Traded 3551 2200 1351 3551 2200 1351
Profit Streak 11.3595 18.8595 11.3595 11.3595 18.8595 11.3595
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575540 -355107 -575996 -207785 -577792 579041
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": 1602720000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758919060732,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 5,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 124,
            "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": [
        [
            -1175338.9312839091,
            36928.3365547701,
            -1212267.267838679,
            906054.2452700535,
            -10665667.323031815,
            11571721.568301875
        ],
        [
            -1175.338931,
            36.928337,
            -1212.267268,
            906.054245,
            -10665.667323,
            11571.721568
        ],
        [
            -0.629365,
            0.019774,
            -0.649139,
            0.123697,
            0,
            0.255198
        ],
        [
            524.138165,
            524.138165,
            524.138165,
            524.138165,
            524.138165,
            524.138165
        ],
        [
            -1354021,
            -119463,
            -1312193,
            -12043248,
            -12179664,
            -2711775
        ],
        [
            0.284607,
            1.177469,
            0.155124,
            1.041704,
            0.320267,
            2.917505
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            74,
            36,
            38,
            70,
            32,
            38
        ],
        [
            21,
            11,
            10,
            25,
            15,
            10
        ],
        [
            77.894737,
            76.595745,
            79.166667,
            73.684211,
            68.085106,
            79.166667
        ],
        [
            0.080767,
            0.359782,
            0.040822,
            0.372037,
            0.150125,
            0.767765
        ],
        [
            40725,
            40725,
            26711,
            10274087,
            828586,
            10274087
        ],
        [
            -801283,
            -81135,
            -801283,
            -10255892,
            -10255892,
            -2484696
        ],
        [
            37,
            46,
            28,
            37,
            46,
            28
        ],
        [
            7,
            7,
            7,
            14,
            10,
            16
        ],
        [
            143,
            177,
            105,
            102,
            123,
            71
        ],
        [
            3551,
            2200,
            1351,
            3551,
            2200,
            1351
        ],
        [
            11.359499,
            18.859499,
            11.359499,
            11.359499,
            18.859499,
            11.359499
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575540,
            -355107,
            -575996,
            -207785,
            -577792,
            579041
        ]
    ]
}
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": 1602720000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758919060732,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 5,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 124,
            "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)