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Trade: SAND/USDT/720/FWMA/MIDPRICE/9524

Strategy
SAND/USDT/720/FWMA/MIDPRICE/9524
Pair
SAND_USDT
Interval
12h
Score
539522
Daily Profit
0.240009
Profit Factor
2.093389
Profitability
81.250000
Streak
72.076052
Best Strategy
Training Data Length
1872.500000
Evaluation Time
2025-09-29 16:49
Expiration Time
2025-11-24 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -749002.8171 145592.7881 -894595.6052 628271.2765 -8172996.2866 8801267.5631
Total P&L (%) -749.0028 145.5928 -894.5956 628.2713 -8172.9963 8801.2676
Avg Daily Profit (%) -0.4 0.0778 -0.4778 0.1061 0 0.24
Buy And Hold Return (%) 591.2982 591.2982 591.2982 591.2982 591.2982 591.2982
Max Trade Drawdown -980096 -96074 -1035895 -5895822 -9231248 -3852579
Profit Factor 0.4692 1.7 0.2564 1.0316 0.3093 2.0934
Total Trades 63 31 32 63 31 32
Winning Trades 50 24 26 46 20 26
Losing Trades 13 7 6 17 11 6
Profitability (%) 79.3651 77.4194 81.25 73.0159 64.5161 81.25
Ratio Avg Win / Avg Loss 0.122 0.4958 0.0592 0.3812 0.1701 0.4831
Largest Winning Trade 41615 41615 35671 9112123 646582 9112123
Largest Losing Trade -719466 -70064 -719466 -4294279 -4294279 -3852579
Avg Bars in Trades 55 70 41 55 70 41
Avg Bars in Winners 17 18 15 22 15 28
Avg Bars in Losers 203 248 151 144 170 96
Bars Traded 3507 2190 1317 3507 2190 1317
Profit Streak 46.0761 46.0761 72.0761 46.0761 46.0761 72.0761
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -726425 -249967 -575373 -531164 -577948 539522
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3745,
    "evaluation_days": 1872.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1605355200000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759153770938,
    "expiration_time": 1764000720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 82,
            "offset": 103
        }
    }
}
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": [
        [
            -749002.8170782042,
            145592.7880718976,
            -894595.605150102,
            628271.2765300038,
            -8172996.286601777,
            8801267.56313178
        ],
        [
            -749.002817,
            145.592788,
            -894.595605,
            628.271277,
            -8172.996287,
            8801.267563
        ],
        [
            -0.400002,
            0.077753,
            -0.477755,
            0.106091,
            0,
            0.240009
        ],
        [
            591.298235,
            591.298235,
            591.298235,
            591.298235,
            591.298235,
            591.298235
        ],
        [
            -980096,
            -96074,
            -1035895,
            -5895822,
            -9231248,
            -3852579
        ],
        [
            0.469185,
            1.69999,
            0.256394,
            1.0316,
            0.309266,
            2.093389
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            50,
            24,
            26,
            46,
            20,
            26
        ],
        [
            13,
            7,
            6,
            17,
            11,
            6
        ],
        [
            79.365079,
            77.419355,
            81.25,
            73.015873,
            64.516129,
            81.25
        ],
        [
            0.121988,
            0.49583,
            0.059168,
            0.381244,
            0.170096,
            0.48309
        ],
        [
            41615,
            41615,
            35671,
            9112123,
            646582,
            9112123
        ],
        [
            -719466,
            -70064,
            -719466,
            -4294279,
            -4294279,
            -3852579
        ],
        [
            55,
            70,
            41,
            55,
            70,
            41
        ],
        [
            17,
            18,
            15,
            22,
            15,
            28
        ],
        [
            203,
            248,
            151,
            144,
            170,
            96
        ],
        [
            3507,
            2190,
            1317,
            3507,
            2190,
            1317
        ],
        [
            46.076052,
            46.076052,
            72.076052,
            46.076052,
            46.076053,
            72.076052
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -726425,
            -249967,
            -575373,
            -531164,
            -577948,
            539522
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3745,
    "evaluation_days": 1872.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1605355200000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759153770938,
    "expiration_time": 1764000720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 82,
            "offset": 103
        }
    }
}

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)