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Trade: SAND/USDT/720/FWMA/SMA/7075

Strategy
SAND/USDT/720/FWMA/SMA/7075
Pair
SAND_USDT
Interval
12h
Score
489280
Daily Profit
0.193613
Profit Factor
2.323789
Profitability
59.375000
Streak
0.000000
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-26 08:14
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 -1452945.1331 -54294.3433 -1398650.7898 -229885.6107 -3834711.467 3604825.8564
Total P&L (%) -1452.9451 -54.2943 -1398.6508 -229.8856 -3834.7115 3604.8259
Avg Daily Profit (%) -0.778 -0.0291 -0.7489 0 0 0.1936
Buy And Hold Return (%) 491.8796 491.8796 491.8796 491.8796 491.8796 491.8796
Max Trade Drawdown -1604622 -193729 -1469688 -3901006 -4201879 -1348148
Profit Factor 0.2327 0.81 0.1301 0.9715 0.2838 2.3238
Total Trades 64 32 32 64 32 32
Winning Trades 48 22 26 32 13 19
Losing Trades 16 10 6 32 19 13
Profitability (%) 75 68.75 81.25 50 40.625 59.375
Ratio Avg Win / Avg Loss 0.0776 0.3682 0.03 0.9715 0.4149 1.59
Largest Winning Trade 23514 23514 19221 3938322 387674 3938322
Largest Losing Trade -891836 -60464 -891836 -2161208 -2161208 -1348148
Avg Bars in Trades 54 64 43 54 64 43
Avg Bars in Winners 20 18 21 38 42 35
Avg Bars in Losers 156 165 142 69 79 55
Bars Traded 3467 2060 1407 3467 2060 1407
Profit Streak 154.2182 154.2182 248.7182 0 0 0
Trades During Streak 13 6 7 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -719401 -576937 -575354 -724277 -584456 489280

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": 1606953600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758863649365,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 148,
            "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": [
        [
            -1452945.1330915804,
            -54294.3433256444,
            -1398650.789765936,
            -229885.610666175,
            -3834711.4670499475,
            3604825.856383771
        ],
        [
            -1452.945133,
            -54.294343,
            -1398.65079,
            -229.885611,
            -3834.711467,
            3604.825856
        ],
        [
            -0.778016,
            -0.029073,
            -0.748943,
            0,
            0,
            0.193613
        ],
        [
            491.879609,
            491.879609,
            491.879609,
            491.879609,
            491.879609,
            491.879609
        ],
        [
            -1604622,
            -193729,
            -1469688,
            -3901006,
            -4201879,
            -1348148
        ],
        [
            0.232691,
            0.809975,
            0.130104,
            0.971541,
            0.283848,
            2.323789
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            48,
            22,
            26,
            32,
            13,
            19
        ],
        [
            16,
            10,
            6,
            32,
            19,
            13
        ],
        [
            75,
            68.75,
            81.25,
            50,
            40.625,
            59.375
        ],
        [
            0.077564,
            0.36817,
            0.030024,
            0.971541,
            0.414855,
            1.589961
        ],
        [
            23514,
            23514,
            19221,
            3938322,
            387674,
            3938322
        ],
        [
            -891836,
            -60464,
            -891836,
            -2161208,
            -2161208,
            -1348148
        ],
        [
            54,
            64,
            43,
            54,
            64,
            43
        ],
        [
            20,
            18,
            21,
            38,
            42,
            35
        ],
        [
            156,
            165,
            142,
            69,
            79,
            55
        ],
        [
            3467,
            2060,
            1407,
            3467,
            2060,
            1407
        ],
        [
            154.218164,
            154.218164,
            248.718164,
            0,
            0,
            0
        ],
        [
            13,
            6,
            7,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -719401,
            -576937,
            -575354,
            -724277,
            -584456,
            489280
        ]
    ]
}
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": 1606953600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758863649365,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 148,
            "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)