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Trade: SAND/USDT/720/WMA/HMA/1696

Strategy
SAND/USDT/720/WMA/HMA/1696
Pair
SAND_USDT
Interval
12h
Score
366620
Daily Profit
0.922042
Profit Factor
3.640974
Profitability
30.000000
Streak
0.000000
Best Strategy
Training Data Length
1871.500000
Evaluation Time
2025-09-28 20:23
Expiration Time
2025-11-23 17:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1725601.7853 1688031.7409 37570.0444 1579374.5334 -547940.693 2127315.2264
Total P&L (%) 1725.6018 1688.0317 37.57 1579.3745 -547.9407 2127.3152
Avg Daily Profit (%) 0.922 0.902 0.0201 0.1508 0 0.166
Buy And Hold Return (%) 450.7471 450.7471 450.7471 450.7471 450.7471 450.7471
Max Trade Drawdown -127781 -88400 -86253 -7735043 -5611313 -4094083
Profit Factor 3.641 5.9929 1.1192 1.0627 0.961 1.1907
Total Trades 100 50 50 100 50 50
Winning Trades 30 11 19 30 11 19
Losing Trades 70 39 31 70 39 31
Profitability (%) 30 22 38 30 22 38
Ratio Avg Win / Avg Loss 8.4956 21.2475 1.826 2.4795 3.4072 1.9427
Largest Winning Trade 1166070 1166070 56980 3688608 3688608 2291563
Largest Losing Trade -44015 -30380 -44015 -1937591 -1440626 -1937591
Avg Bars in Trades 36 30 41 36 30 41
Avg Bars in Winners 82 82 83 82 82 83
Avg Bars in Losers 16 15 16 16 15 16
Bars Traded 3606 1512 2094 3606 1512 2094
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 366620 -204041 -604887 -153046 -801370 -188211
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3743,
    "evaluation_days": 1871.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1602158400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759080226634,
    "expiration_time": 1763911728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 21,
            "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": [
        [
            1725601.785256604,
            1688031.7409008662,
            37570.0443557375,
            1579374.5333525066,
            -547940.6930243833,
            2127315.2263768893
        ],
        [
            1725.601785,
            1688.031741,
            37.570044,
            1579.374533,
            -547.940693,
            2127.315226
        ],
        [
            0.922042,
            0.901967,
            0.020075,
            0.150849,
            0,
            0.165961
        ],
        [
            450.747113,
            450.747113,
            450.747113,
            450.747113,
            450.747113,
            450.747113
        ],
        [
            -127781,
            -88400,
            -86253,
            -7735043,
            -5611313,
            -4094083
        ],
        [
            3.640974,
            5.992878,
            1.119153,
            1.062661,
            0.960999,
            1.190693
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            30,
            11,
            19,
            30,
            11,
            19
        ],
        [
            70,
            39,
            31,
            70,
            39,
            31
        ],
        [
            30,
            22,
            38,
            30,
            22,
            38
        ],
        [
            8.495607,
            21.247478,
            1.825987,
            2.479542,
            3.407179,
            1.94271
        ],
        [
            1166070,
            1166070,
            56980,
            3688608,
            3688608,
            2291563
        ],
        [
            -44015,
            -30380,
            -44015,
            -1937591,
            -1440626,
            -1937591
        ],
        [
            36,
            30,
            41,
            36,
            30,
            41
        ],
        [
            82,
            82,
            83,
            82,
            82,
            83
        ],
        [
            16,
            15,
            16,
            16,
            15,
            16
        ],
        [
            3606,
            1512,
            2094,
            3606,
            1512,
            2094
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            366620,
            -204041,
            -604887,
            -153046,
            -801370,
            -188211
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3743,
    "evaluation_days": 1871.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1602158400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759080226634,
    "expiration_time": 1763911728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 21,
            "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)