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Trade: SAND/USDT/480/HWMA/OHLC4/8360

Strategy
SAND/USDT/480/HWMA/OHLC4/8360
Pair
SAND_USDT
Interval
8h
Score
519498
Daily Profit
0.876123
Profit Factor
3.452741
Profitability
41.875000
Streak
0.000000
Best Strategy
Training Data Length
1878.670000
Evaluation Time
2025-10-05 22:23
Expiration Time
2025-12-01 02:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1645945.8855 1525958.2118 119987.6738 9207606.5067 5427736.0613 3779870.4453
Total P&L (%) 1645.9459 1525.9582 119.9877 9207.6065 5427.7361 3779.8704
Avg Daily Profit (%) 0.8761 0.8123 0.0639 0.2416 0.2138 0.1949
Buy And Hold Return (%) 543.0964 543.0964 543.0964 543.0964 543.0964 543.0964
Max Trade Drawdown -101439 -86315 -74916 -17670935 -9630490 -10981462
Profit Factor 3.4527 5.8571 1.3362 1.1276 1.1634 1.097
Total Trades 160 80 80 160 80 80
Winning Trades 67 29 38 67 29 38
Losing Trades 93 51 42 93 51 42
Profitability (%) 41.875 36.25 47.5 41.875 36.25 47.5
Ratio Avg Win / Avg Loss 4.7926 10.3004 1.4769 1.5651 2.0459 1.2125
Largest Winning Trade 914034 914034 57463 11587085 11587085 9481123
Largest Losing Trade -37005 -23074 -37005 -3967439 -1892020 -3967439
Avg Bars in Trades 34 28 39 34 28 39
Avg Bars in Winners 61 56 64 61 56 64
Avg Bars in Losers 14 12 17 14 12 17
Bars Traded 5476 2290 3186 5476 2290 3186
Profit Streak 0 13.4747 0 0 13.4747 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 519498 -5605 -293552 -73023 -55482 -126257
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5636,
    "evaluation_days": 1878.67,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1601395200000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759692213293,
    "expiration_time": 1764549504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 139,
            "na": 0.2,
            "nb": 0.69717,
            "nc": 0.20112
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "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": [
        [
            1645945.8855238445,
            1525958.2117589645,
            119987.6737648797,
            9207606.50665899,
            5427736.061330939,
            3779870.4453280363
        ],
        [
            1645.945886,
            1525.958212,
            119.987674,
            9207.606507,
            5427.736061,
            3779.870445
        ],
        [
            0.876123,
            0.812255,
            0.063868,
            0.241601,
            0.213803,
            0.194923
        ],
        [
            543.096407,
            543.096407,
            543.096407,
            543.096407,
            543.096407,
            543.096407
        ],
        [
            -101439,
            -86315,
            -74916,
            -17670935,
            -9630490,
            -10981462
        ],
        [
            3.452741,
            5.857073,
            1.336202,
            1.127564,
            1.163366,
            1.09703
        ],
        [
            160,
            80,
            80,
            160,
            80,
            80
        ],
        [
            67,
            29,
            38,
            67,
            29,
            38
        ],
        [
            93,
            51,
            42,
            93,
            51,
            42
        ],
        [
            41.875,
            36.25,
            47.5,
            41.875,
            36.25,
            47.5
        ],
        [
            4.792611,
            10.300369,
            1.476855,
            1.565127,
            2.04592,
            1.212507
        ],
        [
            914034,
            914034,
            57463,
            11587085,
            11587085,
            9481123
        ],
        [
            -37005,
            -23074,
            -37005,
            -3967439,
            -1892020,
            -3967439
        ],
        [
            34,
            28,
            39,
            34,
            28,
            39
        ],
        [
            61,
            56,
            64,
            61,
            56,
            64
        ],
        [
            14,
            12,
            17,
            14,
            12,
            17
        ],
        [
            5476,
            2290,
            3186,
            5476,
            2290,
            3186
        ],
        [
            0,
            13.474691,
            0,
            0,
            13.474691,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            519498,
            -5605,
            -293552,
            -73023,
            -55482,
            -126257
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5636,
    "evaluation_days": 1878.67,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1601395200000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759692213293,
    "expiration_time": 1764549504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 139,
            "na": 0.2,
            "nb": 0.69717,
            "nc": 0.20112
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "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)