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Trade: SAND/USDT/720/FWMA/LINREG/5804

Strategy
SAND/USDT/720/FWMA/LINREG/5804
Pair
SAND_USDT
Interval
12h
Score
547078
Daily Profit
0.197005
Profit Factor
6.962527
Profitability
46.666667
Streak
0.000000
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-25 14:59
Expiration Time
2025-11-19 14:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2081127.8447 -165327.8307 -1915800.0139 -115272.4352 3846642.3302 -3961914.7654
Total P&L (%) -2081.1278 -165.3278 -1915.8 -115.2724 3846.6423 -3961.9148
Avg Daily Profit (%) -1.1144 -0.0885 -1.0259 0 0.197 0
Buy And Hold Return (%) 467.3715 467.3715 467.3715 467.3715 467.3715 467.3715
Max Trade Drawdown -2209017 -247733 -1975977 -3891799 -578072 -4651743
Profit Factor 0.1546 0.4944 0.1026 0.983 6.9625 0.3555
Total Trades 60 30 30 60 30 30
Winning Trades 42 19 23 20 14 6
Losing Trades 18 11 7 40 16 24
Profitability (%) 70 63.3333 76.6667 33.3333 46.6667 20
Ratio Avg Win / Avg Loss 0.0663 0.2862 0.0312 1.9661 7.9572 1.4219
Largest Winning Trade 47975 47975 28035 1387478 1387478 1320266
Largest Losing Trade -1365898 -59120 -1365898 -3114442 -578072 -3114442
Avg Bars in Trades 57 56 58 57 56 58
Avg Bars in Winners 32 23 39 98 98 98
Avg Bars in Losers 117 113 122 37 20 48
Bars Traded 3464 1703 1761 3464 1703 1761
Profit Streak 187.4993 187.4993 279.4993 0 0 0
Trades During Streak 15 7 8 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -750033 -577632 -575910 -758259 547078 -631010

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3735,
    "evaluation_days": 1867.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1607731200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758801540424,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 227,
            "offset": 13
        }
    }
}
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": [
        [
            -2081127.8446654845,
            -165327.8307393886,
            -1915800.0139260965,
            -115272.4352320437,
            3846642.3301771306,
            -3961914.765409177
        ],
        [
            -2081.127845,
            -165.327831,
            -1915.800014,
            -115.272435,
            3846.64233,
            -3961.914765
        ],
        [
            -1.114392,
            -0.088529,
            -1.025863,
            0,
            0.197005,
            0
        ],
        [
            467.371514,
            467.371514,
            467.371514,
            467.371514,
            467.371514,
            467.371514
        ],
        [
            -2209017,
            -247733,
            -1975977,
            -3891799,
            -578072,
            -4651743
        ],
        [
            0.154636,
            0.494357,
            0.102605,
            0.983029,
            6.962527,
            0.355484
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            42,
            19,
            23,
            20,
            14,
            6
        ],
        [
            18,
            11,
            7,
            40,
            16,
            24
        ],
        [
            70,
            63.333333,
            76.666667,
            33.333333,
            46.666667,
            20
        ],
        [
            0.066272,
            0.286207,
            0.031228,
            1.966058,
            7.957174,
            1.421935
        ],
        [
            47975,
            47975,
            28035,
            1387478,
            1387478,
            1320266
        ],
        [
            -1365898,
            -59120,
            -1365898,
            -3114442,
            -578072,
            -3114442
        ],
        [
            57,
            56,
            58,
            57,
            56,
            58
        ],
        [
            32,
            23,
            39,
            98,
            98,
            98
        ],
        [
            117,
            113,
            122,
            37,
            20,
            48
        ],
        [
            3464,
            1703,
            1761,
            3464,
            1703,
            1761
        ],
        [
            187.49931,
            187.49931,
            279.49931,
            0,
            0,
            0
        ],
        [
            15,
            7,
            8,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -750033,
            -577632,
            -575910,
            -758259,
            547078,
            -631010
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3735,
    "evaluation_days": 1867.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1607731200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758801540424,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 227,
            "offset": 13
        }
    }
}

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)