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Trade: SAND/USDT/480/MIDPRICE/SWMA/5147

Strategy
SAND/USDT/480/MIDPRICE/SWMA/5147
Pair
SAND_USDT
Interval
8h
Score
764157
Daily Profit
0.197801
Profit Factor
8.479201
Profitability
75.000000
Streak
160.522376
Best Strategy
Training Data Length
1873.000000
Evaluation Time
2025-09-30 07:32
Expiration Time
2025-11-25 06:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1797544.9082 -132104.0966 -1665440.8116 -95550.1249 3949426.0952 -4044976.2201
Total P&L (%) -1797.5449 -132.1041 -1665.4408 -95.5501 3949.4261 -4044.9762
Avg Daily Profit (%) -0.9597 -0.0705 -0.8892 -0.166 0.1978 0
Buy And Hold Return (%) 511.2345 511.2345 511.2345 511.2345 511.2345 511.2345
Max Trade Drawdown -1973261 -247585 -1760621 -3439627 -463350 -4462575
Profit Factor 0.2028 0.6216 0.1261 0.987 8.4792 0.4047
Total Trades 73 36 37 73 36 37
Winning Trades 49 21 28 47 27 20
Losing Trades 24 15 9 26 9 17
Profitability (%) 67.1233 58.3333 75.6757 64.3836 75 54.0541
Ratio Avg Win / Avg Loss 0.0993 0.444 0.0405 0.546 2.8264 0.344
Largest Winning Trade 33814 33814 22743 2079976 1498429 2079976
Largest Losing Trade -1016441 -58972 -1016441 -3316526 -463350 -3316526
Avg Bars in Trades 74 89 59 74 89 59
Avg Bars in Winners 30 34 28 84 100 63
Avg Bars in Losers 163 168 155 55 58 53
Bars Traded 5423 3238 2185 5423 3238 2185
Profit Streak 160.5224 160.5224 277.189 160.5224 160.5224 340.189
Trades During Streak 13 6 8 13 6 9
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -652929 -578259 -575985 -653284 764157 -578782
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5619,
    "evaluation_days": 1873,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1602115200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759206733304,
    "expiration_time": 1764045216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 6,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 165,
            "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": [
        [
            -1797544.9082432431,
            -132104.0966089359,
            -1665440.8116343075,
            -95550.1249319264,
            3949426.0951743787,
            -4044976.2201063056
        ],
        [
            -1797.544908,
            -132.104097,
            -1665.440812,
            -95.550125,
            3949.426095,
            -4044.97622
        ],
        [
            -0.959714,
            -0.070531,
            -0.889184,
            -0.166028,
            0.197801,
            0
        ],
        [
            511.234499,
            511.234499,
            511.234499,
            511.234499,
            511.234499,
            511.234499
        ],
        [
            -1973261,
            -247585,
            -1760621,
            -3439627,
            -463350,
            -4462575
        ],
        [
            0.202807,
            0.621585,
            0.126095,
            0.986952,
            8.479201,
            0.404687
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            49,
            21,
            28,
            47,
            27,
            20
        ],
        [
            24,
            15,
            9,
            26,
            9,
            17
        ],
        [
            67.123288,
            58.333333,
            75.675676,
            64.383562,
            75,
            54.054054
        ],
        [
            0.099334,
            0.443989,
            0.04053,
            0.545973,
            2.8264,
            0.343984
        ],
        [
            33814,
            33814,
            22743,
            2079976,
            1498429,
            2079976
        ],
        [
            -1016441,
            -58972,
            -1016441,
            -3316526,
            -463350,
            -3316526
        ],
        [
            74,
            89,
            59,
            74,
            89,
            59
        ],
        [
            30,
            34,
            28,
            84,
            100,
            63
        ],
        [
            163,
            168,
            155,
            55,
            58,
            53
        ],
        [
            5423,
            3238,
            2185,
            5423,
            3238,
            2185
        ],
        [
            160.522376,
            160.522376,
            277.189043,
            160.522376,
            160.522376,
            340.189043
        ],
        [
            13,
            6,
            8,
            13,
            6,
            9
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -652929,
            -578259,
            -575985,
            -653284,
            764157,
            -578782
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5619,
    "evaluation_days": 1873,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1602115200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759206733304,
    "expiration_time": 1764045216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 6,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 165,
            "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)