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Trade: SAND/USDT/720/PWMA/FWMA/1974

Strategy
SAND/USDT/720/PWMA/FWMA/1974
Pair
SAND_USDT
Interval
12h
Score
500966
Daily Profit
0.290677
Profit Factor
3.051055
Profitability
48.275862
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 1879900.6235 1688948.3294 190952.2942 29437472.8277 6937977.2962 22499495.5315
Total P&L (%) 1879.9006 1688.9483 190.9523 29437.4728 6937.9773 22499.4955
Avg Daily Profit (%) 1.0066 0.9044 0.1023 0.3051 0.228 0.2907
Buy And Hold Return (%) 621.698 621.698 621.698 621.698 621.698 621.698
Max Trade Drawdown -42101 -75090 -37382 -13722839 -8461676 -5398477
Profit Factor 7.1921 10.5937 2.4971 1.9265 1.3335 3.0511
Total Trades 59 30 29 59 30 29
Winning Trades 21 7 14 21 7 14
Losing Trades 38 23 15 38 23 15
Profitability (%) 35.5932 23.3333 48.2759 35.5932 23.3333 48.2759
Ratio Avg Win / Avg Loss 13.0142 34.8078 2.6754 3.486 4.3814 3.269
Largest Winning Trade 957461 957461 57219 15230770 15230770 13455755
Largest Losing Trade -37436 -30744 -37436 -4654503 -3368574 -4654503
Avg Bars in Trades 59 47 72 59 47 72
Avg Bars in Winners 125 133 121 125 133 121
Avg Bars in Losers 23 20 27 23 20 27
Bars Traded 3528 1418 2110 3528 1418 2110
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -166596 -18786 -218216 -172786 -27531 500966

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": 1603756800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892068182,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 148,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 87,
            "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": [
        [
            1879900.6235285092,
            1688948.3293668027,
            190952.294161706,
            29437472.82770615,
            6937977.296190443,
            22499495.531515703
        ],
        [
            1879.900624,
            1688.948329,
            190.952294,
            29437.472828,
            6937.977296,
            22499.495532
        ],
        [
            1.00664,
            0.90439,
            0.10225,
            0.305056,
            0.228046,
            0.290677
        ],
        [
            621.69799,
            621.69799,
            621.69799,
            621.69799,
            621.69799,
            621.69799
        ],
        [
            -42101,
            -75090,
            -37382,
            -13722839,
            -8461676,
            -5398477
        ],
        [
            7.192057,
            10.593676,
            2.49707,
            1.926451,
            1.33348,
            3.051055
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            21,
            7,
            14,
            21,
            7,
            14
        ],
        [
            38,
            23,
            15,
            38,
            23,
            15
        ],
        [
            35.59322,
            23.333333,
            48.275862,
            35.59322,
            23.333333,
            48.275862
        ],
        [
            13.014198,
            34.807794,
            2.675432,
            3.485958,
            4.381436,
            3.268988
        ],
        [
            957461,
            957461,
            57219,
            15230770,
            15230770,
            13455755
        ],
        [
            -37436,
            -30744,
            -37436,
            -4654503,
            -3368574,
            -4654503
        ],
        [
            59,
            47,
            72,
            59,
            47,
            72
        ],
        [
            125,
            133,
            121,
            125,
            133,
            121
        ],
        [
            23,
            20,
            27,
            23,
            20,
            27
        ],
        [
            3528,
            1418,
            2110,
            3528,
            1418,
            2110
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -166596,
            -18786,
            -218216,
            -172786,
            -27531,
            500966
        ]
    ]
}
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": 1603756800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892068182,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 148,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 87,
            "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)