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Trade: SAND/USDT/720/SINWMA/HWMA/1631

Strategy
SAND/USDT/720/SINWMA/HWMA/1631
Pair
SAND_USDT
Interval
12h
Score
354829
Daily Profit
0.999155
Profit Factor
3.712861
Profitability
32.530120
Streak
0.000000
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-27 05:28
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 1865922.8488 1848160.0959 17762.7529 963956.8377 361471.7728 602485.0649
Total P&L (%) 1865.9228 1848.1601 17.7628 963.9568 361.4718 602.4851
Avg Daily Profit (%) 0.9992 0.9896 0.0095 0.1267 0.0819 0.1044
Buy And Hold Return (%) 471.7777 471.7777 471.7777 471.7777 471.7777 471.7777
Max Trade Drawdown -100752 -124043 -94711 -1845611 -2638390 -812353
Profit Factor 3.7129 5.6944 1.0604 1.1105 1.0681 1.1763
Total Trades 83 42 41 83 42 41
Winning Trades 27 10 17 27 10 17
Losing Trades 56 32 24 56 32 24
Profitability (%) 32.5301 23.8095 41.4634 32.5301 23.8095 41.4634
Ratio Avg Win / Avg Loss 7.7007 18.2221 1.497 2.3033 3.4181 1.6606
Largest Winning Trade 1361466 1361466 58693 2279994 2279994 961023
Largest Losing Trade -38070 -38070 -29270 -889588 -889588 -608261
Avg Bars in Trades 43 36 50 43 36 50
Avg Bars in Winners 92 95 91 92 95 91
Avg Bars in Losers 20 18 21 20 18 21
Bars Traded 3627 1551 2076 3627 1551 2076
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 354829 -15679 -503279 -135977 -428831 -161504
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": 1600992000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758940107368,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.18627,
            "nb": 0.1,
            "nc": 0.00674
        }
    }
}
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": [
        [
            1865922.8488052099,
            1848160.095903101,
            17762.7529021088,
            963956.8376784937,
            361471.7727749284,
            602485.0649035654
        ],
        [
            1865.922849,
            1848.160096,
            17.762753,
            963.956838,
            361.471773,
            602.485065
        ],
        [
            0.999155,
            0.989644,
            0.009512,
            0.126698,
            0.081921,
            0.104443
        ],
        [
            471.777667,
            471.777667,
            471.777667,
            471.777667,
            471.777667,
            471.777667
        ],
        [
            -100752,
            -124043,
            -94711,
            -1845611,
            -2638390,
            -812353
        ],
        [
            3.712861,
            5.694412,
            1.060394,
            1.110518,
            1.068145,
            1.176283
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            27,
            10,
            17,
            27,
            10,
            17
        ],
        [
            56,
            32,
            24,
            56,
            32,
            24
        ],
        [
            32.53012,
            23.809524,
            41.463415,
            32.53012,
            23.809524,
            41.463415
        ],
        [
            7.700748,
            18.222119,
            1.497027,
            2.303297,
            3.418064,
            1.660635
        ],
        [
            1361466,
            1361466,
            58693,
            2279994,
            2279994,
            961023
        ],
        [
            -38070,
            -38070,
            -29270,
            -889588,
            -889588,
            -608261
        ],
        [
            43,
            36,
            50,
            43,
            36,
            50
        ],
        [
            92,
            95,
            91,
            92,
            95,
            91
        ],
        [
            20,
            18,
            21,
            20,
            18,
            21
        ],
        [
            3627,
            1551,
            2076,
            3627,
            1551,
            2076
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            354829,
            -15679,
            -503279,
            -135977,
            -428831,
            -161504
        ]
    ]
}
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": 1600992000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758940107368,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.18627,
            "nb": 0.1,
            "nc": 0.00674
        }
    }
}

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)