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Trade: SAND/USDT/480/HL2/WMA/1185

Strategy
SAND/USDT/480/HL2/WMA/1185
Pair
SAND_USDT
Interval
8h
Score
325474
Daily Profit
0.164406
Profit Factor
1.889083
Profitability
66.386555
Streak
0.000000
Best Strategy
Training Data Length
1869.330000
Evaluation Time
2025-09-26 13:20
Expiration Time
2025-11-21 11:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1480609.0096 -151362.2505 -1329246.7591 -128165.7829 -2183992.2051 2055826.4222
Total P&L (%) -1480.609 -151.3623 -1329.2468 -128.1658 -2183.9922 2055.8264
Avg Daily Profit (%) -0.7921 -0.081 -0.7111 0 0 0.1644
Buy And Hold Return (%) 444.3159 444.3159 444.3159 444.3159 444.3159 444.3159
Max Trade Drawdown -1623733 -276028 -1407690 -2278787 -2393550 -1055103
Profit Factor 0.323 0.7106 0.2012 0.9783 0.3924 1.8891
Total Trades 237 118 119 237 118 119
Winning Trades 171 80 91 147 68 79
Losing Trades 66 38 28 90 50 40
Profitability (%) 72.1519 67.7966 76.4706 62.0253 57.6271 66.3866
Ratio Avg Win / Avg Loss 0.1247 0.3375 0.0619 0.599 0.2885 0.9565
Largest Winning Trade 21456 21456 11147 1641014 354707 1641014
Largest Losing Trade -563514 -66650 -563514 -1147637 -1147637 -1055103
Avg Bars in Trades 23 26 19 23 26 19
Avg Bars in Winners 8 6 10 14 13 15
Avg Bars in Losers 60 68 48 37 45 27
Bars Traded 5471 3137 2334 5471 3137 2334
Profit Streak 21.0975 21.0975 58.7642 0 0 0
Trades During Streak 3 1 7 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574920 -577882 -575436 -577701 -579752 325474

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5608,
    "evaluation_days": 1869.33,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1600531200000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758882027262,
    "expiration_time": 1763718912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 110,
            "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": [
        [
            -1480609.0096096788,
            -151362.2505091177,
            -1329246.7591005617,
            -128165.7829134715,
            -2183992.2050693724,
            2055826.4221559023
        ],
        [
            -1480.60901,
            -151.362251,
            -1329.246759,
            -128.165783,
            -2183.992205,
            2055.826422
        ],
        [
            -0.792053,
            -0.080971,
            -0.711082,
            0,
            0,
            0.164406
        ],
        [
            444.31589,
            444.31589,
            444.31589,
            444.31589,
            444.31589,
            444.31589
        ],
        [
            -1623733,
            -276028,
            -1407690,
            -2278787,
            -2393550,
            -1055103
        ],
        [
            0.323031,
            0.710581,
            0.201236,
            0.978301,
            0.392363,
            1.889083
        ],
        [
            237,
            118,
            119,
            237,
            118,
            119
        ],
        [
            171,
            80,
            91,
            147,
            68,
            79
        ],
        [
            66,
            38,
            28,
            90,
            50,
            40
        ],
        [
            72.151899,
            67.79661,
            76.470588,
            62.025316,
            57.627119,
            66.386555
        ],
        [
            0.124679,
            0.337526,
            0.061919,
            0.59896,
            0.288502,
            0.956498
        ],
        [
            21456,
            21456,
            11147,
            1641014,
            354707,
            1641014
        ],
        [
            -563514,
            -66650,
            -563514,
            -1147637,
            -1147637,
            -1055103
        ],
        [
            23,
            26,
            19,
            23,
            26,
            19
        ],
        [
            8,
            6,
            10,
            14,
            13,
            15
        ],
        [
            60,
            68,
            48,
            37,
            45,
            27
        ],
        [
            5471,
            3137,
            2334,
            5471,
            3137,
            2334
        ],
        [
            21.097538,
            21.097538,
            58.764204,
            0,
            0,
            0
        ],
        [
            3,
            1,
            7,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574920,
            -577882,
            -575436,
            -577701,
            -579752,
            325474
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5608,
    "evaluation_days": 1869.33,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1600531200000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758882027262,
    "expiration_time": 1763718912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 110,
            "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)