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Trade: SAND/USDT/720/OHLC4/SWMA/5758

Strategy
SAND/USDT/720/OHLC4/SWMA/5758
Pair
SAND_USDT
Interval
12h
Score
733474
Daily Profit
0.290633
Profit Factor
4.457392
Profitability
78.378378
Streak
238.385096
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-26 12:14
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 -1509647.2288 -383.696 -1509263.5328 1792650.4722 -20688616.7853 22481267.2575
Total P&L (%) -1509.6472 -0.3837 -1509.2635 1792.6505 -20688.6168 22481.2673
Avg Daily Profit (%) -0.8084 -0.0002 -0.8082 0.1576 0 0.2906
Buy And Hold Return (%) 479.7862 479.7862 479.7862 479.7862 479.7862 479.7862
Max Trade Drawdown -1665104 -153303 -1591972 -19800510 -21303759 -4037768
Profit Factor 0.2266 0.9984 0.1202 1.0552 0.2027 4.4574
Total Trades 74 37 37 74 37 37
Winning Trades 61 31 30 57 28 29
Losing Trades 13 6 7 17 9 8
Profitability (%) 82.4324 83.7838 81.0811 77.027 75.6757 78.3784
Ratio Avg Win / Avg Loss 0.0483 0.1932 0.0281 0.3147 0.0651 1.2296
Largest Winning Trade 41289 41289 35671 23447594 1200157 23447594
Largest Losing Trade -848592 -63028 -848592 -12837221 -12837221 -2859549
Avg Bars in Trades 46 55 37 46 55 37
Avg Bars in Winners 12 13 11 17 10 23
Avg Bars in Losers 209 276 152 146 197 89
Bars Traded 3467 2068 1399 3467 2068 1399
Profit Streak 139.8851 139.8851 238.3851 139.8851 139.8851 238.3851
Trades During Streak 27 13 14 27 13 14
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -643324 -574863 -575186 -219375 -575791 733474

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": 1607774400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758878072257,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 241,
            "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": [
        [
            -1509647.2288078598,
            -383.6959736978,
            -1509263.5328341618,
            1792650.4721840974,
            -20688616.785307504,
            22481267.25749161
        ],
        [
            -1509.647229,
            -0.383696,
            -1509.263533,
            1792.650472,
            -20688.616785,
            22481.267257
        ],
        [
            -0.808379,
            -0.000205,
            -0.808173,
            0.157584,
            0,
            0.290633
        ],
        [
            479.786229,
            479.786229,
            479.786229,
            479.786229,
            479.786229,
            479.786229
        ],
        [
            -1665104,
            -153303,
            -1591972,
            -19800510,
            -21303759,
            -4037768
        ],
        [
            0.226646,
            0.998378,
            0.120215,
            1.055244,
            0.202664,
            4.457392
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            61,
            31,
            30,
            57,
            28,
            29
        ],
        [
            13,
            6,
            7,
            17,
            9,
            8
        ],
        [
            82.432432,
            83.783784,
            81.081081,
            77.027027,
            75.675676,
            78.378378
        ],
        [
            0.048302,
            0.193234,
            0.02805,
            0.314722,
            0.065142,
            1.229626
        ],
        [
            41289,
            41289,
            35671,
            23447594,
            1200157,
            23447594
        ],
        [
            -848592,
            -63028,
            -848592,
            -12837221,
            -12837221,
            -2859549
        ],
        [
            46,
            55,
            37,
            46,
            55,
            37
        ],
        [
            12,
            13,
            11,
            17,
            10,
            23
        ],
        [
            209,
            276,
            152,
            146,
            197,
            89
        ],
        [
            3467,
            2068,
            1399,
            3467,
            2068,
            1399
        ],
        [
            139.885095,
            139.885096,
            238.385095,
            139.885096,
            139.885096,
            238.385096
        ],
        [
            27,
            13,
            14,
            27,
            13,
            14
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -643324,
            -574863,
            -575186,
            -219375,
            -575791,
            733474
        ]
    ]
}
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": 1607774400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758878072257,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 241,
            "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)