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Trade: SAND/USDT/480/SINWMA/DCM/5342

Strategy
SAND/USDT/480/SINWMA/DCM/5342
Pair
SAND_USDT
Interval
8h
Score
512359
Daily Profit
0.887469
Profit Factor
4.990569
Profitability
40.425532
Streak
0.000000
Best Strategy
Training Data Length
1873.330000
Evaluation Time
2025-09-30 16:13
Expiration Time
2025-11-25 14:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1577468.4679 1662522.8239 -85054.3559 3339.9469 2166072.6762 -2162732.7293
Total P&L (%) 1577.4685 1662.5228 -85.0544 3.3399 2166.0727 -2162.7327
Avg Daily Profit (%) 0.8421 0.8875 -0.0454 0.0018 0.1667 0
Buy And Hold Return (%) 563.5385 563.5385 563.5385 563.5385 563.5385 563.5385
Max Trade Drawdown -337308 -232086 -150298 -5008646 -3014653 -2213969
Profit Factor 3.1417 4.9906 0.7342 1.0004 1.5273 0.3991
Total Trades 95 47 48 95 47 48
Winning Trades 40 19 21 40 19 21
Losing Trades 55 28 27 55 28 27
Profitability (%) 42.1053 40.4255 43.75 42.1053 40.4255 43.75
Ratio Avg Win / Avg Loss 4.3198 7.3545 0.9439 1.3756 2.2507 0.5131
Largest Winning Trade 1019246 1019246 45200 4527418 4527418 869217
Largest Losing Trade -64292 -38291 -64292 -1966660 -957737 -1966660
Avg Bars in Trades 54 69 39 54 69 39
Avg Bars in Winners 83 121 49 83 121 49
Avg Bars in Losers 32 34 31 32 34 31
Bars Traded 5153 3267 1886 5153 3267 1886
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 471581 512359 -583119 -579113 156015 -583119
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5620,
    "evaluation_days": 1873.33,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1603324800000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759238029020,
    "expiration_time": 1764074880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 163,
            "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": [
        [
            1577468.467932903,
            1662522.8238672365,
            -85054.3559343327,
            3339.9469487664,
            2166072.6762221446,
            -2162732.729273378
        ],
        [
            1577.468468,
            1662.522824,
            -85.054356,
            3.339947,
            2166.072676,
            -2162.732729
        ],
        [
            0.842067,
            0.887469,
            -0.045403,
            0.001754,
            0.166721,
            0
        ],
        [
            563.538532,
            563.538532,
            563.538532,
            563.538532,
            563.538532,
            563.538532
        ],
        [
            -337308,
            -232086,
            -150298,
            -5008646,
            -3014653,
            -2213969
        ],
        [
            3.141705,
            4.990569,
            0.734151,
            1.000433,
            1.527282,
            0.399053
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            55,
            28,
            27,
            55,
            28,
            27
        ],
        [
            42.105263,
            40.425532,
            43.75,
            42.105263,
            40.425532,
            43.75
        ],
        [
            4.319845,
            7.354523,
            0.943908,
            1.375596,
            2.250732,
            0.513068
        ],
        [
            1019246,
            1019246,
            45200,
            4527418,
            4527418,
            869217
        ],
        [
            -64292,
            -38291,
            -64292,
            -1966660,
            -957737,
            -1966660
        ],
        [
            54,
            69,
            39,
            54,
            69,
            39
        ],
        [
            83,
            121,
            49,
            83,
            121,
            49
        ],
        [
            32,
            34,
            31,
            32,
            34,
            31
        ],
        [
            5153,
            3267,
            1886,
            5153,
            3267,
            1886
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            471581,
            512359,
            -583119,
            -579113,
            156015,
            -583119
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5620,
    "evaluation_days": 1873.33,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1603324800000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759238029020,
    "expiration_time": 1764074880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 163,
            "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)