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Trade: SAND/USDT/360/PWMA/MIDPOINT/9821

Strategy
SAND/USDT/360/PWMA/MIDPOINT/9821
Pair
SAND_USDT
Interval
6h
Score
584655
Daily Profit
0.940707
Profit Factor
5.388856
Profitability
41.304348
Streak
107.156792
Best Strategy
Training Data Length
1879.500000
Evaluation Time
2025-10-07 00:45
Expiration Time
2025-12-02 05:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1780206.6115 1768058.6235 12147.988 1021273.4614 1084455.3653 -63181.9038
Total P&L (%) 1780.2066 1768.0586 12.148 1021.2735 1084.4554 -63.1819
Avg Daily Profit (%) 0.9472 0.9407 0.0065 0.1287 0.1316 -0.0531
Buy And Hold Return (%) 523.85 523.85 523.85 523.85 523.85 523.85
Max Trade Drawdown -120657 -139278 -99370 -3959777 -4748955 -2632260
Profit Factor 3.5022 5.3889 1.0394 1.0728 1.1235 0.988
Total Trades 92 46 46 92 46 46
Winning Trades 39 19 20 39 19 20
Losing Trades 53 27 26 53 27 26
Profitability (%) 42.3913 41.3043 43.4783 42.3913 41.3043 43.4783
Ratio Avg Win / Avg Loss 4.7594 7.6578 1.3512 1.4579 1.5965 1.2844
Largest Winning Trade 1269105 1269105 53750 3972262 3972262 1149240
Largest Losing Trade -50816 -30436 -50816 -1251580 -1067925 -1251580
Avg Bars in Trades 78 98 58 78 98 58
Avg Bars in Winners 106 135 79 106 135 79
Avg Bars in Losers 57 72 41 57 72 41
Bars Traded 7209 4542 2668 7209 4542 2668
Profit Streak 42.6568 107.1568 0 42.6568 107.1568 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 542569 584655 -529656 -170672 -109303 -581573
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7518,
    "evaluation_days": 1879.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1602201600000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759787146853,
    "expiration_time": 1764645264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "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": [
        [
            1780206.61151655,
            1768058.6235046708,
            12147.9880118792,
            1021273.4614248592,
            1084455.365250639,
            -63181.9038257791
        ],
        [
            1780.206612,
            1768.058624,
            12.147988,
            1021.273461,
            1084.455365,
            -63.181904
        ],
        [
            0.94717,
            0.940707,
            0.006463,
            0.128683,
            0.131604,
            -0.053148
        ],
        [
            523.850034,
            523.850034,
            523.850034,
            523.850034,
            523.850034,
            523.850034
        ],
        [
            -120657,
            -139278,
            -99370,
            -3959777,
            -4748955,
            -2632260
        ],
        [
            3.502201,
            5.388856,
            1.039364,
            1.072776,
            1.123456,
            0.987963
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            53,
            27,
            26,
            53,
            27,
            26
        ],
        [
            42.391304,
            41.304348,
            43.478261,
            42.391304,
            41.304348,
            43.478261
        ],
        [
            4.759401,
            7.657847,
            1.351174,
            1.457876,
            1.596491,
            1.284352
        ],
        [
            1269105,
            1269105,
            53750,
            3972262,
            3972262,
            1149240
        ],
        [
            -50816,
            -30436,
            -50816,
            -1251580,
            -1067925,
            -1251580
        ],
        [
            78,
            98,
            58,
            78,
            98,
            58
        ],
        [
            106,
            135,
            79,
            106,
            135,
            79
        ],
        [
            57,
            72,
            41,
            57,
            72,
            41
        ],
        [
            7209,
            4542,
            2668,
            7209,
            4542,
            2668
        ],
        [
            42.656792,
            107.156792,
            0,
            42.656792,
            107.156792,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            542569,
            584655,
            -529656,
            -170672,
            -109303,
            -581573
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7518,
    "evaluation_days": 1879.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1602201600000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759787146853,
    "expiration_time": 1764645264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "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)