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Trade: SAND/USDT/120/T3/WMA/8971

Strategy
SAND/USDT/120/T3/WMA/8971
Pair
SAND_USDT
Interval
2h
Score
305220
Daily Profit
0.430615
Profit Factor
1.567795
Profitability
40.133779
Streak
39.985111
Best Strategy
Training Data Length
1885.080000
Evaluation Time
2025-10-13 04:38
Expiration Time
2025-12-19 22:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 811742.9601 772871.3422 38871.6178 990192.4213 890626.7051 99565.7162
Total P&L (%) 811.743 772.8713 38.8716 990.1924 890.6267 99.5657
Avg Daily Profit (%) 0.4306 0.41 0.0206 0.1268 0.1217 0.0367
Buy And Hold Return (%) 319.0696 319.0696 319.0696 319.0696 319.0696 319.0696
Max Trade Drawdown -220426 -105998 -172050 -1505596 -950567 -1779908
Profit Factor 1.5678 2.1372 1.0518 1.0829 1.1613 1.0155
Total Trades 299 150 149 299 150 149
Winning Trades 120 57 63 120 57 63
Losing Trades 179 93 86 179 93 86
Profitability (%) 40.1338 38 42.2819 40.1338 38 42.2819
Ratio Avg Win / Avg Loss 2.3386 3.487 1.4358 1.6153 1.8947 1.3862
Largest Winning Trade 237902 237902 37153 644858 644858 412008
Largest Losing Trade -45617 -23715 -45617 -584681 -370306 -584681
Avg Bars in Trades 75 79 70 75 79 70
Avg Bars in Winners 109 116 102 109 116 102
Avg Bars in Losers 52 56 47 52 56 47
Bars Traded 22428 11911 10518 22428 11911 10518
Profit Streak 39.9851 41.2351 39.9851 39.9851 41.2351 39.9851
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305220 229499 -497220 -155429 -78849 -515797
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22621,
    "evaluation_days": 1885.08,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1597910400000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760319513578,
    "expiration_time": 1766176963200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 71,
            "offset": 0,
            "a": 0.94644
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 30,
            "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": [
        [
            811742.9600593701,
            772871.3422401656,
            38871.6178192047,
            990192.4212882232,
            890626.7051188943,
            99565.7161693285
        ],
        [
            811.74296,
            772.871342,
            38.871618,
            990.192421,
            890.626705,
            99.565716
        ],
        [
            0.430615,
            0.409994,
            0.020621,
            0.126809,
            0.121722,
            0.036662
        ],
        [
            319.069589,
            319.069589,
            319.069589,
            319.069589,
            319.069589,
            319.069589
        ],
        [
            -220426,
            -105998,
            -172050,
            -1505596,
            -950567,
            -1779908
        ],
        [
            1.567795,
            2.137211,
            1.051827,
            1.082875,
            1.161278,
            1.015495
        ],
        [
            299,
            150,
            149,
            299,
            150,
            149
        ],
        [
            120,
            57,
            63,
            120,
            57,
            63
        ],
        [
            179,
            93,
            86,
            179,
            93,
            86
        ],
        [
            40.133779,
            38,
            42.281879,
            40.133779,
            38,
            42.281879
        ],
        [
            2.338627,
            3.487028,
            1.435828,
            1.615289,
            1.894716,
            1.386231
        ],
        [
            237902,
            237902,
            37153,
            644858,
            644858,
            412008
        ],
        [
            -45617,
            -23715,
            -45617,
            -584681,
            -370306,
            -584681
        ],
        [
            75,
            79,
            70,
            75,
            79,
            70
        ],
        [
            109,
            116,
            102,
            109,
            116,
            102
        ],
        [
            52,
            56,
            47,
            52,
            56,
            47
        ],
        [
            22428,
            11911,
            10518,
            22428,
            11911,
            10518
        ],
        [
            39.985111,
            41.235111,
            39.985111,
            39.985111,
            41.235111,
            39.985111
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305220,
            229499,
            -497220,
            -155429,
            -78849,
            -515797
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22621,
    "evaluation_days": 1885.08,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1597910400000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760319513578,
    "expiration_time": 1766176963200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 71,
            "offset": 0,
            "a": 0.94644
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 30,
            "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)