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Trade: SAND/USDT/360/SSF/PWMA/5908

Strategy
SAND/USDT/360/SSF/PWMA/5908
Pair
SAND_USDT
Interval
6h
Score
385700
Daily Profit
0.597632
Profit Factor
2.186852
Profitability
45.679012
Streak
0.000000
Best Strategy
Training Data Length
1867.250000
Evaluation Time
2025-09-26 14:00
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 1115928.35 1138287.4299 -22359.0799 445083.5499 68813.0992 376270.4508
Total P&L (%) 1115.9284 1138.2874 -22.3591 445.0836 68.8131 376.2705
Avg Daily Profit (%) 0.5976 0.6096 -0.012 0.0909 0.028 0.0836
Buy And Hold Return (%) 460.0633 460.0633 460.0633 460.0633 460.0633 460.0633
Max Trade Drawdown -184225 -159174 -75921 -5648764 -5976666 -1232108
Profit Factor 2.1869 3.2296 0.948 1.0278 1.0068 1.0634
Total Trades 162 81 81 162 81 81
Winning Trades 74 38 36 74 38 36
Losing Trades 88 43 45 88 43 45
Profitability (%) 45.679 46.9136 44.4444 45.679 46.9136 44.4444
Ratio Avg Win / Avg Loss 2.6006 3.6546 1.185 1.2222 1.1393 1.3292
Largest Winning Trade 566543 566543 56974 5069546 5069546 1834937
Largest Losing Trade -34724 -34724 -33975 -1881041 -1881041 -1073529
Avg Bars in Trades 45 41 48 45 41 48
Avg Bars in Winners 57 54 60 57 54 60
Avg Bars in Losers 34 30 38 34 30 38
Bars Traded 7293 3361 3932 7293 3361 3932
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 385700 29730 -593229 -428273 -547380 -412036

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": 1598248800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758884416804,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 200,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 40,
            "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": [
        [
            1115928.3500132808,
            1138287.4298975985,
            -22359.0798843182,
            445083.5499129714,
            68813.0991522948,
            376270.4507606741
        ],
        [
            1115.92835,
            1138.28743,
            -22.35908,
            445.08355,
            68.813099,
            376.270451
        ],
        [
            0.597632,
            0.609606,
            -0.011974,
            0.090858,
            0.028046,
            0.083624
        ],
        [
            460.063289,
            460.063289,
            460.063289,
            460.063289,
            460.063289,
            460.063289
        ],
        [
            -184225,
            -159174,
            -75921,
            -5648764,
            -5976666,
            -1232108
        ],
        [
            2.186852,
            3.229626,
            0.947967,
            1.02775,
            1.006813,
            1.063359
        ],
        [
            162,
            81,
            81,
            162,
            81,
            81
        ],
        [
            74,
            38,
            36,
            74,
            38,
            36
        ],
        [
            88,
            43,
            45,
            88,
            43,
            45
        ],
        [
            45.679012,
            46.91358,
            44.444444,
            45.679012,
            46.91358,
            44.444444
        ],
        [
            2.600581,
            3.654576,
            1.184959,
            1.222189,
            1.139288,
            1.329199
        ],
        [
            566543,
            566543,
            56974,
            5069546,
            5069546,
            1834937
        ],
        [
            -34724,
            -34724,
            -33975,
            -1881041,
            -1881041,
            -1073529
        ],
        [
            45,
            41,
            48,
            45,
            41,
            48
        ],
        [
            57,
            54,
            60,
            57,
            54,
            60
        ],
        [
            34,
            30,
            38,
            34,
            30,
            38
        ],
        [
            7293,
            3361,
            3932,
            7293,
            3361,
            3932
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            385700,
            29730,
            -593229,
            -428273,
            -547380,
            -412036
        ]
    ]
}
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": 1598248800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758884416804,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 200,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 40,
            "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)