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Trade: SAND/USDT/240/SWMA/MIDPRICE/6818

Strategy
SAND/USDT/240/SWMA/MIDPRICE/6818
Pair
SAND_USDT
Interval
4h
Score
340628
Daily Profit
0.416288
Profit Factor
1.613705
Profitability
43.689320
Streak
6.828629
Best Strategy
Training Data Length
1871.500000
Evaluation Time
2025-09-29 02:53
Expiration Time
2025-11-24 01:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 779083.7543 807961.4756 -28877.7213 250535.1726 -57099.057 307634.2296
Total P&L (%) 779.0838 807.9615 -28.8777 250.5352 -57.0991 307.6342
Avg Daily Profit (%) 0.4163 0.4317 -0.0154 0.067 -0.0452 0.0751
Buy And Hold Return (%) 282.574 282.574 282.574 282.574 282.574 282.574
Max Trade Drawdown -155308 -120217 -131546 -1961375 -1050990 -914052
Profit Factor 1.6137 2.2106 0.952 1.0387 0.9845 1.1098
Total Trades 309 154 155 309 154 155
Winning Trades 135 61 74 135 61 74
Losing Trades 174 93 81 174 93 81
Profitability (%) 43.6893 39.6104 47.7419 43.6893 39.6104 47.7419
Ratio Avg Win / Avg Loss 2.0799 3.3702 1.0421 1.3387 1.5009 1.2148
Largest Winning Trade 360254 360254 33313 431239 431239 349238
Largest Losing Trade -58402 -33212 -58402 -374846 -214520 -374846
Avg Bars in Trades 35 41 30 35 41 30
Avg Bars in Winners 47 59 37 47 59 37
Avg Bars in Losers 27 29 23 27 29 23
Bars Traded 11093 6398 4695 11093 6398 4695
Profit Streak 6.8286 0 51.662 6.8286 0 51.662
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 340628 259188 -578320 -447319 -581789 -329802
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11229,
    "evaluation_days": 1871.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598889600000,
    "last_datapoint_time": 1759089600000,
    "evaluation_time": 1759103593520,
    "expiration_time": 1763940528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 104,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 90,
            "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": [
        [
            779083.7542881351,
            807961.4756070779,
            -28877.7213189424,
            250535.1725826327,
            -57099.0569944074,
            307634.2295770395
        ],
        [
            779.083754,
            807.961476,
            -28.877721,
            250.535173,
            -57.099057,
            307.63423
        ],
        [
            0.416288,
            0.431719,
            -0.01543,
            0.067043,
            -0.045209,
            0.075112
        ],
        [
            282.573988,
            282.573988,
            282.573988,
            282.573988,
            282.573988,
            282.573988
        ],
        [
            -155308,
            -120217,
            -131546,
            -1961375,
            -1050990,
            -914052
        ],
        [
            1.613705,
            2.210574,
            0.952035,
            1.038685,
            0.984461,
            1.109798
        ],
        [
            309,
            154,
            155,
            309,
            154,
            155
        ],
        [
            135,
            61,
            74,
            135,
            61,
            74
        ],
        [
            174,
            93,
            81,
            174,
            93,
            81
        ],
        [
            43.68932,
            39.61039,
            47.741935,
            43.68932,
            39.61039,
            47.741935
        ],
        [
            2.079886,
            3.370219,
            1.042092,
            1.338749,
            1.500899,
            1.214779
        ],
        [
            360254,
            360254,
            33313,
            431239,
            431239,
            349238
        ],
        [
            -58402,
            -33212,
            -58402,
            -374846,
            -214520,
            -374846
        ],
        [
            35,
            41,
            30,
            35,
            41,
            30
        ],
        [
            47,
            59,
            37,
            47,
            59,
            37
        ],
        [
            27,
            29,
            23,
            27,
            29,
            23
        ],
        [
            11093,
            6398,
            4695,
            11093,
            6398,
            4695
        ],
        [
            6.828629,
            0,
            51.661962,
            6.828629,
            0,
            51.661962
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            340628,
            259188,
            -578320,
            -447319,
            -581789,
            -329802
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11229,
    "evaluation_days": 1871.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598889600000,
    "last_datapoint_time": 1759089600000,
    "evaluation_time": 1759103593520,
    "expiration_time": 1763940528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 104,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 90,
            "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)