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Trade: SAND/USDT/480/SWMA/MIDPRICE/2159

Strategy
SAND/USDT/480/SWMA/MIDPRICE/2159
Pair
SAND_USDT
Interval
8h
Score
333315
Daily Profit
0.544814
Profit Factor
2.082508
Profitability
50.666667
Streak
7.859504
Best Strategy
Training Data Length
1874.330000
Evaluation Time
2025-10-01 15:37
Expiration Time
2025-11-26 15:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1021160.8049 1039325.5863 -18164.7814 252919.0105 745951.2526 -493032.2421
Total P&L (%) 1021.1608 1039.3256 -18.1648 252.919 745.9513 -493.0322
Avg Daily Profit (%) 0.5448 0.5545 -0.0097 0.0673 0.114 0
Buy And Hold Return (%) 524.1458 524.1458 524.1458 524.1458 524.1458 524.1458
Max Trade Drawdown -139591 -96508 -216058 -805853 -702743 -888389
Profit Factor 2.0825 2.9517 0.9558 1.0772 1.396 0.6459
Total Trades 150 75 75 150 75 75
Winning Trades 76 36 40 76 36 40
Losing Trades 74 39 35 74 39 35
Profitability (%) 50.6667 48 53.3333 50.6667 48 53.3333
Ratio Avg Win / Avg Loss 2.0277 3.1977 0.8363 1.0489 1.5123 0.5652
Largest Winning Trade 541815 541815 39808 608406 608406 176517
Largest Losing Trade -55404 -48378 -55404 -392262 -384522 -392262
Avg Bars in Trades 36 49 24 36 49 24
Avg Bars in Winners 39 51 28 39 51 28
Avg Bars in Losers 34 48 18 34 48 18
Bars Traded 5530 3726 1804 5530 3726 1804
Profit Streak 7.8595 0 93.8595 7.8595 0 93.8595
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 333315 -48034 -635667 -402904 -130483 -635667
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5623,
    "evaluation_days": 1874.33,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1599984000000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759322261131,
    "expiration_time": 1764163872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 91,
            "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": [
        [
            1021160.8049006953,
            1039325.5862786041,
            -18164.7813779086,
            252919.0105302566,
            745951.2526162919,
            -493032.2420860358
        ],
        [
            1021.160805,
            1039.325586,
            -18.164781,
            252.919011,
            745.951253,
            -493.032242
        ],
        [
            0.544814,
            0.554505,
            -0.009691,
            0.067304,
            0.113988,
            0
        ],
        [
            524.145786,
            524.145786,
            524.145786,
            524.145786,
            524.145786,
            524.145786
        ],
        [
            -139591,
            -96508,
            -216058,
            -805853,
            -702743,
            -888389
        ],
        [
            2.082508,
            2.951728,
            0.955783,
            1.0772,
            1.395986,
            0.6459
        ],
        [
            150,
            75,
            75,
            150,
            75,
            75
        ],
        [
            76,
            36,
            40,
            76,
            36,
            40
        ],
        [
            74,
            39,
            35,
            74,
            39,
            35
        ],
        [
            50.666667,
            48,
            53.333333,
            50.666667,
            48,
            53.333333
        ],
        [
            2.027706,
            3.197705,
            0.83631,
            1.048853,
            1.512318,
            0.565163
        ],
        [
            541815,
            541815,
            39808,
            608406,
            608406,
            176517
        ],
        [
            -55404,
            -48378,
            -55404,
            -392262,
            -384522,
            -392262
        ],
        [
            36,
            49,
            24,
            36,
            49,
            24
        ],
        [
            39,
            51,
            28,
            39,
            51,
            28
        ],
        [
            34,
            48,
            18,
            34,
            48,
            18
        ],
        [
            5530,
            3726,
            1804,
            5530,
            3726,
            1804
        ],
        [
            7.859504,
            0,
            93.859504,
            7.859504,
            0,
            93.859504
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333315,
            -48034,
            -635667,
            -402904,
            -130483,
            -635667
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5623,
    "evaluation_days": 1874.33,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1599984000000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759322261131,
    "expiration_time": 1764163872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 91,
            "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)