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Trade: SAND/USDT/720/KCB/HWMA/2022

Strategy
SAND/USDT/720/KCB/HWMA/2022
Pair
SAND_USDT
Interval
12h
Score
351417
Daily Profit
0.192813
Profit Factor
1.474813
Profitability
48.717949
Streak
0.000000
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-25 22:17
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 1923805.4989 1838861.3698 84944.1292 4149993.6441 599946.6635 3550046.9806
Total P&L (%) 1923.8055 1838.8614 84.9441 4149.9936 599.9467 3550.047
Avg Daily Profit (%) 1.0302 0.9847 0.0455 0.201 0.1042 0.1928
Buy And Hold Return (%) 482.9445 482.9445 482.9445 482.9445 482.9445 482.9445
Max Trade Drawdown -101909 -100581 -45011 -3988172 -4218674 -2133515
Profit Factor 4.3262 6.4685 1.3508 1.2265 1.0553 1.4748
Total Trades 79 40 39 79 40 39
Winning Trades 27 8 19 27 8 19
Losing Trades 52 32 20 52 32 20
Profitability (%) 34.1772 20 48.7179 34.1772 20 48.7179
Ratio Avg Win / Avg Loss 8.332 25.8742 1.4219 2.3622 4.2213 1.5524
Largest Winning Trade 1148206 1148206 60050 3267565 3267565 2391399
Largest Losing Trade -53578 -30380 -53578 -1707872 -955036 -1707872
Avg Bars in Trades 44 37 53 44 37 53
Avg Bars in Winners 91 109 83 91 109 83
Avg Bars in Losers 21 19 24 21 19 24
Bars Traded 3553 1483 2070 3553 1483 2070
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 -19001 -32362 -298020 -28638 -354177 351417

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": 1601078400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758827851606,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 86,
            "offset": 93,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "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": [
        [
            1923805.49893885,
            1838861.3697715183,
            84944.1291673321,
            4149993.644069003,
            599946.66346457,
            3550046.980604433
        ],
        [
            1923.805499,
            1838.86137,
            84.944129,
            4149.993644,
            599.946663,
            3550.046981
        ],
        [
            1.03015,
            0.984665,
            0.045485,
            0.200978,
            0.104249,
            0.192813
        ],
        [
            482.944493,
            482.944493,
            482.944493,
            482.944493,
            482.944493,
            482.944493
        ],
        [
            -101909,
            -100581,
            -45011,
            -3988172,
            -4218674,
            -2133515
        ],
        [
            4.32624,
            6.468548,
            1.350848,
            1.22652,
            1.055326,
            1.474813
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            27,
            8,
            19,
            27,
            8,
            19
        ],
        [
            52,
            32,
            20,
            52,
            32,
            20
        ],
        [
            34.177215,
            20,
            48.717949,
            34.177215,
            20,
            48.717949
        ],
        [
            8.332017,
            25.874191,
            1.421945,
            2.362187,
            4.221303,
            1.552434
        ],
        [
            1148206,
            1148206,
            60050,
            3267565,
            3267565,
            2391399
        ],
        [
            -53578,
            -30380,
            -53578,
            -1707872,
            -955036,
            -1707872
        ],
        [
            44,
            37,
            53,
            44,
            37,
            53
        ],
        [
            91,
            109,
            83,
            91,
            109,
            83
        ],
        [
            21,
            19,
            24,
            21,
            19,
            24
        ],
        [
            3553,
            1483,
            2070,
            3553,
            1483,
            2070
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -19001,
            -32362,
            -298020,
            -28638,
            -354177,
            351417
        ]
    ]
}
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": 1601078400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758827851606,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 86,
            "offset": 93,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "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)