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Trade: SAND/USDT/240/HWMA/KCL/5895

Strategy
SAND/USDT/240/HWMA/KCL/5895
Pair
SAND_USDT
Interval
4h
Score
505814
Daily Profit
0.361493
Profit Factor
1.900504
Profitability
49.809886
Streak
0.000000
Best Strategy
Training Data Length
1876.330000
Evaluation Time
2025-10-03 23:28
Expiration Time
2025-11-29 00:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1984628.6968 -14341.6526 -1970287.0441 20595993.221 87081606.5002 -66485613.2792
Total P&L (%) -1984.6287 -14.3417 -1970.287 20595.9932 87081.6065 -66485.6133
Avg Daily Profit (%) -1.0577 -0.0076 -1.0501 0.2846 0.3615 0
Buy And Hold Return (%) 328.6585 328.6585 328.6585 328.6585 328.6585 328.6585
Max Trade Drawdown -2222141 -203007 -2138615 -112755146 -21834030 -128665934
Profit Factor 0.394 0.9732 0.2809 1.0662 1.9005 0.6902
Total Trades 525 263 262 525 263 262
Winning Trades 383 177 206 239 131 108
Losing Trades 142 86 56 286 132 154
Profitability (%) 72.9524 67.3004 78.626 45.5238 49.8099 41.2214
Ratio Avg Win / Avg Loss 0.1461 0.4729 0.0764 1.2758 1.915 0.9842
Largest Winning Trade 32517 23688 32517 29612417 29612417 26078805
Largest Losing Trade -1348353 -36335 -1348353 -66929040 -9209673 -66929040
Avg Bars in Trades 21 12 30 21 12 30
Avg Bars in Winners 9 5 12 26 17 38
Avg Bars in Losers 53 26 96 16 7 24
Bars Traded 11121 3229 7892 11121 3229 7892
Profit Streak 0 0 11.8529 0 0 11.8529
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574781 -577437 -575626 -137713 505814 -582750
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11258,
    "evaluation_days": 1876.33,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598716800000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759523286230,
    "expiration_time": 1764370656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.38497,
            "nb": 0.62221,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 92,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            -1984628.6967602093,
            -14341.6526268622,
            -1970287.0441333468,
            20595993.220964815,
            87081606.50021285,
            -66485613.27924806
        ],
        [
            -1984.628697,
            -14.341653,
            -1970.287044,
            20595.993221,
            87081.6065,
            -66485.613279
        ],
        [
            -1.057718,
            -0.007643,
            -1.050075,
            0.284604,
            0.361493,
            0
        ],
        [
            328.658546,
            328.658546,
            328.658546,
            328.658546,
            328.658546,
            328.658546
        ],
        [
            -2222141,
            -203007,
            -2138615,
            -112755146,
            -21834030,
            -128665934
        ],
        [
            0.394032,
            0.973211,
            0.280858,
            1.066157,
            1.900504,
            0.690213
        ],
        [
            525,
            263,
            262,
            525,
            263,
            262
        ],
        [
            383,
            177,
            206,
            239,
            131,
            108
        ],
        [
            142,
            86,
            56,
            286,
            132,
            154
        ],
        [
            72.952381,
            67.30038,
            78.625954,
            45.52381,
            49.809886,
            41.221374
        ],
        [
            0.14609,
            0.47286,
            0.07635,
            1.27582,
            1.915012,
            0.984192
        ],
        [
            32517,
            23688,
            32517,
            29612417,
            29612417,
            26078805
        ],
        [
            -1348353,
            -36335,
            -1348353,
            -66929040,
            -9209673,
            -66929040
        ],
        [
            21,
            12,
            30,
            21,
            12,
            30
        ],
        [
            9,
            5,
            12,
            26,
            17,
            38
        ],
        [
            53,
            26,
            96,
            16,
            7,
            24
        ],
        [
            11121,
            3229,
            7892,
            11121,
            3229,
            7892
        ],
        [
            0,
            0,
            11.85285,
            0,
            0,
            11.85285
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574781,
            -577437,
            -575626,
            -137713,
            505814,
            -582750
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11258,
    "evaluation_days": 1876.33,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598716800000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759523286230,
    "expiration_time": 1764370656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.38497,
            "nb": 0.62221,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 92,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)