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Trade: SAND/USDT/720/HL2/SINWMA/1706

Strategy
SAND/USDT/720/HL2/SINWMA/1706
Pair
SAND_USDT
Interval
12h
Score
529027
Daily Profit
0.220029
Profit Factor
2.506785
Profitability
77.551020
Streak
28.499315
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 -1382965.1846 -31930.6062 -1351034.5784 -11875.5942 -5973230.3492 5961354.755
Total P&L (%) -1382.9652 -31.9306 -1351.0346 -11.8756 -5973.2303 5961.3548
Avg Daily Profit (%) -0.7405 -0.0171 -0.7234 -0.0068 0 0.22
Buy And Hold Return (%) 769.6611 769.6611 769.6611 769.6611 769.6611 769.6611
Max Trade Drawdown -1578810 -177116 -1464262 -6121424 -6629680 -2076086
Profit Factor 0.2702 0.8914 0.156 0.999 0.2876 2.5068
Total Trades 97 48 49 97 48 49
Winning Trades 76 37 39 70 32 38
Losing Trades 21 11 10 27 16 11
Profitability (%) 78.3505 77.0833 79.5918 72.1649 66.6667 77.551
Ratio Avg Win / Avg Loss 0.0747 0.265 0.04 0.3853 0.1438 0.7256
Largest Winning Trade 23480 23480 17996 6406470 583420 6406470
Largest Losing Trade -891836 -61956 -891836 -3546795 -3546795 -2076086
Avg Bars in Trades 36 44 29 36 44 29
Avg Bars in Winners 12 12 12 19 16 21
Avg Bars in Losers 123 150 92 82 99 57
Bars Traded 3550 2117 1433 3550 2117 1433
Profit Streak 28.4993 153.4993 28.4993 28.4993 153.4993 28.4993
Trades During Streak 2 10 1 2 10 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575558 -575616 -576027 -576360 -576966 529027

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": 1604491200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758801540803,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 165,
            "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": [
        [
            -1382965.1846286973,
            -31930.6062233948,
            -1351034.5784053027,
            -11875.5941669738,
            -5973230.349170684,
            5961354.755003708
        ],
        [
            -1382.965185,
            -31.930606,
            -1351.034578,
            -11.875594,
            -5973.230349,
            5961.354755
        ],
        [
            -0.740544,
            -0.017098,
            -0.723446,
            -0.006769,
            0,
            0.220029
        ],
        [
            769.661081,
            769.661081,
            769.661081,
            769.661081,
            769.661081,
            769.661081
        ],
        [
            -1578810,
            -177116,
            -1464262,
            -6121424,
            -6629680,
            -2076086
        ],
        [
            0.270164,
            0.891441,
            0.156008,
            0.999038,
            0.287616,
            2.506785
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            76,
            37,
            39,
            70,
            32,
            38
        ],
        [
            21,
            11,
            10,
            27,
            16,
            11
        ],
        [
            78.350515,
            77.083333,
            79.591837,
            72.164948,
            66.666667,
            77.55102
        ],
        [
            0.074651,
            0.265023,
            0.040002,
            0.385343,
            0.143808,
            0.725648
        ],
        [
            23480,
            23480,
            17996,
            6406470,
            583420,
            6406470
        ],
        [
            -891836,
            -61956,
            -891836,
            -3546795,
            -3546795,
            -2076086
        ],
        [
            36,
            44,
            29,
            36,
            44,
            29
        ],
        [
            12,
            12,
            12,
            19,
            16,
            21
        ],
        [
            123,
            150,
            92,
            82,
            99,
            57
        ],
        [
            3550,
            2117,
            1433,
            3550,
            2117,
            1433
        ],
        [
            28.499315,
            153.499315,
            28.499315,
            28.499315,
            153.499315,
            28.499315
        ],
        [
            2,
            10,
            1,
            2,
            10,
            1
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
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        ],
        [
            -575558,
            -575616,
            -576027,
            -576360,
            -576966,
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        ]
    ]
}
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": 1604491200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758801540803,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 165,
            "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)