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Trade: SAND/USDT/720/PWMA/KCB/9435

Strategy
SAND/USDT/720/PWMA/KCB/9435
Pair
SAND_USDT
Interval
12h
Score
314942
Daily Profit
0.692494
Profit Factor
5.708634
Profitability
35.483871
Streak
51.948164
Best Strategy
Training Data Length
1878.500000
Evaluation Time
2025-10-06 01:45
Expiration Time
2025-11-30 22:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1177931.1026 1300849.4834 -122918.3808 -1324792.1463 -478347.7236 -846444.4227
Total P&L (%) 1177.9311 1300.8495 -122.9184 -1324.7921 -478.3477 -846.4444
Avg Daily Profit (%) 0.6271 0.6925 -0.0654 0 0 0
Buy And Hold Return (%) 640.9504 640.9504 640.9504 640.9504 640.9504 640.9504
Max Trade Drawdown -210743 -83300 -242091 -1897919 -1030778 -1398396
Profit Factor 2.6053 5.7086 0.7313 0.788 0.845 0.7323
Total Trades 63 31 32 63 31 32
Winning Trades 27 11 16 33 19 14
Losing Trades 36 20 16 30 12 18
Profitability (%) 42.8571 35.4839 50 52.381 61.2903 43.75
Ratio Avg Win / Avg Loss 3.4738 10.3793 0.7313 0.7164 0.5337 0.9415
Largest Winning Trade 746447 746447 69702 954084 382052 954084
Largest Losing Trade -190287 -41907 -190287 -853329 -853329 -572823
Avg Bars in Trades 56 53 59 56 53 59
Avg Bars in Winners 82 85 81 35 34 35
Avg Bars in Losers 37 36 37 80 84 77
Bars Traded 3573 1671 1902 3573 1671 1902
Profit Streak 0 51.9482 0 23.9482 0 32.9482
Trades During Streak 0 1 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -145369 314942 -580810 -730924 -579354 -582700
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3757,
    "evaluation_days": 1878.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1603238400000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759704321349,
    "expiration_time": 1764534672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 89,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            1177931.102605672,
            1300849.4834449706,
            -122918.3808392985,
            -1324792.146324675,
            -478347.7236128094,
            -846444.4227118653
        ],
        [
            1177.931103,
            1300.849483,
            -122.918381,
            -1324.792146,
            -478.347724,
            -846.444423
        ],
        [
            0.627059,
            0.692494,
            -0.065434,
            0,
            0,
            0
        ],
        [
            640.950379,
            640.950379,
            640.950379,
            640.950379,
            640.950379,
            640.950379
        ],
        [
            -210743,
            -83300,
            -242091,
            -1897919,
            -1030778,
            -1398396
        ],
        [
            2.605333,
            5.708634,
            0.731321,
            0.787986,
            0.845029,
            0.732299
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            27,
            11,
            16,
            33,
            19,
            14
        ],
        [
            36,
            20,
            16,
            30,
            12,
            18
        ],
        [
            42.857143,
            35.483871,
            50,
            52.380952,
            61.290323,
            43.75
        ],
        [
            3.473778,
            10.379334,
            0.731321,
            0.716351,
            0.533703,
            0.941527
        ],
        [
            746447,
            746447,
            69702,
            954084,
            382052,
            954084
        ],
        [
            -190287,
            -41907,
            -190287,
            -853329,
            -853329,
            -572823
        ],
        [
            56,
            53,
            59,
            56,
            53,
            59
        ],
        [
            82,
            85,
            81,
            35,
            34,
            35
        ],
        [
            37,
            36,
            37,
            80,
            84,
            77
        ],
        [
            3573,
            1671,
            1902,
            3573,
            1671,
            1902
        ],
        [
            0,
            51.948164,
            0,
            23.948164,
            0,
            32.948164
        ],
        [
            0,
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            0,
            1,
            0,
            1
        ],
        [
            0.8,
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            1.45
        ],
        [
            -145369,
            314942,
            -580810,
            -730924,
            -579354,
            -582700
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3757,
    "evaluation_days": 1878.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1603238400000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759704321349,
    "expiration_time": 1764534672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 89,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)