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Trade: SAND/USDT/360/SINWMA/DEMA/1206

Strategy
SAND/USDT/360/SINWMA/DEMA/1206
Pair
SAND_USDT
Interval
6h
Score
340617
Daily Profit
1.016736
Profit Factor
3.884992
Profitability
32.530120
Streak
0.000000
Best Strategy
Training Data Length
1882.000000
Evaluation Time
2025-10-09 11:26
Expiration Time
2025-12-04 19:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1913496.3158 1873051.5652 40444.7506 1459860.556 187752.1378 1272108.4183
Total P&L (%) 1913.4963 1873.0516 40.4448 1459.8606 187.7521 1272.1084
Avg Daily Profit (%) 1.0167 0.9952 0.0215 0.1461 0.0562 0.1393
Buy And Hold Return (%) 570.8861 570.8861 570.8861 570.8861 570.8861 570.8861
Max Trade Drawdown -96816 -106805 -60126 -5438030 -5219517 -2231408
Profit Factor 3.885 5.9659 1.1414 1.0679 1.0148 1.144
Total Trades 83 42 41 83 42 41
Winning Trades 27 9 18 27 9 18
Losing Trades 56 33 23 56 33 23
Profitability (%) 32.5301 21.4286 43.9024 32.5301 21.4286 43.9024
Ratio Avg Win / Avg Loss 8.0578 21.8749 1.4584 2.215 3.7211 1.4618
Largest Winning Trade 1340560 1340560 60063 4453315 4453315 2033934
Largest Losing Trade -38070 -38070 -35648 -2559641 -2559641 -1688569
Avg Bars in Trades 87 76 98 87 76 98
Avg Bars in Winners 172 185 165 172 185 165
Avg Bars in Losers 46 47 45 46 47 45
Bars Traded 7253 3229 4023 7253 3229 4023
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 340617 -26534 -397276 -153887 -532292 -76554
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7528,
    "evaluation_days": 1882,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599372000000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1759998391796,
    "expiration_time": 1764867744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 68,
            "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": [
        [
            1913496.3158014512,
            1873051.565236672,
            40444.7505647788,
            1459860.5560468151,
            187752.1377962169,
            1272108.4182505964
        ],
        [
            1913.496316,
            1873.051565,
            40.444751,
            1459.860556,
            187.752138,
            1272.108418
        ],
        [
            1.016736,
            0.995245,
            0.02149,
            0.146078,
            0.056176,
            0.139254
        ],
        [
            570.886076,
            570.886076,
            570.886076,
            570.886076,
            570.886076,
            570.886076
        ],
        [
            -96816,
            -106805,
            -60126,
            -5438030,
            -5219517,
            -2231408
        ],
        [
            3.884992,
            5.965872,
            1.141379,
            1.067931,
            1.014835,
            1.143993
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            27,
            9,
            18,
            27,
            9,
            18
        ],
        [
            56,
            33,
            23,
            56,
            33,
            23
        ],
        [
            32.53012,
            21.428571,
            43.902439,
            32.53012,
            21.428571,
            43.902439
        ],
        [
            8.057762,
            21.874865,
            1.458428,
            2.214969,
            3.721063,
            1.461769
        ],
        [
            1340560,
            1340560,
            60063,
            4453315,
            4453315,
            2033934
        ],
        [
            -38070,
            -38070,
            -35648,
            -2559641,
            -2559641,
            -1688569
        ],
        [
            87,
            76,
            98,
            87,
            76,
            98
        ],
        [
            172,
            185,
            165,
            172,
            185,
            165
        ],
        [
            46,
            47,
            45,
            46,
            47,
            45
        ],
        [
            7253,
            3229,
            4023,
            7253,
            3229,
            4023
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            340617,
            -26534,
            -397276,
            -153887,
            -532292,
            -76554
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7528,
    "evaluation_days": 1882,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599372000000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1759998391796,
    "expiration_time": 1764867744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 68,
            "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)