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Trade: SAND/USDT/720/T3/FWMA/3807

Strategy
SAND/USDT/720/T3/FWMA/3807
Pair
SAND_USDT
Interval
12h
Score
346786
Daily Profit
0.304859
Profit Factor
2.179996
Profitability
41.176471
Streak
0.000000
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-26 16:07
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 1907572.08 1722430.7552 185141.3248 37090408.1609 7761163.8045 29329244.3564
Total P&L (%) 1907.5721 1722.4308 185.1413 37090.4082 7761.1638 29329.2444
Avg Daily Profit (%) 1.0215 0.9223 0.0991 0.3174 0.234 0.3049
Buy And Hold Return (%) 542.5712 542.5712 542.5712 542.5712 542.5712 542.5712
Max Trade Drawdown -76133 -53390 -55284 -27467078 -16655383 -15184410
Profit Factor 6.0325 8.714 2.1886 1.5422 1.1782 2.18
Total Trades 69 35 34 69 35 34
Winning Trades 22 8 14 22 8 14
Losing Trades 47 27 20 47 27 20
Profitability (%) 31.8841 22.8571 41.1765 31.8841 22.8571 41.1765
Ratio Avg Win / Avg Loss 12.8875 29.4097 3.1265 3.2948 3.9765 3.1143
Largest Winning Trade 1046688 1046688 57321 23589338 23589338 20034560
Largest Losing Trade -31300 -19044 -31300 -6033327 -6033327 -5343114
Avg Bars in Trades 51 45 57 51 45 57
Avg Bars in Winners 112 122 107 112 122 107
Avg Bars in Losers 22 22 23 22 22 23
Bars Traded 3551 1580 1971 3551 1580 1971
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 -94088 -20424 -225683 -101605 -54308 346786

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": 1600603200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892070157,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 75,
            "offset": 0,
            "a": 0.69562
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 64,
            "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": [
        [
            1907572.0799877148,
            1722430.7551868581,
            185141.3248008566,
            37090408.16086267,
            7761163.804502398,
            29329244.35636027
        ],
        [
            1907.57208,
            1722.430755,
            185.141325,
            37090.408161,
            7761.163805,
            29329.244356
        ],
        [
            1.021458,
            0.922319,
            0.099139,
            0.317431,
            0.233983,
            0.304859
        ],
        [
            542.571216,
            542.571216,
            542.571216,
            542.571216,
            542.571216,
            542.571216
        ],
        [
            -76133,
            -53390,
            -55284,
            -27467078,
            -16655383,
            -15184410
        ],
        [
            6.032456,
            8.713988,
            2.188577,
            1.54224,
            1.178226,
            2.179996
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            22,
            8,
            14,
            22,
            8,
            14
        ],
        [
            47,
            27,
            20,
            47,
            27,
            20
        ],
        [
            31.884058,
            22.857143,
            41.176471,
            31.884058,
            22.857143,
            41.176471
        ],
        [
            12.887521,
            29.409711,
            3.126539,
            3.294786,
            3.976513,
            3.11428
        ],
        [
            1046688,
            1046688,
            57321,
            23589338,
            23589338,
            20034560
        ],
        [
            -31300,
            -19044,
            -31300,
            -6033327,
            -6033327,
            -5343114
        ],
        [
            51,
            45,
            57,
            51,
            45,
            57
        ],
        [
            112,
            122,
            107,
            112,
            122,
            107
        ],
        [
            22,
            22,
            23,
            22,
            22,
            23
        ],
        [
            3551,
            1580,
            1971,
            3551,
            1580,
            1971
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -94088,
            -20424,
            -225683,
            -101605,
            -54308,
            346786
        ]
    ]
}
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": 1600603200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892070157,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 75,
            "offset": 0,
            "a": 0.69562
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 64,
            "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)