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Trade: SAND/USDT/240/PWMA/HILO/8241

Strategy
SAND/USDT/240/PWMA/HILO/8241
Pair
SAND_USDT
Interval
4h
Score
515494
Daily Profit
1.109561
Profit Factor
4.117778
Profitability
40.157480
Streak
0.000000
Best Strategy
Training Data Length
1880.330000
Evaluation Time
2025-10-07 20:46
Expiration Time
2025-12-03 03:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2086341.4018 2004017.0563 82324.3454 3732283.3538 2243859.0851 1488424.2687
Total P&L (%) 2086.3414 2004.0171 82.3243 3732.2834 2243.8591 1488.4243
Avg Daily Profit (%) 1.1096 1.0658 0.0438 0.1941 0.1679 0.1472
Buy And Hold Return (%) 617.0854 617.0854 617.0854 617.0854 617.0854 617.0854
Max Trade Drawdown -99418 -113935 -80657 -6133075 -7809082 -4239368
Profit Factor 4.1178 6.4835 1.2711 1.1241 1.1336 1.1121
Total Trades 127 64 63 127 64 63
Winning Trades 51 19 32 51 19 32
Losing Trades 76 45 31 76 45 31
Profitability (%) 40.1575 29.6875 50.7937 40.1575 29.6875 50.7937
Ratio Avg Win / Avg Loss 6.1363 15.3557 1.2313 1.6751 2.6848 1.0773
Largest Winning Trade 1406307 1406307 54962 7793723 7793723 1857334
Largest Losing Trade -31382 -31382 -24846 -2176822 -2176822 -2156639
Avg Bars in Trades 86 74 97 86 74 97
Avg Bars in Winners 133 136 131 133 136 131
Avg Bars in Losers 54 48 62 54 48 62
Bars Traded 10950 4788 6162 10950 4788 6162
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 515494 -129579 -446878 -79077 -215887 -244139
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11282,
    "evaluation_days": 1880.33,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600761600000,
    "last_datapoint_time": 1759852800000,
    "evaluation_time": 1759859216586,
    "expiration_time": 1764726624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            2086341.4017601223,
            2004017.0563109266,
            82324.3454491957,
            3732283.3537631975,
            2243859.0850632386,
            1488424.268699957
        ],
        [
            2086.341402,
            2004.017056,
            82.324345,
            3732.283354,
            2243.859085,
            1488.424269
        ],
        [
            1.109561,
            1.065779,
            0.043782,
            0.194093,
            0.167898,
            0.147174
        ],
        [
            617.085361,
            617.085361,
            617.085361,
            617.085361,
            617.085361,
            617.085361
        ],
        [
            -99418,
            -113935,
            -80657,
            -6133075,
            -7809082,
            -4239368
        ],
        [
            4.117778,
            6.483538,
            1.271058,
            1.12407,
            1.133567,
            1.112059
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            51,
            19,
            32,
            51,
            19,
            32
        ],
        [
            76,
            45,
            31,
            76,
            45,
            31
        ],
        [
            40.15748,
            29.6875,
            50.793651,
            40.15748,
            29.6875,
            50.793651
        ],
        [
            6.136296,
            15.355749,
            1.231337,
            1.675085,
            2.684763,
            1.077307
        ],
        [
            1406307,
            1406307,
            54962,
            7793723,
            7793723,
            1857334
        ],
        [
            -31382,
            -31382,
            -24846,
            -2176822,
            -2176822,
            -2156639
        ],
        [
            86,
            74,
            97,
            86,
            74,
            97
        ],
        [
            133,
            136,
            131,
            133,
            136,
            131
        ],
        [
            54,
            48,
            62,
            54,
            48,
            62
        ],
        [
            10950,
            4788,
            6162,
            10950,
            4788,
            6162
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            515494,
            -129579,
            -446878,
            -79077,
            -215887,
            -244139
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11282,
    "evaluation_days": 1880.33,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600761600000,
    "last_datapoint_time": 1759852800000,
    "evaluation_time": 1759859216586,
    "expiration_time": 1764726624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)