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Trade: SAND/USDT/720/HL2/SINWMA/7319

Strategy
SAND/USDT/720/HL2/SINWMA/7319
Pair
SAND_USDT
Interval
12h
Score
537447
Daily Profit
0.235226
Profit Factor
3.262241
Profitability
52.631579
Streak
0.000000
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-26 16:07
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 -1521699.3258 -58937.9585 -1462761.3673 -113781.1688 -8059209.1902 7945428.0213
Total P&L (%) -1521.6993 -58.938 -1462.7614 -113.7812 -8059.2092 7945.428
Avg Daily Profit (%) -0.8148 -0.0316 -0.7833 0 0 0.2352
Buy And Hold Return (%) 478.0867 478.0867 478.0867 478.0867 478.0867 478.0867
Max Trade Drawdown -1690258 -183439 -1546051 -7498758 -8170183 -2027212
Profit Factor 0.1914 0.7594 0.1063 0.991 0.1209 3.2622
Total Trades 76 38 38 76 38 38
Winning Trades 63 32 31 39 19 20
Losing Trades 13 6 7 37 19 18
Profitability (%) 82.8947 84.2105 81.5789 51.3158 50 52.6316
Ratio Avg Win / Avg Loss 0.0395 0.1424 0.024 0.9402 0.1209 2.936
Largest Winning Trade 31491 31491 18818 9245088 285440 9245088
Largest Losing Trade -945452 -68317 -945452 -5113520 -5113520 -1735080
Avg Bars in Trades 46 54 38 46 54 38
Avg Bars in Winners 15 15 16 30 23 36
Avg Bars in Losers 194 264 134 63 85 40
Bars Traded 3522 2068 1454 3522 2068 1454
Profit Streak 141.0471 141.0471 243.0471 0 0 0
Trades During Streak 25 12 13 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -628303 -574841 -575151 -634385 -580764 537447

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": 1606132800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892065154,
    "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": 203,
            "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": [
        [
            -1521699.3257888632,
            -58937.9584800423,
            -1462761.3673088218,
            -113781.1688472132,
            -8059209.190190984,
            7945428.02134377
        ],
        [
            -1521.699326,
            -58.937958,
            -1462.761367,
            -113.781169,
            -8059.20919,
            7945.428021
        ],
        [
            -0.814832,
            -0.03156,
            -0.783272,
            0,
            0,
            0.235226
        ],
        [
            478.086723,
            478.086723,
            478.086723,
            478.086723,
            478.086723,
            478.086723
        ],
        [
            -1690258,
            -183439,
            -1546051,
            -7498758,
            -8170183,
            -2027212
        ],
        [
            0.191368,
            0.759436,
            0.10634,
            0.991027,
            0.120947,
            3.262241
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            63,
            32,
            31,
            39,
            19,
            20
        ],
        [
            13,
            6,
            7,
            37,
            19,
            18
        ],
        [
            82.894737,
            84.210526,
            81.578947,
            51.315789,
            50,
            52.631579
        ],
        [
            0.039489,
            0.142394,
            0.024012,
            0.940205,
            0.120947,
            2.936017
        ],
        [
            31491,
            31491,
            18818,
            9245088,
            285440,
            9245088
        ],
        [
            -945452,
            -68317,
            -945452,
            -5113520,
            -5113520,
            -1735080
        ],
        [
            46,
            54,
            38,
            46,
            54,
            38
        ],
        [
            15,
            15,
            16,
            30,
            23,
            36
        ],
        [
            194,
            264,
            134,
            63,
            85,
            40
        ],
        [
            3522,
            2068,
            1454,
            3522,
            2068,
            1454
        ],
        [
            141.04705,
            141.04705,
            243.04705,
            0,
            0,
            0
        ],
        [
            25,
            12,
            13,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -628303,
            -574841,
            -575151,
            -634385,
            -580764,
            537447
        ]
    ]
}
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": 1606132800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892065154,
    "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": 203,
            "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)