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Trade: SAND/USDT/360/PWMA/LINREG/1001

Strategy
SAND/USDT/360/PWMA/LINREG/1001
Pair
SAND_USDT
Interval
6h
Score
535097
Daily Profit
1.075501
Profit Factor
7.769712
Profitability
35.000000
Streak
0.000000
Best Strategy
Training Data Length
1885.750000
Evaluation Time
2025-10-13 05:14
Expiration Time
2025-12-08 15:44

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2140011.1014 2028126.808 111884.2934 6949128.0988 6830814.5764 118313.5224
Total P&L (%) 2140.0111 2028.1268 111.8843 6949.1281 6830.8146 118.3135
Avg Daily Profit (%) 1.1348 1.0755 0.0593 0.2259 0.225 0.0414
Buy And Hold Return (%) 397.4065 397.4065 397.4065 397.4065 397.4065 397.4065
Max Trade Drawdown -121334 -153424 -43664 -14729137 -11552044 -7007083
Profit Factor 5.3539 7.7697 1.583 1.1902 1.3267 1.0076
Total Trades 79 40 39 79 40 39
Winning Trades 32 14 18 32 14 18
Losing Trades 47 26 21 47 26 21
Profitability (%) 40.5063 35 46.1538 40.5063 35 46.1538
Ratio Avg Win / Avg Loss 7.8636 14.4295 1.8468 1.7481 2.4638 1.1755
Largest Winning Trade 1488938 1488938 63244 14718020 14718020 3851819
Largest Losing Trade -37969 -30051 -37969 -6675194 -3277196 -6675194
Avg Bars in Trades 92 77 107 92 77 107
Avg Bars in Winners 146 137 154 146 137 154
Avg Bars in Losers 55 46 67 55 46 67
Bars Traded 7314 3114 4200 7314 3114 4200
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 -14535 535097 -278027 -36920 136953 -517042
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7543,
    "evaluation_days": 1885.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600819200000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760321657830,
    "expiration_time": 1765201464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 158,
            "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": [
        [
            2140011.1014384786,
            2028126.808020303,
            111884.2934181759,
            6949128.098779578,
            6830814.576412955,
            118313.5223666241
        ],
        [
            2140.011101,
            2028.126808,
            111.884293,
            6949.128099,
            6830.814576,
            118.313522
        ],
        [
            1.134833,
            1.075501,
            0.059331,
            0.22592,
            0.225021,
            0.041412
        ],
        [
            397.40651,
            397.40651,
            397.40651,
            397.40651,
            397.40651,
            397.40651
        ],
        [
            -121334,
            -153424,
            -43664,
            -14729137,
            -11552044,
            -7007083
        ],
        [
            5.353927,
            7.769712,
            1.58296,
            1.190187,
            1.326654,
            1.007571
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            32,
            14,
            18,
            32,
            14,
            18
        ],
        [
            47,
            26,
            21,
            47,
            26,
            21
        ],
        [
            40.506329,
            35,
            46.153846,
            40.506329,
            35,
            46.153846
        ],
        [
            7.863581,
            14.429466,
            1.846787,
            1.748087,
            2.463787,
            1.1755
        ],
        [
            1488938,
            1488938,
            63244,
            14718020,
            14718020,
            3851819
        ],
        [
            -37969,
            -30051,
            -37969,
            -6675194,
            -3277196,
            -6675194
        ],
        [
            92,
            77,
            107,
            92,
            77,
            107
        ],
        [
            146,
            137,
            154,
            146,
            137,
            154
        ],
        [
            55,
            46,
            67,
            55,
            46,
            67
        ],
        [
            7314,
            3114,
            4200,
            7314,
            3114,
            4200
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -14535,
            535097,
            -278027,
            -36920,
            136953,
            -517042
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7543,
    "evaluation_days": 1885.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600819200000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760321657830,
    "expiration_time": 1765201464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 158,
            "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)