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Trade: SAND/USDT/360/WMA/BBM/4372

Strategy
SAND/USDT/360/WMA/BBM/4372
Pair
SAND_USDT
Interval
6h
Score
350795
Daily Profit
0.211064
Profit Factor
1.361579
Profitability
51.219512
Streak
104.415486
Best Strategy
Training Data Length
1871.750000
Evaluation Time
2025-09-29 06:58
Expiration Time
2025-11-24 05:39

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1106477.2465 124265.4221 -1230742.6686 310975.7962 5074977.8993 -4764002.1031
Total P&L (%) -1106.4772 124.2654 -1230.7427 310.9758 5074.9779 -4764.0021
Avg Daily Profit (%) -0.5911 0.0664 -0.6575 0.0755 0.2111 0
Buy And Hold Return (%) 554.1399 554.1399 554.1399 554.1399 554.1399 554.1399
Max Trade Drawdown -1220911 -135583 -1298684 -23798649 -4577317 -26734819
Profit Factor 0.454 1.3745 0.2738 1.0061 1.3616 0.8714
Total Trades 82 41 41 82 41 41
Winning Trades 46 21 25 40 21 19
Losing Trades 36 20 16 42 20 22
Profitability (%) 56.0976 51.2195 60.9756 48.7805 51.2195 46.3415
Ratio Avg Win / Avg Loss 0.3553 1.309 0.1752 1.0564 1.2967 1.009
Largest Winning Trade 80027 80027 51004 13946857 4028176 13946857
Largest Losing Trade -694154 -31350 -694154 -10845017 -4577317 -10845017
Avg Bars in Trades 87 79 96 87 79 96
Avg Bars in Winners 75 59 88 95 90 101
Avg Bars in Losers 103 100 108 80 67 92
Bars Traded 7212 3258 3954 7212 3258 3954
Profit Streak 104.4155 104.4155 133.4155 104.4155 104.4155 133.4155
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -587333 -268373 -577968 -479515 350795 -579147
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7487,
    "evaluation_days": 1871.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1601640000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759118297953,
    "expiration_time": 1763955576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 129,
            "offset": 0,
            "std": 2.63517
        }
    }
}
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": [
        [
            -1106477.2464803273,
            124265.4221259544,
            -1230742.6686062817,
            310975.7961539344,
            5074977.899272227,
            -4764002.1031182865
        ],
        [
            -1106.477246,
            124.265422,
            -1230.742669,
            310.975796,
            5074.977899,
            -4764.002103
        ],
        [
            -0.591146,
            0.06639,
            -0.657536,
            0.075539,
            0.211064,
            0
        ],
        [
            554.139896,
            554.139896,
            554.139896,
            554.139896,
            554.139896,
            554.139896
        ],
        [
            -1220911,
            -135583,
            -1298684,
            -23798649,
            -4577317,
            -26734819
        ],
        [
            0.45402,
            1.374501,
            0.273801,
            1.006088,
            1.361579,
            0.871405
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            46,
            21,
            25,
            40,
            21,
            19
        ],
        [
            36,
            20,
            16,
            42,
            20,
            22
        ],
        [
            56.097561,
            51.219512,
            60.97561,
            48.780488,
            51.219512,
            46.341463
        ],
        [
            0.35532,
            1.309048,
            0.175232,
            1.056392,
            1.296742,
            1.008995
        ],
        [
            80027,
            80027,
            51004,
            13946857,
            4028176,
            13946857
        ],
        [
            -694154,
            -31350,
            -694154,
            -10845017,
            -4577317,
            -10845017
        ],
        [
            87,
            79,
            96,
            87,
            79,
            96
        ],
        [
            75,
            59,
            88,
            95,
            90,
            101
        ],
        [
            103,
            100,
            108,
            80,
            67,
            92
        ],
        [
            7212,
            3258,
            3954,
            7212,
            3258,
            3954
        ],
        [
            104.415485,
            104.415485,
            133.415485,
            104.415486,
            104.415486,
            133.415486
        ],
        [
            5,
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            2,
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        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -587333,
            -268373,
            -577968,
            -479515,
            350795,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7487,
    "evaluation_days": 1871.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1601640000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759118297953,
    "expiration_time": 1763955576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 129,
            "offset": 0,
            "std": 2.63517
        }
    }
}

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)