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Trade: SAND/USDT/720/FWMA/RMA/6737

Strategy
SAND/USDT/720/FWMA/RMA/6737
Pair
SAND_USDT
Interval
12h
Score
616109
Daily Profit
0.254886
Profit Factor
3.033707
Profitability
82.758621
Streak
257.445719
Best Strategy
Training Data Length
1884.500000
Evaluation Time
2025-10-12 01:41
Expiration Time
2025-12-07 02:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1227170.8195 -9526.1638 -1217644.6557 199914.1525 -11817393.09 12017307.2425
Total P&L (%) -1227.1708 -9.5262 -1217.6447 199.9142 -11817.3931 12017.3072
Avg Daily Profit (%) -0.6512 -0.0051 -0.6461 0.0583 0 0.2549
Buy And Hold Return (%) 317.143 317.143 317.143 317.143 317.143 317.143
Max Trade Drawdown -1474635 -180412 -1353468 -13262589 -12917001 -4492897
Profit Factor 0.2441 0.9547 0.1384 1.0098 0.1863 3.0337
Total Trades 57 28 29 57 28 29
Winning Trades 43 20 23 43 19 24
Losing Trades 14 8 6 14 9 5
Profitability (%) 75.4386 71.4286 79.3103 75.4386 67.8571 82.7586
Ratio Avg Win / Avg Loss 0.0795 0.3819 0.0361 0.3288 0.0882 0.632
Largest Winning Trade 40725 40725 26653 12168272 1688053 12168272
Largest Losing Trade -797241 -78751 -797241 -10562127 -10562127 -3880203
Avg Bars in Trades 63 80 46 63 80 46
Avg Bars in Winners 14 16 13 25 22 28
Avg Bars in Losers 212 242 173 179 203 136
Bars Traded 3613 2257 1356 3613 2257 1356
Profit Streak 90.9457 90.9457 257.4457 90.9457 90.9457 257.4457
Trades During Streak 13 6 9 13 6 9
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -755300 -597567 -575545 -666805 -598030 616109
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3769,
    "evaluation_days": 1884.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1601985600000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760222510081,
    "expiration_time": 1765068624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 107,
            "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": [
        [
            -1227170.8194964142,
            -9526.1637614041,
            -1217644.6557350096,
            199914.152503556,
            -11817393.09003353,
            12017307.242537089
        ],
        [
            -1227.170819,
            -9.526164,
            -1217.644656,
            199.914153,
            -11817.39309,
            12017.307243
        ],
        [
            -0.651192,
            -0.005055,
            -0.646137,
            0.058299,
            0,
            0.254886
        ],
        [
            317.14298,
            317.14298,
            317.14298,
            317.14298,
            317.14298,
            317.14298
        ],
        [
            -1474635,
            -180412,
            -1353468,
            -13262589,
            -12917001,
            -4492897
        ],
        [
            0.244098,
            0.954681,
            0.138407,
            1.009785,
            0.186268,
            3.033707
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            43,
            20,
            23,
            43,
            19,
            24
        ],
        [
            14,
            8,
            6,
            14,
            9,
            5
        ],
        [
            75.438596,
            71.428571,
            79.310345,
            75.438596,
            67.857143,
            82.758621
        ],
        [
            0.079474,
            0.381873,
            0.036106,
            0.328767,
            0.088232,
            0.632022
        ],
        [
            40725,
            40725,
            26653,
            12168272,
            1688053,
            12168272
        ],
        [
            -797241,
            -78751,
            -797241,
            -10562127,
            -10562127,
            -3880203
        ],
        [
            63,
            80,
            46,
            63,
            80,
            46
        ],
        [
            14,
            16,
            13,
            25,
            22,
            28
        ],
        [
            212,
            242,
            173,
            179,
            203,
            136
        ],
        [
            3613,
            2257,
            1356,
            3613,
            2257,
            1356
        ],
        [
            90.945718,
            90.945718,
            257.445718,
            90.945718,
            90.945719,
            257.445719
        ],
        [
            13,
            6,
            9,
            13,
            6,
            9
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -755300,
            -597567,
            -575545,
            -666805,
            -598030,
            616109
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3769,
    "evaluation_days": 1884.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1601985600000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760222510081,
    "expiration_time": 1765068624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 107,
            "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)