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Trade: SAND/USDT/480/WMA/HILO/6545

Strategy
SAND/USDT/480/WMA/HILO/6545
Pair
SAND_USDT
Interval
8h
Score
609975
Daily Profit
0.798096
Profit Factor
8.873492
Profitability
43.902439
Streak
0.000000
Best Strategy
Training Data Length
1885.000000
Evaluation Time
2025-10-12 04:02
Expiration Time
2025-12-07 15:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1643590.6787 1504411.4754 139179.2034 14621928.1164 483468.6664 14138459.45
Total P&L (%) 1643.5907 1504.4115 139.1792 14621.9281 483.4687 14138.4595
Avg Daily Profit (%) 0.8719 0.7981 0.0738 0.2652 0.0936 0.2634
Buy And Hold Return (%) 395.7413 395.7413 395.7413 395.7413 395.7413 395.7413
Max Trade Drawdown -101464 -75484 -49211 -30008515 -15565339 -14613093
Profit Factor 5.3325 8.8735 1.7392 1.2769 1.017 1.581
Total Trades 81 41 40 81 41 40
Winning Trades 41 18 23 41 18 23
Losing Trades 40 23 17 40 23 17
Profitability (%) 50.6173 43.9024 57.5 50.6173 43.9024 57.5
Ratio Avg Win / Avg Loss 5.2024 11.3384 1.2855 1.2458 1.2995 1.1685
Largest Winning Trade 872600 872600 59962 14830286 14830286 14361107
Largest Losing Trade -42406 -22821 -42406 -8110815 -6691021 -8110815
Avg Bars in Trades 66 49 83 66 49 83
Avg Bars in Winners 96 83 106 96 83 106
Avg Bars in Losers 35 23 52 35 23 52
Bars Traded 5366 2036 3331 5366 2036 3331
Profit Streak 0 0 30.0436 0 0 30.0436
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 107409 609975 -256411 -7659 -368977 429151
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5655,
    "evaluation_days": 1885,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1603324800000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760230964926,
    "expiration_time": 1765113120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            1643590.6787123831,
            1504411.4753557318,
            139179.2033566517,
            14621928.116363883,
            483468.6664073818,
            14138459.449956506
        ],
        [
            1643.590679,
            1504.411475,
            139.179203,
            14621.928116,
            483.468666,
            14138.45945
        ],
        [
            0.871931,
            0.798096,
            0.073835,
            0.265174,
            0.093615,
            0.263398
        ],
        [
            395.741317,
            395.741317,
            395.741317,
            395.741317,
            395.741317,
            395.741317
        ],
        [
            -101464,
            -75484,
            -49211,
            -30008515,
            -15565339,
            -14613093
        ],
        [
            5.332487,
            8.873492,
            1.739169,
            1.276917,
            1.016984,
            1.580952
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            41,
            18,
            23,
            41,
            18,
            23
        ],
        [
            40,
            23,
            17,
            40,
            23,
            17
        ],
        [
            50.617284,
            43.902439,
            57.5,
            50.617284,
            43.902439,
            57.5
        ],
        [
            5.202426,
            11.338351,
            1.285473,
            1.245772,
            1.29948,
            1.16853
        ],
        [
            872600,
            872600,
            59962,
            14830286,
            14830286,
            14361107
        ],
        [
            -42406,
            -22821,
            -42406,
            -8110815,
            -6691021,
            -8110815
        ],
        [
            66,
            49,
            83,
            66,
            49,
            83
        ],
        [
            96,
            83,
            106,
            96,
            83,
            106
        ],
        [
            35,
            23,
            52,
            35,
            23,
            52
        ],
        [
            5366,
            2036,
            3331,
            5366,
            2036,
            3331
        ],
        [
            0,
            0,
            30.043575,
            0,
            0,
            30.043576
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            107409,
            609975,
            -256411,
            -7659,
            -368977,
            429151
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5655,
    "evaluation_days": 1885,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1603324800000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760230964926,
    "expiration_time": 1765113120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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)