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Trade: SAND/USDT/720/PWMA/LINREG/2519

Strategy
SAND/USDT/720/PWMA/LINREG/2519
Pair
SAND_USDT
Interval
12h
Score
546090
Daily Profit
0.175381
Profit Factor
3.287749
Profitability
61.290323
Streak
34.849608
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-27 23:23
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 -1587041.7705 11480.2368 -1598522.0073 -23064.3814 2537389.1746 -2560453.556
Total P&L (%) -1587.0418 11.4802 -1598.522 -23.0644 2537.3892 -2560.4536
Avg Daily Profit (%) -0.8498 0.0061 -0.856 -0.014 0.1754 0
Buy And Hold Return (%) 450.2082 450.2082 450.2082 450.2082 450.2082 450.2082
Max Trade Drawdown -1694382 -134962 -1655653 -2501760 -346212 -3959076
Profit Factor 0.2803 1.0376 0.1586 0.9968 3.2877 0.5744
Total Trades 62 31 31 62 31 31
Winning Trades 38 17 21 32 19 13
Losing Trades 24 14 10 30 12 18
Profitability (%) 61.2903 54.8387 67.7419 51.6129 61.2903 41.9355
Ratio Avg Win / Avg Loss 0.177 0.8545 0.0755 0.9345 2.0765 0.7953
Largest Winning Trade 110819 110819 34442 1073660 904167 1073660
Largest Losing Trade -1265897 -58853 -1265897 -2003830 -346212 -2003830
Avg Bars in Trades 55 51 60 55 51 60
Avg Bars in Winners 38 27 47 63 60 67
Avg Bars in Losers 83 79 89 47 35 55
Bars Traded 3465 1583 1882 3465 1583 1882
Profit Streak 34.8496 34.8496 35.8496 34.8496 34.8496 35.8496
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -736371 -530096 -577527 -737626 546090 -582963
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": 1608163200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759004606127,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 13,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 250,
            "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": [
        [
            -1587041.7704708842,
            11480.2368333478,
            -1598522.0073042319,
            -23064.3813901933,
            2537389.1745695677,
            -2560453.5559597635
        ],
        [
            -1587.04177,
            11.480237,
            -1598.522007,
            -23.064381,
            2537.389175,
            -2560.453556
        ],
        [
            -0.849822,
            0.006147,
            -0.855969,
            -0.014039,
            0.175381,
            0
        ],
        [
            450.208246,
            450.208246,
            450.208246,
            450.208246,
            450.208246,
            450.208246
        ],
        [
            -1694382,
            -134962,
            -1655653,
            -2501760,
            -346212,
            -3959076
        ],
        [
            0.280304,
            1.037596,
            0.158585,
            0.996763,
            3.287749,
            0.574355
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            38,
            17,
            21,
            32,
            19,
            13
        ],
        [
            24,
            14,
            10,
            30,
            12,
            18
        ],
        [
            61.290323,
            54.83871,
            67.741935,
            51.612903,
            61.290323,
            41.935484
        ],
        [
            0.177034,
            0.854491,
            0.075517,
            0.934465,
            2.076473,
            0.795261
        ],
        [
            110819,
            110819,
            34442,
            1073660,
            904167,
            1073660
        ],
        [
            -1265897,
            -58853,
            -1265897,
            -2003830,
            -346212,
            -2003830
        ],
        [
            55,
            51,
            60,
            55,
            51,
            60
        ],
        [
            38,
            27,
            47,
            63,
            60,
            67
        ],
        [
            83,
            79,
            89,
            47,
            35,
            55
        ],
        [
            3465,
            1583,
            1882,
            3465,
            1583,
            1882
        ],
        [
            34.849608,
            34.849608,
            35.849608,
            34.849608,
            34.849608,
            35.849608
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -736371,
            -530096,
            -577527,
            -737626,
            546090,
            -582963
        ]
    ]
}
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": 1608163200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759004606127,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 13,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 250,
            "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)