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Trade: SAND/USDT/360/DCM/PWMA/3674

Strategy
SAND/USDT/360/DCM/PWMA/3674
Pair
SAND_USDT
Interval
6h
Score
337715
Daily Profit
0.194907
Profit Factor
1.475803
Profitability
51.020408
Streak
0.000000
Best Strategy
Training Data Length
1884.750000
Evaluation Time
2025-10-12 07:24
Expiration Time
2025-12-07 15:01

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1760249.4918 -6719.6119 -1753529.8799 -375404.3109 -4200359.2961 3824954.9853
Total P&L (%) -1760.2495 -6.7196 -1753.5299 -375.4043 -4200.3593 3824.955
Avg Daily Profit (%) -0.9339 -0.0036 -0.9304 0 0 0.1949
Buy And Hold Return (%) 330.0228 330.0228 330.0228 330.0228 330.0228 330.0228
Max Trade Drawdown -1801244 -118349 -1778853 -7364489 -5409237 -3909836
Profit Factor 0.2989 0.9817 0.1815 0.9814 0.6554 1.4758
Total Trades 98 49 49 98 49 49
Winning Trades 54 25 29 48 23 25
Losing Trades 44 24 20 50 26 24
Profitability (%) 55.102 51.0204 59.1837 48.9796 46.9388 51.0204
Ratio Avg Win / Avg Loss 0.2435 0.9425 0.1252 1.0223 0.7408 1.4168
Largest Winning Trade 72227 72227 34594 3488800 2951786 3488800
Largest Losing Trade -1192046 -53857 -1192046 -3469048 -3469048 -1664504
Avg Bars in Trades 73 55 92 73 55 92
Avg Bars in Winners 51 36 64 60 50 69
Avg Bars in Losers 100 74 132 86 59 115
Bars Traded 7211 2703 4508 7211 2703 4508
Profit Streak 27.6833 0 28.6833 0 92.9333 0
Trades During Streak 1 0 1 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -579314 -580549 -578950 -579247 -580912 337715
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7539,
    "evaluation_days": 1884.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1602633600000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760243041051,
    "expiration_time": 1765112472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 243,
            "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": [
        [
            -1760249.4917926444,
            -6719.6119382236,
            -1753529.8798544204,
            -375404.3108805346,
            -4200359.296139775,
            3824954.9852592396
        ],
        [
            -1760.249492,
            -6.719612,
            -1753.52988,
            -375.404311,
            -4200.359296,
            3824.954985
        ],
        [
            -0.933943,
            -0.003565,
            -0.930378,
            0,
            0,
            0.194907
        ],
        [
            330.022771,
            330.022771,
            330.022771,
            330.022771,
            330.022771,
            330.022771
        ],
        [
            -1801244,
            -118349,
            -1778853,
            -7364489,
            -5409237,
            -3909836
        ],
        [
            0.29885,
            0.981742,
            0.181546,
            0.98144,
            0.655366,
            1.475803
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            54,
            25,
            29,
            48,
            23,
            25
        ],
        [
            44,
            24,
            20,
            50,
            26,
            24
        ],
        [
            55.102041,
            51.020408,
            59.183673,
            48.979592,
            46.938776,
            51.020408
        ],
        [
            0.243508,
            0.942472,
            0.125204,
            1.022334,
            0.740848,
            1.416771
        ],
        [
            72227,
            72227,
            34594,
            3488800,
            2951786,
            3488800
        ],
        [
            -1192046,
            -53857,
            -1192046,
            -3469048,
            -3469048,
            -1664504
        ],
        [
            73,
            55,
            92,
            73,
            55,
            92
        ],
        [
            51,
            36,
            64,
            60,
            50,
            69
        ],
        [
            100,
            74,
            132,
            86,
            59,
            115
        ],
        [
            7211,
            2703,
            4508,
            7211,
            2703,
            4508
        ],
        [
            27.683345,
            0,
            28.683345,
            0,
            92.933345,
            0
        ],
        [
            1,
            0,
            1,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -579314,
            -580549,
            -578950,
            -579247,
            -580912,
            337715
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7539,
    "evaluation_days": 1884.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1602633600000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760243041051,
    "expiration_time": 1765112472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 243,
            "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)