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Trade: SAND/USDT/720/HWMA/BBL/6657

Strategy
SAND/USDT/720/HWMA/BBL/6657
Pair
SAND_USDT
Interval
12h
Score
634453
Daily Profit
0.344909
Profit Factor
3.042824
Profitability
58.585859
Streak
101.832830
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-28 10:59
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 -1986495.181 -60347.8231 -1926147.3579 4193473.6492 61922989.2329 -57729515.5837
Total P&L (%) -1986.4952 -60.3478 -1926.1474 4193.4736 61922.9892 -57729.5156
Avg Daily Profit (%) -1.0637 -0.0323 -1.0314 0.2015 0.3449 0
Buy And Hold Return (%) 294.4004 294.4004 294.4004 294.4004 294.4004 294.4004
Max Trade Drawdown -2193653 -176112 -2070369 -73506154 -6515554 -101874071
Profit Factor 0.3091 0.8339 0.2332 1.0249 3.0428 0.5815
Total Trades 198 99 99 198 99 99
Winning Trades 133 57 76 97 58 39
Losing Trades 65 42 23 101 41 60
Profitability (%) 67.1717 57.5758 76.7677 48.9899 58.5859 39.3939
Ratio Avg Win / Avg Loss 0.1511 0.6145 0.0706 1.0672 2.151 0.8946
Largest Winning Trade 36835 28461 36835 29262248 14869438 29262248
Largest Losing Trade -1248265 -28467 -1248265 -62303370 -3633651 -62303370
Avg Bars in Trades 18 7 29 18 7 29
Avg Bars in Winners 11 4 17 17 8 31
Avg Bars in Losers 32 11 72 19 5 28
Bars Traded 3689 724 2965 3689 724 2965
Profit Streak 60.3328 101.8328 60.3328 60.3328 101.8328 60.3328
Trades During Streak 8 5 4 8 5 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575622 -578374 -575591 -182523 634453 -583464
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": 1598875200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759046356475,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.60503,
            "nb": 0.1,
            "nc": 0.5687
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 35,
            "offset": 0,
            "std": 1.51542
        }
    }
}
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": [
        [
            -1986495.1809962743,
            -60347.823080911,
            -1926147.3579153637,
            4193473.6492039384,
            61922989.23288144,
            -57729515.5836775
        ],
        [
            -1986.495181,
            -60.347823,
            -1926.147358,
            4193.473649,
            61922.989233,
            -57729.515584
        ],
        [
            -1.063719,
            -0.032315,
            -1.031404,
            0.201524,
            0.344909,
            0
        ],
        [
            294.4004,
            294.4004,
            294.4004,
            294.4004,
            294.4004,
            294.4004
        ],
        [
            -2193653,
            -176112,
            -2070369,
            -73506154,
            -6515554,
            -101874071
        ],
        [
            0.309132,
            0.833929,
            0.233214,
            1.024924,
            3.042824,
            0.581486
        ],
        [
            198,
            99,
            99,
            198,
            99,
            99
        ],
        [
            133,
            57,
            76,
            97,
            58,
            39
        ],
        [
            65,
            42,
            23,
            101,
            41,
            60
        ],
        [
            67.171717,
            57.575758,
            76.767677,
            48.989899,
            58.585859,
            39.393939
        ],
        [
            0.151079,
            0.614474,
            0.070578,
            1.067189,
            2.150962,
            0.894594
        ],
        [
            36835,
            28461,
            36835,
            29262248,
            14869438,
            29262248
        ],
        [
            -1248265,
            -28467,
            -1248265,
            -62303370,
            -3633651,
            -62303370
        ],
        [
            18,
            7,
            29,
            18,
            7,
            29
        ],
        [
            11,
            4,
            17,
            17,
            8,
            31
        ],
        [
            32,
            11,
            72,
            19,
            5,
            28
        ],
        [
            3689,
            724,
            2965,
            3689,
            724,
            2965
        ],
        [
            60.332829,
            101.832829,
            60.332829,
            60.33283,
            101.83283,
            60.33283
        ],
        [
            8,
            5,
            4,
            8,
            5,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575622,
            -578374,
            -575591,
            -182523,
            634453,
            -583464
        ]
    ]
}
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": 1598875200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759046356475,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.60503,
            "nb": 0.1,
            "nc": 0.5687
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 35,
            "offset": 0,
            "std": 1.51542
        }
    }
}

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)