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Trade: SAND/USDT/480/SWMA/DCM/2014

Strategy
SAND/USDT/480/SWMA/DCM/2014
Pair
SAND_USDT
Interval
8h
Score
565985
Daily Profit
0.846678
Profit Factor
3.039833
Profitability
45.925926
Streak
36.787038
Best Strategy
Training Data Length
1873.670000
Evaluation Time
2025-09-30 21:53
Expiration Time
2025-11-25 23:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1586395.1896 1549582.1854 36813.0042 1124175.9389 -844323.6606 1968499.5995
Total P&L (%) 1586.3952 1549.5822 36.813 1124.1759 -844.3237 1968.4996
Avg Daily Profit (%) 0.8467 0.827 0.0196 0.1338 0 0.1618
Buy And Hold Return (%) 444.9798 444.9798 444.9798 444.9798 444.9798 444.9798
Max Trade Drawdown -100805 -101505 -80506 -3641950 -3251169 -1093162
Profit Factor 3.0398 4.57 1.1071 1.0827 0.9041 1.4115
Total Trades 135 67 68 135 67 68
Winning Trades 62 26 36 62 26 36
Losing Trades 73 41 32 73 41 32
Profitability (%) 45.9259 38.806 52.9412 45.9259 38.806 52.9412
Ratio Avg Win / Avg Loss 3.5792 7.2066 0.9841 1.2748 1.4257 1.2547
Largest Winning Trade 991879 991879 46718 1664765 1664765 1027327
Largest Losing Trade -63725 -36803 -63725 -1188476 -1188476 -760750
Avg Bars in Trades 39 47 32 39 47 32
Avg Bars in Winners 49 65 38 49 65 38
Avg Bars in Losers 31 36 25 31 36 25
Bars Traded 5389 3188 2201 5389 3188 2201
Profit Streak 36.787 0 38.787 36.787 0 38.787
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 565985 -103324 -544998 -147760 -700422 -101621
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5621,
    "evaluation_days": 1873.67,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1600502400000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759258400052,
    "expiration_time": 1764104544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 84,
            "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": [
        [
            1586395.1895981086,
            1549582.1853714667,
            36813.0042266423,
            1124175.9389020111,
            -844323.6605799196,
            1968499.5994819307
        ],
        [
            1586.39519,
            1549.582185,
            36.813004,
            1124.175939,
            -844.323661,
            1968.499599
        ],
        [
            0.846678,
            0.82703,
            0.019648,
            0.133776,
            0,
            0.161814
        ],
        [
            444.979784,
            444.979784,
            444.979784,
            444.979784,
            444.979784,
            444.979784
        ],
        [
            -100805,
            -101505,
            -80506,
            -3641950,
            -3251169,
            -1093162
        ],
        [
            3.039833,
            4.570011,
            1.107123,
            1.08273,
            0.90411,
            1.411534
        ],
        [
            135,
            67,
            68,
            135,
            67,
            68
        ],
        [
            62,
            26,
            36,
            62,
            26,
            36
        ],
        [
            73,
            41,
            32,
            73,
            41,
            32
        ],
        [
            45.925926,
            38.80597,
            52.941176,
            45.925926,
            38.80597,
            52.941176
        ],
        [
            3.579159,
            7.206556,
            0.984109,
            1.274828,
            1.425712,
            1.254697
        ],
        [
            991879,
            991879,
            46718,
            1664765,
            1664765,
            1027327
        ],
        [
            -63725,
            -36803,
            -63725,
            -1188476,
            -1188476,
            -760750
        ],
        [
            39,
            47,
            32,
            39,
            47,
            32
        ],
        [
            49,
            65,
            38,
            49,
            65,
            38
        ],
        [
            31,
            36,
            25,
            31,
            36,
            25
        ],
        [
            5389,
            3188,
            2201,
            5389,
            3188,
            2201
        ],
        [
            36.787038,
            0,
            38.787038,
            36.787038,
            0,
            38.787038
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            565985,
            -103324,
            -544998,
            -147760,
            -700422,
            -101621
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5621,
    "evaluation_days": 1873.67,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1600502400000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759258400052,
    "expiration_time": 1764104544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 84,
            "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)