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Trade: SAND/USDT/240/WMA/DCM/2817

Strategy
SAND/USDT/240/WMA/DCM/2817
Pair
SAND_USDT
Interval
4h
Score
306500
Daily Profit
0.351018
Profit Factor
1.851004
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1867.170000
Evaluation Time
2025-09-28 03:01
Expiration Time
2025-11-19 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 603248.5798 655410.4572 -52161.8775 10849.4979 943341.1425 -932491.6446
Total P&L (%) 603.2486 655.4105 -52.1619 10.8495 943.3411 -932.4916
Avg Daily Profit (%) 0.3231 0.351 -0.0279 0.0055 0.1257 0
Buy And Hold Return (%) 280.434 280.434 280.434 280.434 280.434 280.434
Max Trade Drawdown -212998 -176117 -139499 -4570191 -4057621 -2151523
Profit Factor 1.3758 1.851 0.9375 1.0007 1.1076 0.8679
Total Trades 332 166 166 332 166 166
Winning Trades 157 83 74 157 83 74
Losing Trades 175 83 92 175 83 92
Profitability (%) 47.2892 50 44.5783 47.2892 50 44.5783
Ratio Avg Win / Avg Loss 1.5335 1.851 1.1656 1.1154 1.1076 1.079
Largest Winning Trade 198376 198376 37723 1664174 1664174 747217
Largest Losing Trade -53804 -45857 -53804 -1577719 -1467392 -1577719
Avg Bars in Trades 33 41 25 33 41 25
Avg Bars in Winners 37 42 32 37 42 32
Avg Bars in Losers 29 40 19 29 40 19
Bars Traded 11109 6943 4166 11109 6943 4166
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 199742 306500 -580627 -570318 -129449 -580627
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11203,
    "evaluation_days": 1867.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598630400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759017687068,
    "expiration_time": 1763554896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 86,
            "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": [
        [
            603248.5797655158,
            655410.4572359057,
            -52161.8774703903,
            10849.4978852857,
            943341.1425133204,
            -932491.6446280351
        ],
        [
            603.24858,
            655.410457,
            -52.161877,
            10.849498,
            943.341143,
            -932.491645
        ],
        [
            0.323082,
            0.351018,
            -0.027936,
            0.005517,
            0.125671,
            0
        ],
        [
            280.434034,
            280.434034,
            280.434034,
            280.434034,
            280.434034,
            280.434034
        ],
        [
            -212998,
            -176117,
            -139499,
            -4570191,
            -4057621,
            -2151523
        ],
        [
            1.375812,
            1.851004,
            0.937533,
            1.000686,
            1.107618,
            0.867853
        ],
        [
            332,
            166,
            166,
            332,
            166,
            166
        ],
        [
            157,
            83,
            74,
            157,
            83,
            74
        ],
        [
            175,
            83,
            92,
            175,
            83,
            92
        ],
        [
            47.289157,
            50,
            44.578313,
            47.289157,
            50,
            44.578313
        ],
        [
            1.533548,
            1.851004,
            1.165581,
            1.115414,
            1.107618,
            1.078952
        ],
        [
            198376,
            198376,
            37723,
            1664174,
            1664174,
            747217
        ],
        [
            -53804,
            -45857,
            -53804,
            -1577719,
            -1467392,
            -1577719
        ],
        [
            33,
            41,
            25,
            33,
            41,
            25
        ],
        [
            37,
            42,
            32,
            37,
            42,
            32
        ],
        [
            29,
            40,
            19,
            29,
            40,
            19
        ],
        [
            11109,
            6943,
            4166,
            11109,
            6943,
            4166
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            199742,
            306500,
            -580627,
            -570318,
            -129449,
            -580627
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11203,
    "evaluation_days": 1867.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598630400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759017687068,
    "expiration_time": 1763554896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 86,
            "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)