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Trade: SAND/USDT/720/HWMA/DCM/3886

Strategy
SAND/USDT/720/HWMA/DCM/3886
Pair
SAND_USDT
Interval
12h
Score
620222
Daily Profit
0.288520
Profit Factor
3.539742
Profitability
71.428571
Streak
0.000000
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-27 16:00
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 -914634.8786 78245.0138 -992879.8925 92042.1865 -21518047.3938 21610089.5803
Total P&L (%) -914.6349 78.245 -992.8799 92.0422 -21518.0474 21610.0896
Avg Daily Profit (%) -0.4898 0.0419 -0.5317 0.0349 0 0.2885
Buy And Hold Return (%) 679.8554 679.8554 679.8554 679.8554 679.8554 679.8554
Max Trade Drawdown -1096290 -154422 -1093018 -18151291 -21675999 -4144036
Profit Factor 0.3971 1.2995 0.2094 1.0027 0.1711 3.5397
Total Trades 83 41 42 83 41 42
Winning Trades 64 32 32 54 24 30
Losing Trades 19 9 10 29 17 12
Profitability (%) 77.1084 78.0488 76.1905 65.0602 58.5366 71.4286
Ratio Avg Win / Avg Loss 0.1179 0.3655 0.0654 0.5385 0.1212 1.4159
Largest Winning Trade 41289 41289 23974 21968025 1152430 21968025
Largest Losing Trade -681051 -72261 -681051 -13181568 -13181568 -2525485
Avg Bars in Trades 42 54 31 42 54 31
Avg Bars in Winners 12 12 13 22 18 24
Avg Bars in Losers 141 203 86 80 103 46
Bars Traded 3526 2219 1307 3526 2219 1307
Profit Streak 0 51.0419 0 0 51.0419 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578263 -300070 -577339 -530291 -579071 620222
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": 1604145600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758978016067,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.79921,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 74,
            "offset": 83
        }
    }
}
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": [
        [
            -914634.8786463086,
            78245.0138415401,
            -992879.8924878484,
            92042.1864928272,
            -21518047.39378457,
            21610089.580277387
        ],
        [
            -914.634879,
            78.245014,
            -992.879892,
            92.042186,
            -21518.047394,
            21610.08958
        ],
        [
            -0.489764,
            0.041898,
            -0.531663,
            0.034948,
            0,
            0.28852
        ],
        [
            679.855384,
            679.855384,
            679.855384,
            679.855384,
            679.855384,
            679.855384
        ],
        [
            -1096290,
            -154422,
            -1093018,
            -18151291,
            -21675999,
            -4144036
        ],
        [
            0.397137,
            1.299505,
            0.209431,
            1.00267,
            0.171123,
            3.539742
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            64,
            32,
            32,
            54,
            24,
            30
        ],
        [
            19,
            9,
            10,
            29,
            17,
            12
        ],
        [
            77.108434,
            78.04878,
            76.190476,
            65.060241,
            58.536585,
            71.428571
        ],
        [
            0.1179,
            0.365486,
            0.065447,
            0.538471,
            0.121212,
            1.415897
        ],
        [
            41289,
            41289,
            23974,
            21968025,
            1152430,
            21968025
        ],
        [
            -681051,
            -72261,
            -681051,
            -13181568,
            -13181568,
            -2525485
        ],
        [
            42,
            54,
            31,
            42,
            54,
            31
        ],
        [
            12,
            12,
            13,
            22,
            18,
            24
        ],
        [
            141,
            203,
            86,
            80,
            103,
            46
        ],
        [
            3526,
            2219,
            1307,
            3526,
            2219,
            1307
        ],
        [
            0,
            51.041853,
            0,
            0,
            51.041853,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -578263,
            -300070,
            -577339,
            -530291,
            -579071,
            620222
        ]
    ]
}
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": 1604145600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758978016067,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.79921,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 74,
            "offset": 83
        }
    }
}

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)