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Trade: SAND/USDT/360/HL2/SINWMA/4685

Strategy
SAND/USDT/360/HL2/SINWMA/4685
Pair
SAND_USDT
Interval
6h
Score
341744
Daily Profit
0.184058
Profit Factor
1.834524
Profitability
53.289474
Streak
2.707236
Best Strategy
Training Data Length
1878.750000
Evaluation Time
2025-10-06 07:58
Expiration Time
2025-12-01 10:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1207745.9631 -28276.5377 -1179469.4254 84871.1015 3065243.0057 -2980371.9042
Total P&L (%) -1207.746 -28.2765 -1179.4694 84.8711 3065.243 -2980.3719
Avg Daily Profit (%) -0.6428 -0.0151 -0.6278 0.0327 0.1841 0
Buy And Hold Return (%) 624.074 624.074 624.074 624.074 624.074 624.074
Max Trade Drawdown -1447577 -229234 -1309714 -5134829 -1165564 -5557223
Profit Factor 0.4488 0.9475 0.2863 1.0064 1.8345 0.6904
Total Trades 305 152 153 305 152 153
Winning Trades 231 110 121 153 81 72
Losing Trades 74 42 32 152 71 81
Profitability (%) 75.7377 72.3684 79.085 50.1639 53.2895 47.0588
Ratio Avg Win / Avg Loss 0.1438 0.3618 0.0757 0.9998 1.608 0.7767
Largest Winning Trade 33778 33778 19694 3574775 1517543 3574775
Largest Losing Trade -547393 -57702 -547393 -3513771 -434856 -3513771
Avg Bars in Trades 24 27 21 24 27 21
Avg Bars in Winners 9 7 11 26 30 21
Avg Bars in Losers 69 79 57 21 23 20
Bars Traded 7355 4114 3241 7355 4114 3241
Profit Streak 2.7072 2.7072 14.4572 2.7072 2.7072 14.4572
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576131 -578782 -575131 -528809 341744 -580323
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7515,
    "evaluation_days": 1878.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599393600000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759726705227,
    "expiration_time": 1764578520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 93,
            "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": [
        [
            -1207745.9631099552,
            -28276.5377285102,
            -1179469.4253814446,
            84871.1014729793,
            3065243.005679562,
            -2980371.904206582
        ],
        [
            -1207.745963,
            -28.276538,
            -1179.469425,
            84.871101,
            3065.243006,
            -2980.371904
        ],
        [
            -0.642845,
            -0.015051,
            -0.627795,
            0.032713,
            0.184058,
            0
        ],
        [
            624.074026,
            624.074026,
            624.074026,
            624.074026,
            624.074026,
            624.074026
        ],
        [
            -1447577,
            -229234,
            -1309714,
            -5134829,
            -1165564,
            -5557223
        ],
        [
            0.448811,
            0.947485,
            0.286345,
            1.006381,
            1.834524,
            0.690431
        ],
        [
            305,
            152,
            153,
            305,
            152,
            153
        ],
        [
            231,
            110,
            121,
            153,
            81,
            72
        ],
        [
            74,
            42,
            32,
            152,
            71,
            81
        ],
        [
            75.737705,
            72.368421,
            79.084967,
            50.163934,
            53.289474,
            47.058824
        ],
        [
            0.143775,
            0.361767,
            0.075728,
            0.999803,
            1.608039,
            0.776735
        ],
        [
            33778,
            33778,
            19694,
            3574775,
            1517543,
            3574775
        ],
        [
            -547393,
            -57702,
            -547393,
            -3513771,
            -434856,
            -3513771
        ],
        [
            24,
            27,
            21,
            24,
            27,
            21
        ],
        [
            9,
            7,
            11,
            26,
            30,
            21
        ],
        [
            69,
            79,
            57,
            21,
            23,
            20
        ],
        [
            7355,
            4114,
            3241,
            7355,
            4114,
            3241
        ],
        [
            2.707236,
            2.707236,
            14.457236,
            2.707236,
            2.707236,
            14.457236
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576131,
            -578782,
            -575131,
            -528809,
            341744,
            -580323
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7515,
    "evaluation_days": 1878.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599393600000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759726705227,
    "expiration_time": 1764578520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 93,
            "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)