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Trade: SAND/USDT/720/LINREG/FWMA/8258

Strategy
SAND/USDT/720/LINREG/FWMA/8258
Pair
SAND_USDT
Interval
12h
Score
356358
Daily Profit
0.850439
Profit Factor
3.253719
Profitability
36.697248
Streak
25.258467
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-27 21:12
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 1588195.4712 1492130.5594 96064.9118 5930707.9068 1689752.9153 4240954.9915
Total P&L (%) 1588.1955 1492.1306 96.0649 5930.7079 1689.7529 4240.955
Avg Daily Profit (%) 0.8504 0.799 0.0514 0.2198 0.1546 0.2021
Buy And Hold Return (%) 704.3466 704.3466 704.3466 704.3466 704.3466 704.3466
Max Trade Drawdown -90145 -99322 -117331 -6550322 -6234742 -1510651
Profit Factor 3.2537 5.0651 1.2845 1.3461 1.1536 1.6918
Total Trades 109 55 54 109 55 54
Winning Trades 40 16 24 40 16 24
Losing Trades 69 39 30 69 39 30
Profitability (%) 36.6972 29.0909 44.4444 36.6972 29.0909 44.4444
Ratio Avg Win / Avg Loss 5.6127 12.3463 1.6056 2.3221 2.8118 2.1147
Largest Winning Trade 706444 706444 57946 5694057 5694057 1705246
Largest Losing Trade -51062 -50660 -51062 -2123090 -2123090 -704083
Avg Bars in Trades 32 35 29 32 35 29
Avg Bars in Winners 54 58 52 54 58 52
Avg Bars in Losers 19 25 11 19 25 11
Bars Traded 3558 1953 1604 3558 1953 1604
Profit Streak 25.2585 26.7585 0 25.2585 26.7585 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 356358 -176675 -470835 192337 -238666 -171329
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": 1604534400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758996731539,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 166,
            "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": [
        [
            1588195.4712203373,
            1492130.5594251477,
            96064.9117951888,
            5930707.90679464,
            1689752.9152795598,
            4240954.99151508
        ],
        [
            1588.195471,
            1492.130559,
            96.064912,
            5930.707907,
            1689.752915,
            4240.954992
        ],
        [
            0.850439,
            0.798999,
            0.05144,
            0.219756,
            0.154586,
            0.202115
        ],
        [
            704.346559,
            704.346559,
            704.346559,
            704.346559,
            704.346559,
            704.346559
        ],
        [
            -90145,
            -99322,
            -117331,
            -6550322,
            -6234742,
            -1510651
        ],
        [
            3.253719,
            5.065145,
            1.284514,
            1.346118,
            1.15355,
            1.691794
        ],
        [
            109,
            55,
            54,
            109,
            55,
            54
        ],
        [
            40,
            16,
            24,
            40,
            16,
            24
        ],
        [
            69,
            39,
            30,
            69,
            39,
            30
        ],
        [
            36.697248,
            29.090909,
            44.444444,
            36.697248,
            29.090909,
            44.444444
        ],
        [
            5.612666,
            12.346291,
            1.605643,
            2.322053,
            2.811779,
            2.114743
        ],
        [
            706444,
            706444,
            57946,
            5694057,
            5694057,
            1705246
        ],
        [
            -51062,
            -50660,
            -51062,
            -2123090,
            -2123090,
            -704083
        ],
        [
            32,
            35,
            29,
            32,
            35,
            29
        ],
        [
            54,
            58,
            52,
            54,
            58,
            52
        ],
        [
            19,
            25,
            11,
            19,
            25,
            11
        ],
        [
            3558,
            1953,
            1604,
            3558,
            1953,
            1604
        ],
        [
            25.258467,
            26.758467,
            0,
            25.258467,
            26.758467,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            356358,
            -176675,
            -470835,
            192337,
            -238666,
            -171329
        ]
    ]
}
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": 1604534400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758996731539,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 166,
            "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)