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Trade: SAND/USDT/120/SSF/WMA/4646

Strategy
SAND/USDT/120/SSF/WMA/4646
Pair
SAND_USDT
Interval
2h
Score
319264
Daily Profit
0.586687
Profit Factor
1.850380
Profitability
36.624204
Streak
26.304665
Best Strategy
Training Data Length
1871.920000
Evaluation Time
2025-09-30 00:18
Expiration Time
2025-12-06 07:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1098231.3271 944640.0263 153591.3008 14426884.6328 2623423.6504 11803460.9824
Total P&L (%) 1098.2313 944.64 153.5913 14426.8846 2623.4237 11803.461
Avg Daily Profit (%) 0.5867 0.5046 0.0821 0.2663 0.1767 0.2556
Buy And Hold Return (%) 418.2622 418.2622 418.2622 418.2622 418.2622 418.2622
Max Trade Drawdown -136263 -126922 -72618 -21994773 -18581026 -12097770
Profit Factor 1.8504 2.4835 1.2346 1.1017 1.037 1.1664
Total Trades 314 157 157 314 157 157
Winning Trades 115 54 61 115 54 61
Losing Trades 199 103 96 199 103 96
Profitability (%) 36.6242 34.3949 38.8535 36.6242 34.3949 38.8535
Ratio Avg Win / Avg Loss 3.202 4.7371 1.943 1.9063 1.9779 1.8356
Largest Winning Trade 248754 248754 49740 10901821 10901821 5910238
Largest Losing Trade -29540 -23952 -29540 -5926549 -3635639 -5926549
Avg Bars in Trades 71 69 72 71 69 72
Avg Bars in Winners 121 122 121 121 122 121
Avg Bars in Losers 41 41 42 41 41 42
Bars Traded 22370 10912 11457 22370 10912 11457
Profit Streak 26.3047 34.8047 26.3047 26.3047 34.8047 26.3047
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 319264 178191 -251914 -101536 -176671 -31388
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22463,
    "evaluation_days": 1871.92,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1597910400000,
    "last_datapoint_time": 1759176000000,
    "evaluation_time": 1759180723069,
    "expiration_time": 1764998409600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 151,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 71,
            "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": [
        [
            1098231.3270931323,
            944640.0263199296,
            153591.3007732029,
            14426884.632763475,
            2623423.650391904,
            11803460.982371572
        ],
        [
            1098.231327,
            944.640026,
            153.591301,
            14426.884633,
            2623.42365,
            11803.460982
        ],
        [
            0.586687,
            0.504637,
            0.08205,
            0.266315,
            0.176685,
            0.255648
        ],
        [
            418.262207,
            418.262207,
            418.262207,
            418.262207,
            418.262207,
            418.262207
        ],
        [
            -136263,
            -126922,
            -72618,
            -21994773,
            -18581026,
            -12097770
        ],
        [
            1.85038,
            2.483504,
            1.234599,
            1.101652,
            1.036955,
            1.1664
        ],
        [
            314,
            157,
            157,
            314,
            157,
            157
        ],
        [
            115,
            54,
            61,
            115,
            54,
            61
        ],
        [
            199,
            103,
            96,
            199,
            103,
            96
        ],
        [
            36.624204,
            34.394904,
            38.853503,
            36.624204,
            34.394904,
            38.853503
        ],
        [
            3.201961,
            4.737054,
            1.942975,
            1.906337,
            1.977895,
            1.835646
        ],
        [
            248754,
            248754,
            49740,
            10901821,
            10901821,
            5910238
        ],
        [
            -29540,
            -23952,
            -29540,
            -5926549,
            -3635639,
            -5926549
        ],
        [
            71,
            69,
            72,
            71,
            69,
            72
        ],
        [
            121,
            122,
            121,
            121,
            122,
            121
        ],
        [
            41,
            41,
            42,
            41,
            41,
            42
        ],
        [
            22370,
            10912,
            11457,
            22370,
            10912,
            11457
        ],
        [
            26.304665,
            34.804665,
            26.304665,
            26.304665,
            34.804665,
            26.304665
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319264,
            178191,
            -251914,
            -101536,
            -176671,
            -31388
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22463,
    "evaluation_days": 1871.92,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1597910400000,
    "last_datapoint_time": 1759176000000,
    "evaluation_time": 1759180723069,
    "expiration_time": 1764998409600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 151,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 71,
            "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)