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Trade: SAND/USDT/360/WMA/PWMA/3222

Strategy
SAND/USDT/360/WMA/PWMA/3222
Pair
SAND_USDT
Interval
6h
Score
526947
Daily Profit
0.336976
Profit Factor
2.230486
Profitability
58.974359
Streak
0.000000
Best Strategy
Training Data Length
1873.250000
Evaluation Time
2025-09-30 21:09
Expiration Time
2025-11-25 18:44

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -703621.055 285382.6103 -989003.6653 860604.4558 -53593794.9677 54454399.4234
Total P&L (%) -703.6211 285.3826 -989.0037 860.6045 -53593.795 54454.3994
Avg Daily Profit (%) -0.3756 0.1523 -0.528 0.1208 0 0.337
Buy And Hold Return (%) 436.8752 436.8752 436.8752 436.8752 436.8752 436.8752
Max Trade Drawdown -988526 -153133 -1027594 -54542080 -55078423 -22357732
Profit Factor 0.5931 1.7469 0.2658 1.0062 0.4274 2.2305
Total Trades 78 39 39 78 39 39
Winning Trades 41 18 23 41 18 23
Losing Trades 37 21 16 37 21 16
Profitability (%) 52.5641 46.1538 58.9744 52.5641 46.1538 58.9744
Ratio Avg Win / Avg Loss 0.5352 2.0381 0.1849 0.9081 0.4986 1.5516
Largest Winning Trade 210149 210149 40307 50631041 15398928 50631041
Largest Losing Trade -603617 -56636 -603617 -30428142 -30428142 -17483697
Avg Bars in Trades 92 98 85 92 98 85
Avg Bars in Winners 71 76 67 78 77 79
Avg Bars in Losers 115 118 112 107 117 94
Bars Traded 7198 3858 3339 7198 3858 3339
Profit Streak 23.2563 32.2563 0 23.2563 32.2563 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -618677 -156186 -579594 -291575 -581712 526947
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7493,
    "evaluation_days": 1873.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1602547200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759255744153,
    "expiration_time": 1764089064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 237,
            "offset": 2
        }
    }
}
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": [
        [
            -703621.0550139991,
            285382.6102929429,
            -989003.6653069421,
            860604.4557684843,
            -53593794.967668705,
            54454399.423437215
        ],
        [
            -703.621055,
            285.38261,
            -989.003665,
            860.604456,
            -53593.794968,
            54454.399423
        ],
        [
            -0.375615,
            0.152346,
            -0.527961,
            0.120847,
            0,
            0.336976
        ],
        [
            436.875233,
            436.875233,
            436.875233,
            436.875233,
            436.875233,
            436.875233
        ],
        [
            -988526,
            -153133,
            -1027594,
            -54542080,
            -55078423,
            -22357732
        ],
        [
            0.593092,
            1.746936,
            0.265838,
            1.006243,
            0.427356,
            2.230486
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            41,
            18,
            23,
            41,
            18,
            23
        ],
        [
            37,
            21,
            16,
            37,
            21,
            16
        ],
        [
            52.564103,
            46.153846,
            58.974359,
            52.564103,
            46.153846,
            58.974359
        ],
        [
            0.535229,
            2.038091,
            0.184931,
            0.908073,
            0.498582,
            1.551642
        ],
        [
            210149,
            210149,
            40307,
            50631041,
            15398928,
            50631041
        ],
        [
            -603617,
            -56636,
            -603617,
            -30428142,
            -30428142,
            -17483697
        ],
        [
            92,
            98,
            85,
            92,
            98,
            85
        ],
        [
            71,
            76,
            67,
            78,
            77,
            79
        ],
        [
            115,
            118,
            112,
            107,
            117,
            94
        ],
        [
            7198,
            3858,
            3339,
            7198,
            3858,
            3339
        ],
        [
            23.256298,
            32.256298,
            0,
            23.256298,
            32.256298,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -618677,
            -156186,
            -579594,
            -291575,
            -581712,
            526947
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7493,
    "evaluation_days": 1873.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1602547200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759255744153,
    "expiration_time": 1764089064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 237,
            "offset": 2
        }
    }
}

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)