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Trade: SAND/USDT/720/HWMA/WMA/6622

Strategy
SAND/USDT/720/HWMA/WMA/6622
Pair
SAND_USDT
Interval
12h
Score
348658
Daily Profit
0.504012
Profit Factor
4.878224
Profitability
51.162791
Streak
56.332839
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-28 10:59
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 894525.1556 941241.5217 -46716.3661 153715.9439 387861.2881 -234145.3442
Total P&L (%) 894.5252 941.2415 -46.7164 153.7159 387.8613 -234.1453
Avg Daily Profit (%) 0.479 0.504 -0.025 0.0499 0.0849 0
Buy And Hold Return (%) 604.3727 604.3727 604.3727 604.3727 604.3727 604.3727
Max Trade Drawdown -129958 -92868 -138130 -849802 -598003 -694948
Profit Factor 2.5889 4.8782 0.8541 1.0468 1.2687 0.873
Total Trades 85 43 42 85 43 42
Winning Trades 43 22 21 43 22 21
Losing Trades 42 21 21 42 21 21
Profitability (%) 50.5882 51.1628 50 50.5882 51.1628 50
Ratio Avg Win / Avg Loss 2.5287 4.6565 0.8541 1.0224 1.211 0.873
Largest Winning Trade 705725 705725 32602 494630 494630 247631
Largest Losing Trade -52062 -42400 -52062 -446963 -279089 -446963
Avg Bars in Trades 41 36 46 41 36 46
Avg Bars in Winners 53 45 61 53 45 61
Avg Bars in Losers 29 27 32 29 27 32
Bars Traded 3543 1573 1970 3543 1573 1970
Profit Streak 54.3328 56.3328 54.3328 54.3328 56.3328 54.3328
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 23431 348658 -580172 -459480 -244307 -580172
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": 1603152000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759046357327,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 133,
            "na": 0.2,
            "nb": 0.64926,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 68,
            "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": [
        [
            894525.1555934643,
            941241.5216978977,
            -46716.3661044339,
            153715.9439347119,
            387861.2880868918,
            -234145.3441521797
        ],
        [
            894.525156,
            941.241522,
            -46.716366,
            153.715944,
            387.861288,
            -234.145344
        ],
        [
            0.478996,
            0.504012,
            -0.025015,
            0.049868,
            0.084901,
            0
        ],
        [
            604.372672,
            604.372672,
            604.372672,
            604.372672,
            604.372672,
            604.372672
        ],
        [
            -129958,
            -92868,
            -138130,
            -849802,
            -598003,
            -694948
        ],
        [
            2.588866,
            4.878224,
            0.854147,
            1.046756,
            1.268654,
            0.873017
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            43,
            22,
            21,
            43,
            22,
            21
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            50.588235,
            51.162791,
            50,
            50.588235,
            51.162791,
            50
        ],
        [
            2.52866,
            4.656487,
            0.854147,
            1.022413,
            1.210988,
            0.873017
        ],
        [
            705725,
            705725,
            32602,
            494630,
            494630,
            247631
        ],
        [
            -52062,
            -42400,
            -52062,
            -446963,
            -279089,
            -446963
        ],
        [
            41,
            36,
            46,
            41,
            36,
            46
        ],
        [
            53,
            45,
            61,
            53,
            45,
            61
        ],
        [
            29,
            27,
            32,
            29,
            27,
            32
        ],
        [
            3543,
            1573,
            1970,
            3543,
            1573,
            1970
        ],
        [
            54.332839,
            56.332839,
            54.332839,
            54.332839,
            56.332839,
            54.332839
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            23431,
            348658,
            -580172,
            -459480,
            -244307,
            -580172
        ]
    ]
}
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": 1603152000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759046357327,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 133,
            "na": 0.2,
            "nb": 0.64926,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 68,
            "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)