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Trade: SAND/USDT/120/PWMA/WMA/2808

Strategy
SAND/USDT/120/PWMA/WMA/2808
Pair
SAND_USDT
Interval
2h
Score
479552
Daily Profit
0.602229
Profit Factor
1.803677
Profitability
46.902655
Streak
29.606638
Best Strategy
Training Data Length
1877.170000
Evaluation Time
2025-10-05 05:33
Expiration Time
2025-12-11 17:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1130485.9053 1019034.3796 111451.5256 4024889.4214 2768087.6313 1256801.7902
Total P&L (%) 1130.4859 1019.0344 111.4515 4024.8894 2768.0876 1256.8018
Avg Daily Profit (%) 0.6022 0.5429 0.0594 0.1983 0.179 0.139
Buy And Hold Return (%) 382.1708 382.1708 382.1708 382.1708 382.1708 382.1708
Max Trade Drawdown -153808 -113996 -114474 -33378255 -21388577 -25857825
Profit Factor 1.8037 2.4399 1.1595 1.0303 1.0407 1.0194
Total Trades 339 169 170 339 169 170
Winning Trades 159 64 95 159 64 95
Losing Trades 180 105 75 180 105 75
Profitability (%) 46.9027 37.8698 55.8824 46.9027 37.8698 55.8824
Ratio Avg Win / Avg Loss 2.0419 4.003 0.9154 1.1664 1.7075 0.8048
Largest Winning Trade 231359 231359 40998 9733835 9733835 5891502
Largest Losing Trade -65171 -35749 -65171 -8988997 -8988997 -6488381
Avg Bars in Trades 65 67 63 65 67 63
Avg Bars in Winners 82 90 76 82 90 76
Avg Bars in Losers 50 53 47 50 53 47
Bars Traded 22222 11403 10819 22222 11403 10819
Profit Streak 29.6066 42.2733 29.6066 29.6066 42.2733 29.6066
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 479552 332835 -324572 -177605 -169707 -209149
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22526,
    "evaluation_days": 1877.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599004800000,
    "last_datapoint_time": 1759629600000,
    "evaluation_time": 1759631613573,
    "expiration_time": 1765468339200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 182,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 223,
            "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": [
        [
            1130485.9052560327,
            1019034.3796233507,
            111451.5256326816,
            4024889.4214373566,
            2768087.6312630353,
            1256801.7901743187
        ],
        [
            1130.485905,
            1019.03438,
            111.451526,
            4024.889421,
            2768.087631,
            1256.80179
        ],
        [
            0.602229,
            0.542857,
            0.059372,
            0.198347,
            0.178952,
            0.139014
        ],
        [
            382.170812,
            382.170812,
            382.170812,
            382.170812,
            382.170812,
            382.170812
        ],
        [
            -153808,
            -113996,
            -114474,
            -33378255,
            -21388577,
            -25857825
        ],
        [
            1.803677,
            2.439914,
            1.159459,
            1.030296,
            1.040741,
            1.019363
        ],
        [
            339,
            169,
            170,
            339,
            169,
            170
        ],
        [
            159,
            64,
            95,
            159,
            64,
            95
        ],
        [
            180,
            105,
            75,
            180,
            105,
            75
        ],
        [
            46.902655,
            37.869822,
            55.882353,
            46.902655,
            37.869822,
            55.882353
        ],
        [
            2.041899,
            4.002984,
            0.915362,
            1.166373,
            1.707466,
            0.80476
        ],
        [
            231359,
            231359,
            40998,
            9733835,
            9733835,
            5891502
        ],
        [
            -65171,
            -35749,
            -65171,
            -8988997,
            -8988997,
            -6488381
        ],
        [
            65,
            67,
            63,
            65,
            67,
            63
        ],
        [
            82,
            90,
            76,
            82,
            90,
            76
        ],
        [
            50,
            53,
            47,
            50,
            53,
            47
        ],
        [
            22222,
            11403,
            10819,
            22222,
            11403,
            10819
        ],
        [
            29.606638,
            42.273305,
            29.606638,
            29.606639,
            42.273305,
            29.606639
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            479552,
            332835,
            -324572,
            -177605,
            -169707,
            -209149
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22526,
    "evaluation_days": 1877.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599004800000,
    "last_datapoint_time": 1759629600000,
    "evaluation_time": 1759631613573,
    "expiration_time": 1765468339200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 182,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 223,
            "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)