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Trade: SAND/USDT/480/HL2/HMA/2304

Strategy
SAND/USDT/480/HL2/HMA/2304
Pair
SAND_USDT
Interval
8h
Score
562122
Daily Profit
0.239338
Profit Factor
2.962919
Profitability
62.162162
Streak
0.000000
Best Strategy
Training Data Length
1869.000000
Evaluation Time
2025-09-26 06:53
Expiration Time
2025-11-21 03:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1575184.2308 -37469.0205 -1537715.2103 -315965.0141 -8933142.219 8617177.2049
Total P&L (%) -1575.1842 -37.469 -1537.7152 -315.965 -8933.1422 8617.1772
Avg Daily Profit (%) -0.8428 -0.02 -0.8227 0 0 0.2393
Buy And Hold Return (%) 549.9328 549.9328 549.9328 549.9328 549.9328 549.9328
Max Trade Drawdown -1679537 -165362 -1589341 -7634487 -9077517 -2033857
Profit Factor 0.2005 0.85 0.1062 0.9782 0.1149 2.9629
Total Trades 74 37 37 74 37 37
Winning Trades 52 24 28 40 17 23
Losing Trades 22 13 9 34 20 14
Profitability (%) 70.2703 64.8649 75.6757 54.0541 45.9459 62.1622
Ratio Avg Win / Avg Loss 0.0848 0.4604 0.0342 0.8315 0.1351 1.8035
Largest Winning Trade 36624 36624 31877 10098069 338499 10098069
Largest Losing Trade -1157973 -63926 -1157973 -4358635 -4358635 -1649112
Avg Bars in Trades 70 76 63 70 76 63
Avg Bars in Winners 20 19 21 36 26 43
Avg Bars in Losers 187 183 193 109 119 95
Bars Traded 5193 2843 2350 5193 2843 2350
Profit Streak 10.4953 48.8287 10.4953 0 0 0
Trades During Streak 4 2 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -645070 -577855 -576345 -648752 -582349 562122

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5607,
    "evaluation_days": 1869,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1608710400000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758858797406,
    "expiration_time": 1763689248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 220,
            "offset": 161
        }
    }
}
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": [
        [
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            -37469.020546947,
            -1537715.2102905216,
            -315965.0140759523,
            -8933142.219024817,
            8617177.204948865
        ],
        [
            -1575.184231,
            -37.469021,
            -1537.71521,
            -315.965014,
            -8933.142219,
            8617.177205
        ],
        [
            -0.842795,
            -0.020048,
            -0.822748,
            0,
            0,
            0.239338
        ],
        [
            549.932766,
            549.932766,
            549.932766,
            549.932766,
            549.932766,
            549.932766
        ],
        [
            -1679537,
            -165362,
            -1589341,
            -7634487,
            -9077517,
            -2033857
        ],
        [
            0.200507,
            0.849955,
            0.106245,
            0.978183,
            0.114877,
            2.962919
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            52,
            24,
            28,
            40,
            17,
            23
        ],
        [
            22,
            13,
            9,
            34,
            20,
            14
        ],
        [
            70.27027,
            64.864865,
            75.675676,
            54.054054,
            45.945946,
            62.162162
        ],
        [
            0.08483,
            0.460392,
            0.03415,
            0.831456,
            0.135149,
            1.803516
        ],
        [
            36624,
            36624,
            31877,
            10098069,
            338499,
            10098069
        ],
        [
            -1157973,
            -63926,
            -1157973,
            -4358635,
            -4358635,
            -1649112
        ],
        [
            70,
            76,
            63,
            70,
            76,
            63
        ],
        [
            20,
            19,
            21,
            36,
            26,
            43
        ],
        [
            187,
            183,
            193,
            109,
            119,
            95
        ],
        [
            5193,
            2843,
            2350,
            5193,
            2843,
            2350
        ],
        [
            10.49534,
            48.828674,
            10.49534,
            0,
            0,
            0
        ],
        [
            4,
            2,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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            1.45
        ],
        [
            -645070,
            -577855,
            -576345,
            -648752,
            -582349,
            562122
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5607,
    "evaluation_days": 1869,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1608710400000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758858797406,
    "expiration_time": 1763689248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 220,
            "offset": 161
        }
    }
}

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)