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Trade: SAND/USDT/120/PWMA/MIDPRICE/6579

Strategy
SAND/USDT/120/PWMA/MIDPRICE/6579
Pair
SAND_USDT
Interval
2h
Score
342275
Daily Profit
0.452015
Profit Factor
1.600193
Profitability
41.554960
Streak
19.275663
Best Strategy
Training Data Length
1883.500000
Evaluation Time
2025-10-11 13:36
Expiration Time
2025-12-18 07:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 851369.3992 790063.5134 61305.8858 1515600.677 -508693.3269 2024294.004
Total P&L (%) 851.3694 790.0635 61.3059 1515.6007 -508.6933 2024.294
Avg Daily Profit (%) 0.452 0.4195 0.0325 0.1478 0 0.1624
Buy And Hold Return (%) 324.23 324.23 324.23 324.23 324.23 324.23
Max Trade Drawdown -149133 -124778 -105093 -5389253 -5401731 -2488305
Profit Factor 1.6002 2.1407 1.0845 1.0486 0.9684 1.1344
Total Trades 373 187 186 373 187 186
Winning Trades 155 67 88 155 67 88
Losing Trades 218 120 98 218 120 98
Profitability (%) 41.555 35.8289 47.3118 41.555 35.8289 47.3118
Ratio Avg Win / Avg Loss 2.2506 3.8341 1.2077 1.4749 1.7344 1.2633
Largest Winning Trade 227219 227219 28111 1946553 1946553 1375838
Largest Losing Trade -41978 -28257 -41978 -1012430 -881644 -1012430
Avg Bars in Trades 60 57 62 60 57 62
Avg Bars in Winners 89 92 87 89 92 87
Avg Bars in Losers 38 37 40 38 37 40
Bars Traded 22406 10721 11685 22406 10721 11685
Profit Streak 19.2757 19.2757 35.0257 19.2757 19.2757 35.0257
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342275 197248 -442443 -164192 -582529 -65126
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22602,
    "evaluation_days": 1883.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598356800000,
    "last_datapoint_time": 1760176800000,
    "evaluation_time": 1760179017259,
    "expiration_time": 1766035238400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 60,
            "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": [
        [
            851369.3992293947,
            790063.5133914448,
            61305.8858379499,
            1515600.6770325233,
            -508693.3269277375,
            2024294.003960263
        ],
        [
            851.369399,
            790.063513,
            61.305886,
            1515.600677,
            -508.693327,
            2024.294004
        ],
        [
            0.452015,
            0.419466,
            0.032549,
            0.147828,
            0,
            0.162384
        ],
        [
            324.229979,
            324.229979,
            324.229979,
            324.229979,
            324.229979,
            324.229979
        ],
        [
            -149133,
            -124778,
            -105093,
            -5389253,
            -5401731,
            -2488305
        ],
        [
            1.600193,
            2.140686,
            1.084458,
            1.048647,
            0.968388,
            1.134385
        ],
        [
            373,
            187,
            186,
            373,
            187,
            186
        ],
        [
            155,
            67,
            88,
            155,
            67,
            88
        ],
        [
            218,
            120,
            98,
            218,
            120,
            98
        ],
        [
            41.55496,
            35.828877,
            47.311828,
            41.55496,
            35.828877,
            47.311828
        ],
        [
            2.250595,
            3.834064,
            1.207692,
            1.474871,
            1.734426,
            1.263293
        ],
        [
            227219,
            227219,
            28111,
            1946553,
            1946553,
            1375838
        ],
        [
            -41978,
            -28257,
            -41978,
            -1012430,
            -881644,
            -1012430
        ],
        [
            60,
            57,
            62,
            60,
            57,
            62
        ],
        [
            89,
            92,
            87,
            89,
            92,
            87
        ],
        [
            38,
            37,
            40,
            38,
            37,
            40
        ],
        [
            22406,
            10721,
            11685,
            22406,
            10721,
            11685
        ],
        [
            19.275663,
            19.275663,
            35.025663,
            19.275663,
            19.275663,
            35.025663
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342275,
            197248,
            -442443,
            -164192,
            -582529,
            -65126
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22602,
    "evaluation_days": 1883.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598356800000,
    "last_datapoint_time": 1760176800000,
    "evaluation_time": 1760179017259,
    "expiration_time": 1766035238400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 60,
            "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)