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Trade: SAND/USDT/720/HWMA/WMA/4600

Strategy
SAND/USDT/720/HWMA/WMA/4600
Pair
SAND_USDT
Interval
12h
Score
533105
Daily Profit
0.253954
Profit Factor
2.694572
Profitability
58.333333
Streak
0.000000
Best Strategy
Training Data Length
1883.000000
Evaluation Time
2025-10-10 13:12
Expiration Time
2025-12-05 13:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1893847.9735 -29335.3165 -1864512.657 208169.412 11761576.0631 -11553406.651
Total P&L (%) -1893.848 -29.3353 -1864.5127 208.1694 11761.5761 -11553.4067
Avg Daily Profit (%) -1.0058 -0.0156 -0.9902 0.0598 0.254 0
Buy And Hold Return (%) 686.736 686.736 686.736 686.736 686.736 686.736
Max Trade Drawdown -2116552 -164422 -1979958 -10420783 -2119008 -14641480
Profit Factor 0.2758 0.9247 0.1622 1.0076 2.6946 0.4308
Total Trades 97 48 49 97 48 49
Winning Trades 67 28 39 49 28 21
Losing Trades 30 20 10 48 20 28
Profitability (%) 69.0722 58.3333 79.5918 50.5155 58.3333 42.8571
Ratio Avg Win / Avg Loss 0.1235 0.6605 0.0416 0.9871 1.9247 0.5744
Largest Winning Trade 40599 40599 30070 4513763 4513763 3567494
Largest Losing Trade -1139614 -57974 -1139614 -9371698 -1891132 -9371698
Avg Bars in Trades 36 43 30 36 43 30
Avg Bars in Winners 15 16 15 49 58 37
Avg Bars in Losers 83 81 89 24 23 24
Bars Traded 3585 2101 1484 3585 2101 1484
Profit Streak 7.9251 0 18.9251 7.9251 0 18.9251
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577094 -579609 -576285 -491653 533105 -582899
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3766,
    "evaluation_days": 1883,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1603929600000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760091127946,
    "expiration_time": 1764935136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.29198,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 152,
            "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": [
        [
            -1893847.9734998017,
            -29335.3165452372,
            -1864512.6569545642,
            208169.4120430343,
            11761576.063069321,
            -11553406.651026288
        ],
        [
            -1893.847973,
            -29.335317,
            -1864.512657,
            208.169412,
            11761.576063,
            -11553.406651
        ],
        [
            -1.005761,
            -0.015579,
            -0.990182,
            0.059788,
            0.253954,
            0
        ],
        [
            686.736021,
            686.736021,
            686.736021,
            686.736021,
            686.736021,
            686.736021
        ],
        [
            -2116552,
            -164422,
            -1979958,
            -10420783,
            -2119008,
            -14641480
        ],
        [
            0.275804,
            0.924731,
            0.162153,
            1.007642,
            2.694572,
            0.430827
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            67,
            28,
            39,
            49,
            28,
            21
        ],
        [
            30,
            20,
            10,
            48,
            20,
            28
        ],
        [
            69.072165,
            58.333333,
            79.591837,
            50.515464,
            58.333333,
            42.857143
        ],
        [
            0.123494,
            0.660522,
            0.041578,
            0.987078,
            1.924694,
            0.574436
        ],
        [
            40599,
            40599,
            30070,
            4513763,
            4513763,
            3567494
        ],
        [
            -1139614,
            -57974,
            -1139614,
            -9371698,
            -1891132,
            -9371698
        ],
        [
            36,
            43,
            30,
            36,
            43,
            30
        ],
        [
            15,
            16,
            15,
            49,
            58,
            37
        ],
        [
            83,
            81,
            89,
            24,
            23,
            24
        ],
        [
            3585,
            2101,
            1484,
            3585,
            2101,
            1484
        ],
        [
            7.925092,
            0,
            18.925092,
            7.925092,
            0,
            18.925092
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577094,
            -579609,
            -576285,
            -491653,
            533105,
            -582899
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3766,
    "evaluation_days": 1883,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1603929600000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760091127946,
    "expiration_time": 1764935136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.29198,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 152,
            "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)