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Trade: SAND/USDT/720/WMA/HWMA/2508

Strategy
SAND/USDT/720/WMA/HWMA/2508
Pair
SAND_USDT
Interval
12h
Score
359747
Daily Profit
0.961377
Profit Factor
2.962351
Profitability
30.516432
Streak
0.000000
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-28 00:42
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 1795371.9747 1792244.247 3127.7277 988013.9558 1154910.4215 -166896.4656
Total P&L (%) 1795.372 1792.2442 3.1277 988.014 1154.9104 -166.8965
Avg Daily Profit (%) 0.9614 0.9597 0.0017 0.1279 0.1355 0
Buy And Hold Return (%) 533.4603 533.4603 533.4603 533.4603 533.4603 533.4603
Max Trade Drawdown -113682 -88472 -162970 -1007463 -785519 -682489
Profit Factor 2.9624 5.4247 1.0061 1.1649 1.4156 0.9481
Total Trades 213 107 106 213 107 106
Winning Trades 65 27 38 65 27 38
Losing Trades 148 80 68 148 80 68
Profitability (%) 30.5164 25.2336 35.8491 30.5164 25.2336 35.8491
Ratio Avg Win / Avg Loss 6.745 16.0732 1.8005 2.6524 4.1945 1.6965
Largest Winning Trade 1242944 1242944 62059 1103929 1103929 620733
Largest Losing Trade -32442 -23775 -32442 -257383 -257383 -195611
Avg Bars in Trades 17 14 19 17 14 19
Avg Bars in Winners 41 38 43 41 38 43
Avg Bars in Losers 6 6 6 6 6 6
Bars Traded 3633 1532 2101 3633 1532 2101
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 359747 -10157 -574515 -73951 -44323 -583497
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": 1601380800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759009323329,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.34742,
            "nb": 0.82347,
            "nc": 0.10246
        }
    }
}
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": [
        [
            1795371.9747148063,
            1792244.2469743514,
            3127.7277404551,
            988013.9558406903,
            1154910.4214536292,
            -166896.4656129392
        ],
        [
            1795.371975,
            1792.244247,
            3.127728,
            988.013956,
            1154.910421,
            -166.896466
        ],
        [
            0.961377,
            0.959702,
            0.001675,
            0.127896,
            0.135548,
            0
        ],
        [
            533.460285,
            533.460285,
            533.460285,
            533.460285,
            533.460285,
            533.460285
        ],
        [
            -113682,
            -88472,
            -162970,
            -1007463,
            -785519,
            -682489
        ],
        [
            2.962351,
            5.42472,
            1.006135,
            1.164896,
            1.415632,
            0.948057
        ],
        [
            213,
            107,
            106,
            213,
            107,
            106
        ],
        [
            65,
            27,
            38,
            65,
            27,
            38
        ],
        [
            148,
            80,
            68,
            148,
            80,
            68
        ],
        [
            30.516432,
            25.233645,
            35.849057,
            30.516432,
            25.233645,
            35.849057
        ],
        [
            6.745046,
            16.073245,
            1.800451,
            2.652379,
            4.194464,
            1.696522
        ],
        [
            1242944,
            1242944,
            62059,
            1103929,
            1103929,
            620733
        ],
        [
            -32442,
            -23775,
            -32442,
            -257383,
            -257383,
            -195611
        ],
        [
            17,
            14,
            19,
            17,
            14,
            19
        ],
        [
            41,
            38,
            43,
            41,
            38,
            43
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            3633,
            1532,
            2101,
            3633,
            1532,
            2101
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            359747,
            -10157,
            -574515,
            -73951,
            -44323,
            -583497
        ]
    ]
}
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": 1601380800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759009323329,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.34742,
            "nb": 0.82347,
            "nc": 0.10246
        }
    }
}

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)