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Trade: SAND/USDT/720/FWMA/SWMA/2760

Strategy
SAND/USDT/720/FWMA/SWMA/2760
Pair
SAND_USDT
Interval
12h
Score
520721
Daily Profit
0.220154
Profit Factor
2.003195
Profitability
78.723404
Streak
121.258440
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-27 21:12
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 -1570528.8506 -41367.912 -1529160.9386 45171.3472 -5930323.2923 5975494.6395
Total P&L (%) -1570.5289 -41.3679 -1529.1609 45.1713 -5930.3233 5975.4946
Avg Daily Profit (%) -0.841 -0.0222 -0.8188 0.02 0 0.2202
Buy And Hold Return (%) 551.2407 551.2407 551.2407 551.2407 551.2407 551.2407
Max Trade Drawdown -1736906 -200172 -1622969 -7863314 -8321550 -3501259
Profit Factor 0.2822 0.8782 0.1727 1.0028 0.4085 2.0032
Total Trades 93 46 47 93 46 47
Winning Trades 65 28 37 61 24 37
Losing Trades 28 18 10 32 22 10
Profitability (%) 69.8925 60.8696 78.7234 65.5914 52.1739 78.7234
Ratio Avg Win / Avg Loss 0.1216 0.5645 0.0467 0.5261 0.3744 0.5414
Largest Winning Trade 40468 40468 21671 5237050 1786729 5237050
Largest Losing Trade -1044318 -58916 -1044318 -4568034 -4568034 -2987557
Avg Bars in Trades 38 45 32 38 45 32
Avg Bars in Winners 13 14 13 19 18 20
Avg Bars in Losers 97 95 101 75 75 76
Bars Traded 3626 2114 1512 3626 2114 1512
Profit Streak 79.7584 79.7584 121.2584 79.7584 79.7584 121.2584
Trades During Streak 9 4 5 9 4 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576051 -577880 -575552 -546884 -579007 520721
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": 1601251200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758996729209,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 90,
            "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": [
        [
            -1570528.8506083253,
            -41367.9120092827,
            -1529160.9385990421,
            45171.3471527296,
            -5930323.292340291,
            5975494.639493021
        ],
        [
            -1570.528851,
            -41.367912,
            -1529.160939,
            45.171347,
            -5930.323292,
            5975.494639
        ],
        [
            -0.840979,
            -0.022151,
            -0.818828,
            0.019962,
            0,
            0.220154
        ],
        [
            551.240683,
            551.240683,
            551.240683,
            551.240683,
            551.240683,
            551.240683
        ],
        [
            -1736906,
            -200172,
            -1622969,
            -7863314,
            -8321550,
            -3501259
        ],
        [
            0.282175,
            0.878152,
            0.172709,
            1.002826,
            0.408476,
            2.003195
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            65,
            28,
            37,
            61,
            24,
            37
        ],
        [
            28,
            18,
            10,
            32,
            22,
            10
        ],
        [
            69.892473,
            60.869565,
            78.723404,
            65.591398,
            52.173913,
            78.723404
        ],
        [
            0.121552,
            0.564526,
            0.046678,
            0.526073,
            0.374436,
            0.541404
        ],
        [
            40468,
            40468,
            21671,
            5237050,
            1786729,
            5237050
        ],
        [
            -1044318,
            -58916,
            -1044318,
            -4568034,
            -4568034,
            -2987557
        ],
        [
            38,
            45,
            32,
            38,
            45,
            32
        ],
        [
            13,
            14,
            13,
            19,
            18,
            20
        ],
        [
            97,
            95,
            101,
            75,
            75,
            76
        ],
        [
            3626,
            2114,
            1512,
            3626,
            2114,
            1512
        ],
        [
            79.75844,
            79.75844,
            121.25844,
            79.75844,
            79.75844,
            121.25844
        ],
        [
            9,
            4,
            5,
            9,
            4,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576051,
            -577880,
            -575552,
            -546884,
            -579007,
            520721
        ]
    ]
}
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": 1601251200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758996729209,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 90,
            "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)