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Trade: SAND/USDT/360/PWMA/DCU/9973

Strategy
SAND/USDT/360/PWMA/DCU/9973
Pair
SAND_USDT
Interval
6h
Score
426646
Daily Profit
0.840343
Profit Factor
3.245636
Profitability
35.329341
Streak
0.000000
Best Strategy
Training Data Length
1867.250000
Evaluation Time
2025-09-25 22:34
Expiration Time
2025-11-19 14:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1569131.1746 1409486.9983 159644.1763 18900382.2731 2672310.4591 16228071.814
Total P&L (%) 1569.1312 1409.487 159.6442 18900.3823 2672.3105 16228.0718
Avg Daily Profit (%) 0.8403 0.7548 0.0855 0.2814 0.1781 0.2733
Buy And Hold Return (%) 456.642 456.642 456.642 456.642 456.642 456.642
Max Trade Drawdown -74854 -84504 -41958 -19097128 -17335965 -10938684
Profit Factor 3.2456 4.2746 1.595 1.1994 1.0474 1.4227
Total Trades 167 84 83 167 84 83
Winning Trades 59 24 35 59 24 35
Losing Trades 108 60 48 108 60 48
Profitability (%) 35.3293 28.5714 42.1687 35.3293 28.5714 42.1687
Ratio Avg Win / Avg Loss 5.9412 10.6866 2.1874 2.1956 2.6185 1.9511
Largest Winning Trade 609387 609387 48863 18732672 18732672 5133440
Largest Losing Trade -25754 -25754 -23885 -5985190 -3844870 -5985190
Avg Bars in Trades 43 53 33 43 53 33
Avg Bars in Winners 71 93 56 71 93 56
Avg Bars in Losers 28 37 17 28 37 17
Bars Traded 7336 4515 2821 7336 4515 2821
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 426646 93798 -244967 138797 -174599 260325

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7469,
    "evaluation_days": 1867.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599588000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758828887283,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 11,
            "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": [
        [
            1569131.1745830104,
            1409486.9983164533,
            159644.1762665574,
            18900382.273061763,
            2672310.459080779,
            16228071.81398099
        ],
        [
            1569.131175,
            1409.486998,
            159.644176,
            18900.382273,
            2672.310459,
            16228.071814
        ],
        [
            0.840343,
            0.754846,
            0.085497,
            0.281399,
            0.178081,
            0.273259
        ],
        [
            456.642003,
            456.642003,
            456.642003,
            456.642003,
            456.642003,
            456.642003
        ],
        [
            -74854,
            -84504,
            -41958,
            -19097128,
            -17335965,
            -10938684
        ],
        [
            3.245636,
            4.274642,
            1.594972,
            1.199426,
            1.047395,
            1.422711
        ],
        [
            167,
            84,
            83,
            167,
            84,
            83
        ],
        [
            59,
            24,
            35,
            59,
            24,
            35
        ],
        [
            108,
            60,
            48,
            108,
            60,
            48
        ],
        [
            35.329341,
            28.571429,
            42.168675,
            35.329341,
            28.571429,
            42.168675
        ],
        [
            5.941164,
            10.686606,
            2.18739,
            2.195559,
            2.618488,
            1.951147
        ],
        [
            609387,
            609387,
            48863,
            18732672,
            18732672,
            5133440
        ],
        [
            -25754,
            -25754,
            -23885,
            -5985190,
            -3844870,
            -5985190
        ],
        [
            43,
            53,
            33,
            43,
            53,
            33
        ],
        [
            71,
            93,
            56,
            71,
            93,
            56
        ],
        [
            28,
            37,
            17,
            28,
            37,
            17
        ],
        [
            7336,
            4515,
            2821,
            7336,
            4515,
            2821
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            426646,
            93798,
            -244967,
            138797,
            -174599,
            260325
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7469,
    "evaluation_days": 1867.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599588000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758828887283,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 11,
            "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)