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Trade: SAND/USDT/240/FWMA/MIDPOINT/8973

Strategy
SAND/USDT/240/FWMA/MIDPOINT/8973
Pair
SAND_USDT
Interval
4h
Score
487487
Daily Profit
0.217999
Profit Factor
2.495253
Profitability
63.529412
Streak
0.000000
Best Strategy
Training Data Length
1877.000000
Evaluation Time
2025-10-04 14:32
Expiration Time
2025-11-29 17:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1218728.2327 -34420.8022 -1184307.4305 -186134.8157 -6044498.7326 5858363.9169
Total P&L (%) -1218.7282 -34.4208 -1184.3074 -186.1348 -6044.4987 5858.3639
Avg Daily Profit (%) -0.6493 -0.0183 -0.631 0 0 0.218
Buy And Hold Return (%) 530.3383 530.3383 530.3383 530.3383 530.3383 530.3383
Max Trade Drawdown -1420016 -235178 -1288511 -8054760 -8776999 -1742611
Profit Factor 0.3772 0.9183 0.2286 0.9871 0.4271 2.4953
Total Trades 169 84 85 169 84 85
Winning Trades 127 61 66 99 45 54
Losing Trades 42 23 19 70 39 31
Profitability (%) 75.1479 72.619 77.6471 58.5799 53.5714 63.5294
Ratio Avg Win / Avg Loss 0.1247 0.3463 0.0658 0.698 0.3702 1.4325
Largest Winning Trade 26086 26086 16118 4611461 1240379 4611461
Largest Losing Trade -584786 -62245 -584786 -4366431 -4366431 -1217831
Avg Bars in Trades 64 78 50 64 78 50
Avg Bars in Winners 19 18 19 44 51 39
Avg Bars in Losers 200 237 155 92 110 69
Bars Traded 10874 6618 4256 10874 6618 4256
Profit Streak 18.6479 26.6479 18.6479 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575567 -577356 -576681 -578780 -580644 487487
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11262,
    "evaluation_days": 1877,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600272000000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759577574688,
    "expiration_time": 1764429984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 200,
            "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": [
        [
            -1218728.2326948282,
            -34420.8021525727,
            -1184307.4305422567,
            -186134.8156834177,
            -6044498.732603693,
            5858363.916920275
        ],
        [
            -1218.728233,
            -34.420802,
            -1184.307431,
            -186.134816,
            -6044.498733,
            5858.363917
        ],
        [
            -0.649296,
            -0.018338,
            -0.630958,
            0,
            0,
            0.217999
        ],
        [
            530.338269,
            530.338269,
            530.338269,
            530.338269,
            530.338269,
            530.338269
        ],
        [
            -1420016,
            -235178,
            -1288511,
            -8054760,
            -8776999,
            -1742611
        ],
        [
            0.37716,
            0.918342,
            0.228566,
            0.987136,
            0.427115,
            2.495253
        ],
        [
            169,
            84,
            85,
            169,
            84,
            85
        ],
        [
            127,
            61,
            66,
            99,
            45,
            54
        ],
        [
            42,
            23,
            19,
            70,
            39,
            31
        ],
        [
            75.147929,
            72.619048,
            77.647059,
            58.579882,
            53.571429,
            63.529412
        ],
        [
            0.12473,
            0.34626,
            0.065799,
            0.697975,
            0.370167,
            1.43246
        ],
        [
            26086,
            26086,
            16118,
            4611461,
            1240379,
            4611461
        ],
        [
            -584786,
            -62245,
            -584786,
            -4366431,
            -4366431,
            -1217831
        ],
        [
            64,
            78,
            50,
            64,
            78,
            50
        ],
        [
            19,
            18,
            19,
            44,
            51,
            39
        ],
        [
            200,
            237,
            155,
            92,
            110,
            69
        ],
        [
            10874,
            6618,
            4256,
            10874,
            6618,
            4256
        ],
        [
            18.647855,
            26.647855,
            18.647855,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575567,
            -577356,
            -576681,
            -578780,
            -580644,
            487487
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11262,
    "evaluation_days": 1877,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600272000000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759577574688,
    "expiration_time": 1764429984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 200,
            "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)