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Trade: SAND/USDT/720/HWMA/T3/5503

Strategy
SAND/USDT/720/HWMA/T3/5503
Pair
SAND_USDT
Interval
12h
Score
545209
Daily Profit
0.171715
Profit Factor
17.811272
Profitability
50.495050
Streak
0.000000
Best Strategy
Training Data Length
1879.000000
Evaluation Time
2025-10-06 07:05
Expiration Time
2025-12-01 10:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2336718.688 -141028.4121 -2195690.2759 -102966.1007 2412250.0444 -2515216.145
Total P&L (%) -2336.7187 -141.0284 -2195.6903 -102.9661 2412.25 -2515.2161
Avg Daily Profit (%) -1.2436 -0.0751 -1.1685 0 0.1717 0
Buy And Hold Return (%) 468.8369 468.8369 468.8369 468.8369 468.8369 468.8369
Max Trade Drawdown -2518682 -231116 -2290928 -3536932 -26897 -3555523
Profit Factor 0.2344 0.729 0.1327 0.9758 17.8113 0.3878
Total Trades 202 101 101 202 101 101
Winning Trades 119 56 63 91 51 40
Losing Trades 83 45 38 111 50 61
Profitability (%) 58.9109 55.4455 62.3762 45.0495 50.4951 39.604
Ratio Avg Win / Avg Loss 0.1635 0.5858 0.08 1.1902 17.462 0.5914
Largest Winning Trade 25749 25749 16149 1880996 1880996 1383096
Largest Losing Trade -1573550 -59504 -1573550 -3517622 -24925 -3517622
Avg Bars in Trades 18 20 16 18 20 16
Avg Bars in Winners 8 8 7 26 31 19
Avg Bars in Losers 32 34 30 11 9 13
Bars Traded 3669 2044 1625 3669 2044 1625
Profit Streak 12.1702 12.1702 25.6702 0 0 0
Trades During Streak 3 1 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576774 -579458 -577677 -579701 545209 -584828
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3758,
    "evaluation_days": 1879,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1601035200000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759723502473,
    "expiration_time": 1764579168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.40102,
            "nb": 0.54841,
            "nc": 0.71557
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 85,
            "offset": 0,
            "a": 0.70536
        }
    }
}
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": [
        [
            -2336718.688019226,
            -141028.4120902582,
            -2195690.2759289686,
            -102966.100663906,
            2412250.0443809493,
            -2515216.145044856
        ],
        [
            -2336.718688,
            -141.028412,
            -2195.690276,
            -102.966101,
            2412.250044,
            -2515.216145
        ],
        [
            -1.243597,
            -0.075055,
            -1.168542,
            0,
            0.171715,
            0
        ],
        [
            468.836911,
            468.836911,
            468.836911,
            468.836911,
            468.836911,
            468.836911
        ],
        [
            -2518682,
            -231116,
            -2290928,
            -3536932,
            -26897,
            -3555523
        ],
        [
            0.23437,
            0.729011,
            0.132686,
            0.975784,
            17.811272,
            0.387808
        ],
        [
            202,
            101,
            101,
            202,
            101,
            101
        ],
        [
            119,
            56,
            63,
            91,
            51,
            40
        ],
        [
            83,
            45,
            38,
            111,
            50,
            61
        ],
        [
            58.910891,
            55.445545,
            62.376238,
            45.049505,
            50.49505,
            39.60396
        ],
        [
            0.163468,
            0.585812,
            0.080033,
            1.190242,
            17.462032,
            0.591407
        ],
        [
            25749,
            25749,
            16149,
            1880996,
            1880996,
            1383096
        ],
        [
            -1573550,
            -59504,
            -1573550,
            -3517622,
            -24925,
            -3517622
        ],
        [
            18,
            20,
            16,
            18,
            20,
            16
        ],
        [
            8,
            8,
            7,
            26,
            31,
            19
        ],
        [
            32,
            34,
            30,
            11,
            9,
            13
        ],
        [
            3669,
            2044,
            1625,
            3669,
            2044,
            1625
        ],
        [
            12.170167,
            12.170167,
            25.670167,
            0,
            0,
            0
        ],
        [
            3,
            1,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576774,
            -579458,
            -577677,
            -579701,
            545209,
            -584828
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3758,
    "evaluation_days": 1879,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1601035200000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759723502473,
    "expiration_time": 1764579168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.40102,
            "nb": 0.54841,
            "nc": 0.71557
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 85,
            "offset": 0,
            "a": 0.70536
        }
    }
}

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)