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Trade: SAND/USDT/720/WMA/LINREG/5634

Strategy
SAND/USDT/720/WMA/LINREG/5634
Pair
SAND_USDT
Interval
12h
Score
347023
Daily Profit
0.703662
Profit Factor
2.699454
Profitability
32.520325
Streak
0.000000
Best Strategy
Training Data Length
1884.000000
Evaluation Time
2025-10-11 12:20
Expiration Time
2025-12-06 14:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1325700.1205 1241400.8137 84299.3068 4032883.1388 559231.7643 3473651.3745
Total P&L (%) 1325.7001 1241.4008 84.2993 4032.8831 559.2318 3473.6514
Avg Daily Profit (%) 0.7037 0.6589 0.0447 0.1977 0.1002 0.19
Buy And Hold Return (%) 286.1386 286.1386 286.1386 286.1386 286.1386 286.1386
Max Trade Drawdown -114651 -111336 -63706 -7596340 -7017514 -3377001
Profit Factor 2.6995 4.1408 1.2191 1.1188 1.0317 1.2133
Total Trades 123 62 61 123 62 61
Winning Trades 40 13 27 40 13 27
Losing Trades 83 49 34 83 49 34
Profitability (%) 32.5203 20.9677 44.2623 32.5203 20.9677 44.2623
Ratio Avg Win / Avg Loss 5.6014 15.6077 1.5351 2.3216 3.8886 1.5278
Largest Winning Trade 544760 544760 51243 5520820 5520820 3298713
Largest Losing Trade -26729 -22948 -26729 -2569902 -1616628 -2569902
Avg Bars in Trades 29 26 33 29 26 33
Avg Bars in Winners 61 62 60 61 62 60
Avg Bars in Losers 14 16 12 14 16 12
Bars Traded 3678 1622 2056 3678 1622 2056
Profit Streak 0 0 34.3889 0 0 34.3889
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 347023 -184563 -461593 -86878 -452381 -154752
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3768,
    "evaluation_days": 1884,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599825600000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760174401150,
    "expiration_time": 1765024128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 18,
            "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": [
        [
            1325700.1205225845,
            1241400.813729872,
            84299.306792713,
            4032883.138799806,
            559231.7643016481,
            3473651.374498156
        ],
        [
            1325.700121,
            1241.400814,
            84.299307,
            4032.883139,
            559.231764,
            3473.651374
        ],
        [
            0.703662,
            0.658918,
            0.044745,
            0.19773,
            0.100151,
            0.189998
        ],
        [
            286.138614,
            286.138614,
            286.138614,
            286.138614,
            286.138614,
            286.138614
        ],
        [
            -114651,
            -111336,
            -63706,
            -7596340,
            -7017514,
            -3377001
        ],
        [
            2.699454,
            4.140818,
            1.219058,
            1.11883,
            1.031681,
            1.213286
        ],
        [
            123,
            62,
            61,
            123,
            62,
            61
        ],
        [
            40,
            13,
            27,
            40,
            13,
            27
        ],
        [
            83,
            49,
            34,
            83,
            49,
            34
        ],
        [
            32.520325,
            20.967742,
            44.262295,
            32.520325,
            20.967742,
            44.262295
        ],
        [
            5.601366,
            15.6077,
            1.53511,
            2.321572,
            3.888644,
            1.527842
        ],
        [
            544760,
            544760,
            51243,
            5520820,
            5520820,
            3298713
        ],
        [
            -26729,
            -22948,
            -26729,
            -2569902,
            -1616628,
            -2569902
        ],
        [
            29,
            26,
            33,
            29,
            26,
            33
        ],
        [
            61,
            62,
            60,
            61,
            62,
            60
        ],
        [
            14,
            16,
            12,
            14,
            16,
            12
        ],
        [
            3678,
            1622,
            2056,
            3678,
            1622,
            2056
        ],
        [
            0,
            0,
            34.388902,
            0,
            0,
            34.388902
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            347023,
            -184563,
            -461593,
            -86878,
            -452381,
            -154752
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3768,
    "evaluation_days": 1884,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599825600000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760174401150,
    "expiration_time": 1765024128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 18,
            "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)