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Trade: SAND/USDT/120/PWMA/DCM/1048

Strategy
SAND/USDT/120/PWMA/DCM/1048
Pair
SAND_USDT
Interval
2h
Score
505385
Daily Profit
0.579888
Profit Factor
1.749516
Profitability
49.069767
Streak
0.000000
Best Strategy
Training Data Length
1866.670000
Evaluation Time
2025-09-26 05:08
Expiration Time
2025-11-30 20:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1082458.7922 913304.331 169154.4612 14282538.0566 -7981492.8995 22264030.9562
Total P&L (%) 1082.4588 913.3043 169.1545 14282.5381 -7981.4929 22264.031
Avg Daily Profit (%) 0.5799 0.4893 0.0906 0.2665 0 0.2902
Buy And Hold Return (%) 289.0267 289.0267 289.0267 289.0267 289.0267 289.0267
Max Trade Drawdown -139514 -101818 -78631 -63568438 -42803374 -33282450
Profit Factor 1.7495 2.147 1.2611 1.0464 0.9555 1.1733
Total Trades 430 215 215 430 215 215
Winning Trades 211 95 116 211 95 116
Losing Trades 219 120 99 219 120 99
Profitability (%) 49.0698 44.186 53.9535 49.0698 44.186 53.9535
Ratio Avg Win / Avg Loss 1.8158 2.712 1.0763 1.0861 1.2069 1.0013
Largest Winning Trade 231779 231779 32623 17078309 17078309 7096016
Largest Losing Trade -47503 -29369 -47503 -12685734 -12685734 -12351154
Avg Bars in Trades 51 57 45 51 57 45
Avg Bars in Winners 64 77 53 64 77 53
Avg Bars in Losers 38 41 35 38 41 35
Bars Traded 22140 12329 9811 22140 12329 9811
Profit Streak 0 0 18.6723 0 0 18.6723
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 505385 357618 -236270 -158996 -580802 -19453

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22400,
    "evaluation_days": 1866.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598529600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758852482546,
    "expiration_time": 1764528480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 153,
            "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": [
        [
            1082458.7921835189,
            913304.3310125265,
            169154.4611709927,
            14282538.05664176,
            -7981492.899515024,
            22264030.956156775
        ],
        [
            1082.458792,
            913.304331,
            169.154461,
            14282.538057,
            -7981.4929,
            22264.030956
        ],
        [
            0.579888,
            0.489269,
            0.090618,
            0.266529,
            0,
            0.290243
        ],
        [
            289.026658,
            289.026658,
            289.026658,
            289.026658,
            289.026658,
            289.026658
        ],
        [
            -139514,
            -101818,
            -78631,
            -63568438,
            -42803374,
            -33282450
        ],
        [
            1.749516,
            2.146976,
            1.261066,
            1.046399,
            0.955497,
            1.173292
        ],
        [
            430,
            215,
            215,
            430,
            215,
            215
        ],
        [
            211,
            95,
            116,
            211,
            95,
            116
        ],
        [
            219,
            120,
            99,
            219,
            120,
            99
        ],
        [
            49.069767,
            44.186047,
            53.953488,
            49.069767,
            44.186047,
            53.953488
        ],
        [
            1.815849,
            2.71197,
            1.076254,
            1.086073,
            1.206943,
            1.001344
        ],
        [
            231779,
            231779,
            32623,
            17078309,
            17078309,
            7096016
        ],
        [
            -47503,
            -29369,
            -47503,
            -12685734,
            -12685734,
            -12351154
        ],
        [
            51,
            57,
            45,
            51,
            57,
            45
        ],
        [
            64,
            77,
            53,
            64,
            77,
            53
        ],
        [
            38,
            41,
            35,
            38,
            41,
            35
        ],
        [
            22140,
            12329,
            9811,
            22140,
            12329,
            9811
        ],
        [
            0,
            0,
            18.672251,
            0,
            0,
            18.672252
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            505385,
            357618,
            -236270,
            -158996,
            -580802,
            -19453
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22400,
    "evaluation_days": 1866.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598529600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758852482546,
    "expiration_time": 1764528480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 153,
            "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)