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Trade: SAND/USDT/720/HL2/HWMA/9759

Strategy
SAND/USDT/720/HL2/HWMA/9759
Pair
SAND_USDT
Interval
12h
Score
748558
Daily Profit
0.284007
Profit Factor
5.621570
Profitability
67.500000
Streak
46.496433
Best Strategy
Training Data Length
1872.500000
Evaluation Time
2025-09-30 02:54
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 -169161.6763 296464.3787 -465626.055 13619770.5064 -6525101.4401 20144871.9465
Total P&L (%) -169.1617 296.4644 -465.6261 13619.7705 -6525.1014 20144.8719
Avg Daily Profit (%) -0.0903 0.1583 -0.2487 0.2632 0 0.284
Buy And Hold Return (%) 516.3456 516.3456 516.3456 516.3456 516.3456 516.3456
Max Trade Drawdown -424336 -74235 -626189 -6768601 -9771650 -1709944
Profit Factor 0.8106 2.808 0.3613 1.7018 0.5664 5.6216
Total Trades 79 39 40 79 39 40
Winning Trades 58 27 31 50 23 27
Losing Trades 21 12 9 29 16 13
Profitability (%) 73.4177 69.2308 77.5 63.2911 58.9744 67.5
Ratio Avg Win / Avg Loss 0.2935 1.248 0.1049 0.987 0.394 2.7067
Largest Winning Trade 214392 214392 27203 12440961 1847936 12440961
Largest Losing Trade -424336 -69733 -424336 -6745035 -6745035 -1634666
Avg Bars in Trades 44 50 37 44 50 37
Avg Bars in Winners 17 17 17 25 18 31
Avg Bars in Losers 119 125 110 77 98 51
Bars Traded 3505 1987 1517 3505 1987 1517
Profit Streak 2.9964 0 46.4964 2.9964 0 46.4964
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -609893 -151751 -575694 -21403 -579594 748558
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": 1607169600000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759190091773,
    "expiration_time": 1764000720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 226,
            "na": 0.46027,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            -169161.6763211634,
            296464.378659072,
            -465626.0549802353,
            13619770.506424367,
            -6525101.440108414,
            20144871.94653279
        ],
        [
            -169.161676,
            296.464379,
            -465.626055,
            13619.770506,
            -6525.10144,
            20144.871947
        ],
        [
            -0.09034,
            0.158325,
            -0.248665,
            0.263172,
            0,
            0.284007
        ],
        [
            516.345558,
            516.345558,
            516.345558,
            516.345558,
            516.345558,
            516.345558
        ],
        [
            -424336,
            -74235,
            -626189,
            -6768601,
            -9771650,
            -1709944
        ],
        [
            0.810558,
            2.807951,
            0.361255,
            1.701755,
            0.566417,
            5.62157
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            58,
            27,
            31,
            50,
            23,
            27
        ],
        [
            21,
            12,
            9,
            29,
            16,
            13
        ],
        [
            73.417722,
            69.230769,
            77.5,
            63.291139,
            58.974359,
            67.5
        ],
        [
            0.293478,
            1.247978,
            0.104881,
            0.987018,
            0.394029,
            2.706682
        ],
        [
            214392,
            214392,
            27203,
            12440961,
            1847936,
            12440961
        ],
        [
            -424336,
            -69733,
            -424336,
            -6745035,
            -6745035,
            -1634666
        ],
        [
            44,
            50,
            37,
            44,
            50,
            37
        ],
        [
            17,
            17,
            17,
            25,
            18,
            31
        ],
        [
            119,
            125,
            110,
            77,
            98,
            51
        ],
        [
            3505,
            1987,
            1517,
            3505,
            1987,
            1517
        ],
        [
            2.996432,
            0,
            46.496432,
            2.996433,
            0,
            46.496433
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -609893,
            -151751,
            -575694,
            -21403,
            -579594,
            748558
        ]
    ]
}
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": 1607169600000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759190091773,
    "expiration_time": 1764000720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 226,
            "na": 0.46027,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)