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Trade: SAND/USDT/720/OHLC4/PWMA/7521

Strategy
SAND/USDT/720/OHLC4/PWMA/7521
Pair
SAND_USDT
Interval
12h
Score
532399
Daily Profit
0.238251
Profit Factor
2.801024
Profitability
58.333333
Streak
0.000000
Best Strategy
Training Data Length
1884.500000
Evaluation Time
2025-10-12 02:00
Expiration Time
2025-12-07 02:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1176634.5845 -41716.0874 -1134918.4971 -148515.056 -8911695.4356 8763180.3797
Total P&L (%) -1176.6346 -41.7161 -1134.9185 -148.5151 -8911.6954 8763.1804
Avg Daily Profit (%) -0.6244 -0.0221 -0.6022 0 0 0.2383
Buy And Hold Return (%) 396.8529 396.8529 396.8529 396.8529 396.8529 396.8529
Max Trade Drawdown -1380993 -222765 -1237898 -8006926 -9211691 -2525970
Profit Factor 0.2937 0.8632 0.1662 0.9906 0.1798 2.801
Total Trades 71 35 36 71 35 36
Winning Trades 53 25 28 37 16 21
Losing Trades 18 10 8 34 19 15
Profitability (%) 74.6479 71.4286 77.7778 52.1127 45.7143 58.3333
Ratio Avg Win / Avg Loss 0.0998 0.3453 0.0475 0.9102 0.2135 2.0007
Largest Winning Trade 53841 53841 26711 10130975 990328 10130975
Largest Losing Trade -678597 -51951 -678597 -2963937 -2963937 -2110542
Avg Bars in Trades 49 59 40 49 59 40
Avg Bars in Winners 18 17 19 33 36 30
Avg Bars in Losers 142 165 113 67 78 53
Bars Traded 3528 2078 1450 3528 2078 1450
Profit Streak 171.9588 171.9588 274.9588 0 0 0
Trades During Streak 9 4 5 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -667059 -576626 -575785 -671503 -582454 532399
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3769,
    "evaluation_days": 1884.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1605182400000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760223642711,
    "expiration_time": 1765068624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 181,
            "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": [
        [
            -1176634.584515292,
            -41716.0874340512,
            -1134918.497081241,
            -148515.055952912,
            -8911695.43560366,
            8763180.379650746
        ],
        [
            -1176.634585,
            -41.716087,
            -1134.918497,
            -148.515056,
            -8911.695436,
            8763.18038
        ],
        [
            -0.624375,
            -0.022136,
            -0.602239,
            0,
            0,
            0.238251
        ],
        [
            396.852922,
            396.852922,
            396.852922,
            396.852922,
            396.852922,
            396.852922
        ],
        [
            -1380993,
            -222765,
            -1237898,
            -8006926,
            -9211691,
            -2525970
        ],
        [
            0.293736,
            0.863193,
            0.166158,
            0.990559,
            0.179794,
            2.801024
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            53,
            25,
            28,
            37,
            16,
            21
        ],
        [
            18,
            10,
            8,
            34,
            19,
            15
        ],
        [
            74.647887,
            71.428571,
            77.777778,
            52.112676,
            45.714286,
            58.333333
        ],
        [
            0.099759,
            0.345277,
            0.047474,
            0.910243,
            0.213505,
            2.000731
        ],
        [
            53841,
            53841,
            26711,
            10130975,
            990328,
            10130975
        ],
        [
            -678597,
            -51951,
            -678597,
            -2963937,
            -2963937,
            -2110542
        ],
        [
            49,
            59,
            40,
            49,
            59,
            40
        ],
        [
            18,
            17,
            19,
            33,
            36,
            30
        ],
        [
            142,
            165,
            113,
            67,
            78,
            53
        ],
        [
            3528,
            2078,
            1450,
            3528,
            2078,
            1450
        ],
        [
            171.958828,
            171.958828,
            274.958828,
            0,
            0,
            0
        ],
        [
            9,
            4,
            5,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -667059,
            -576626,
            -575785,
            -671503,
            -582454,
            532399
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3769,
    "evaluation_days": 1884.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1605182400000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760223642711,
    "expiration_time": 1765068624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 181,
            "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)