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Trade: SAND/USDT/480/PWMA/SSF/3251

Strategy
SAND/USDT/480/PWMA/SSF/3251
Pair
SAND_USDT
Interval
8h
Score
363045
Daily Profit
0.548525
Profit Factor
5.266126
Profitability
43.333333
Streak
50.496023
Best Strategy
Training Data Length
1874.000000
Evaluation Time
2025-10-01 06:54
Expiration Time
2025-11-26 07:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 898579.7063 1027936.5065 -129356.8002 -1091159.0086 -286527.542 -804631.4666
Total P&L (%) 898.5797 1027.9365 -129.3568 -1091.159 -286.5275 -804.6315
Avg Daily Profit (%) 0.4795 0.5485 -0.069 0 0 0
Buy And Hold Return (%) 512.3393 512.3393 512.3393 512.3393 512.3393 512.3393
Max Trade Drawdown -216809 -100618 -269410 -1520817 -893529 -1131002
Profit Factor 2.3463 5.2661 0.6967 0.7478 0.8582 0.6511
Total Trades 61 30 31 61 30 31
Winning Trades 28 13 15 30 16 14
Losing Trades 33 17 16 31 14 17
Profitability (%) 45.9016 43.3333 48.3871 49.1803 53.3333 45.1613
Ratio Avg Win / Avg Loss 2.7653 6.8865 0.7431 0.7728 0.7509 0.7906
Largest Winning Trade 750097 750097 56734 349807 221546 349807
Largest Losing Trade -195065 -32528 -195065 -646638 -646638 -437486
Avg Bars in Trades 87 76 98 87 76 98
Avg Bars in Winners 109 104 113 67 51 85
Avg Bars in Losers 69 55 85 107 104 109
Bars Traded 5364 2297 3067 5364 2297 3067
Profit Streak 0 50.496 0 23.1627 0 153.496
Trades During Streak 0 1 0 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -161228 363045 -581445 -746550 -580393 -581347
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5622,
    "evaluation_days": 1874,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1602835200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759290856366,
    "expiration_time": 1764134208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 84,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            898579.7062968523,
            1027936.5065412186,
            -129356.8002443667,
            -1091159.0086180316,
            -286527.542042287,
            -804631.466575745
        ],
        [
            898.579706,
            1027.936507,
            -129.3568,
            -1091.159009,
            -286.527542,
            -804.631467
        ],
        [
            0.479498,
            0.548525,
            -0.069027,
            0,
            0,
            0
        ],
        [
            512.339284,
            512.339284,
            512.339284,
            512.339284,
            512.339284,
            512.339284
        ],
        [
            -216809,
            -100618,
            -269410,
            -1520817,
            -893529,
            -1131002
        ],
        [
            2.346317,
            5.266126,
            0.696689,
            0.747835,
            0.858218,
            0.651112
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            28,
            13,
            15,
            30,
            16,
            14
        ],
        [
            33,
            17,
            16,
            31,
            14,
            17
        ],
        [
            45.901639,
            43.333333,
            48.387097,
            49.180328,
            53.333333,
            45.16129
        ],
        [
            2.765302,
            6.886472,
            0.743135,
            0.772763,
            0.75094,
            0.790636
        ],
        [
            750097,
            750097,
            56734,
            349807,
            221546,
            349807
        ],
        [
            -195065,
            -32528,
            -195065,
            -646638,
            -646638,
            -437486
        ],
        [
            87,
            76,
            98,
            87,
            76,
            98
        ],
        [
            109,
            104,
            113,
            67,
            51,
            85
        ],
        [
            69,
            55,
            85,
            107,
            104,
            109
        ],
        [
            5364,
            2297,
            3067,
            5364,
            2297,
            3067
        ],
        [
            0,
            50.496023,
            0,
            23.162689,
            0,
            153.496023
        ],
        [
            0,
            1,
            0,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -161228,
            363045,
            -581445,
            -746550,
            -580393,
            -581347
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5622,
    "evaluation_days": 1874,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1602835200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759290856366,
    "expiration_time": 1764134208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 84,
            "offset": 0,
            "poles": 3
        }
    }
}

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)