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Trade: SAND/USDT/480/WMA/MIDPRICE/1865

Strategy
SAND/USDT/480/WMA/MIDPRICE/1865
Pair
SAND_USDT
Interval
8h
Score
524144
Daily Profit
1.091509
Profit Factor
3.089657
Profitability
42.857143
Streak
0.000000
Best Strategy
Training Data Length
1869.000000
Evaluation Time
2025-09-26 08:55
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 2040030.1668 2060898.0359 -20867.8691 240907.7808 -160314.6167 401222.3975
Total P&L (%) 2040.0302 2060.898 -20.8679 240.9078 -160.3146 401.2224
Avg Daily Profit (%) 1.0915 1.1027 -0.0112 0.0656 0 0.0863
Buy And Hold Return (%) 527.0388 527.0388 527.0388 527.0388 527.0388 527.0388
Max Trade Drawdown -167448 -155987 -95847 -5017399 -4342639 -841971
Profit Factor 3.0897 4.246 0.9389 1.0172 0.9842 1.103
Total Trades 133 66 67 133 66 67
Winning Trades 57 24 33 57 24 33
Losing Trades 76 42 34 76 42 34
Profitability (%) 42.8571 36.3636 49.2537 42.8571 36.3636 49.2537
Ratio Avg Win / Avg Loss 4.1195 7.4305 0.9673 1.3562 1.7223 1.1365
Largest Winning Trade 1466525 1466525 43830 1809941 1809941 1242038
Largest Losing Trade -53336 -47744 -53336 -2268084 -2268084 -557252
Avg Bars in Trades 40 61 19 40 61 19
Avg Bars in Winners 52 95 21 52 95 21
Avg Bars in Losers 31 41 18 31 41 18
Bars Traded 5374 4038 1336 5374 4038 1336
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 524144 -111392 -697470 -475128 -707761 -467425

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5607,
    "evaluation_days": 1869,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1601625600000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758866109919,
    "expiration_time": 1763689248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 148,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 107,
            "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": [
        [
            2040030.166813462,
            2060898.0359211406,
            -20867.8691076773,
            240907.7807627307,
            -160314.6167133123,
            401222.3974760428
        ],
        [
            2040.030167,
            2060.898036,
            -20.867869,
            240.907781,
            -160.314617,
            401.222397
        ],
        [
            1.091509,
            1.102674,
            -0.011165,
            0.065642,
            0,
            0.08628
        ],
        [
            527.038782,
            527.038782,
            527.038782,
            527.038782,
            527.038782,
            527.038782
        ],
        [
            -167448,
            -155987,
            -95847,
            -5017399,
            -4342639,
            -841971
        ],
        [
            3.089657,
            4.246013,
            0.938867,
            1.017169,
            0.984187,
            1.103035
        ],
        [
            133,
            66,
            67,
            133,
            66,
            67
        ],
        [
            57,
            24,
            33,
            57,
            24,
            33
        ],
        [
            76,
            42,
            34,
            76,
            42,
            34
        ],
        [
            42.857143,
            36.363636,
            49.253731,
            42.857143,
            36.363636,
            49.253731
        ],
        [
            4.119543,
            7.430523,
            0.967317,
            1.356225,
            1.722327,
            1.13646
        ],
        [
            1466525,
            1466525,
            43830,
            1809941,
            1809941,
            1242038
        ],
        [
            -53336,
            -47744,
            -53336,
            -2268084,
            -2268084,
            -557252
        ],
        [
            40,
            61,
            19,
            40,
            61,
            19
        ],
        [
            52,
            95,
            21,
            52,
            95,
            21
        ],
        [
            31,
            41,
            18,
            31,
            41,
            18
        ],
        [
            5374,
            4038,
            1336,
            5374,
            4038,
            1336
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            524144,
            -111392,
            -697470,
            -475128,
            -707761,
            -467425
        ]
    ]
}
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": 1601625600000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758866109919,
    "expiration_time": 1763689248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 148,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 107,
            "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)