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Trade: SAND/USDT/240/SINWMA/DCM/7828

Strategy
SAND/USDT/240/SINWMA/DCM/7828
Pair
SAND_USDT
Interval
4h
Score
605547
Daily Profit
1.175730
Profit Factor
3.609803
Profitability
43.093923
Streak
34.394096
Best Strategy
Training Data Length
1878.000000
Evaluation Time
2025-10-05 12:27
Expiration Time
2025-11-30 18:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2208020.7034 2130136.758 77883.9454 3129593.5784 1108127.3653 2021466.2131
Total P&L (%) 2208.0207 2130.1368 77.8839 3129.5936 1108.1274 2021.4662
Avg Daily Profit (%) 1.1757 1.1343 0.0415 0.1852 0.1328 0.1628
Buy And Hold Return (%) 556.492 556.492 556.492 556.492 556.492 556.492
Max Trade Drawdown -128388 -156797 -70175 -6020531 -6093328 -1837417
Profit Factor 3.6098 5.0678 1.2416 1.1585 1.0837 1.3103
Total Trades 181 90 91 181 90 91
Winning Trades 78 33 45 78 33 45
Losing Trades 103 57 46 103 57 46
Profitability (%) 43.0939 36.6667 49.4505 43.0939 36.6667 49.4505
Ratio Avg Win / Avg Loss 4.7668 8.7535 1.2692 1.5298 1.8719 1.3394
Largest Winning Trade 1482348 1482348 39071 5484639 5484639 1152682
Largest Losing Trade -38637 -38637 -37306 -1378977 -1378977 -1112009
Avg Bars in Trades 59 76 41 59 76 41
Avg Bars in Winners 77 119 47 77 119 47
Avg Bars in Losers 44 51 36 44 51 36
Bars Traded 10682 6864 3818 10682 6864 3818
Profit Streak 34.3941 0 56.8941 34.3941 0 56.8941
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 605547 483358 -303105 -39278 -155110 207842
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11268,
    "evaluation_days": 1878,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599998400000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759656449901,
    "expiration_time": 1764518976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 164,
            "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": [
        [
            2208020.7033693143,
            2130136.757975905,
            77883.9453934079,
            3129593.5783601706,
            1108127.3652920872,
            2021466.2130680857
        ],
        [
            2208.020703,
            2130.136758,
            77.883945,
            3129.593578,
            1108.127365,
            2021.466213
        ],
        [
            1.17573,
            1.134258,
            0.041472,
            0.185205,
            0.132764,
            0.162789
        ],
        [
            556.492027,
            556.492027,
            556.492027,
            556.492027,
            556.492027,
            556.492027
        ],
        [
            -128388,
            -156797,
            -70175,
            -6020531,
            -6093328,
            -1837417
        ],
        [
            3.609803,
            5.067805,
            1.241582,
            1.158491,
            1.083748,
            1.310304
        ],
        [
            181,
            90,
            91,
            181,
            90,
            91
        ],
        [
            78,
            33,
            45,
            78,
            33,
            45
        ],
        [
            103,
            57,
            46,
            103,
            57,
            46
        ],
        [
            43.093923,
            36.666667,
            49.450549,
            43.093923,
            36.666667,
            49.450549
        ],
        [
            4.766791,
            8.753482,
            1.269173,
            1.529803,
            1.871928,
            1.339422
        ],
        [
            1482348,
            1482348,
            39071,
            5484639,
            5484639,
            1152682
        ],
        [
            -38637,
            -38637,
            -37306,
            -1378977,
            -1378977,
            -1112009
        ],
        [
            59,
            76,
            41,
            59,
            76,
            41
        ],
        [
            77,
            119,
            47,
            77,
            119,
            47
        ],
        [
            44,
            51,
            36,
            44,
            51,
            36
        ],
        [
            10682,
            6864,
            3818,
            10682,
            6864,
            3818
        ],
        [
            34.394096,
            0,
            56.894096,
            34.394096,
            0,
            56.894096
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
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            1.45,
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            1.45,
            1.45
        ],
        [
            605547,
            483358,
            -303105,
            -39278,
            -155110,
            207842
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11268,
    "evaluation_days": 1878,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599998400000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759656449901,
    "expiration_time": 1764518976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 164,
            "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)