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Trade: SAND/USDT/120/MIDPRICE/WMA/5059

Strategy
SAND/USDT/120/MIDPRICE/WMA/5059
Pair
SAND_USDT
Interval
2h
Score
483199
Daily Profit
1.049830
Profit Factor
3.766209
Profitability
39.495798
Streak
0.000000
Best Strategy
Training Data Length
1866.670000
Evaluation Time
2025-09-28 07:54
Expiration Time
2025-11-30 20:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1959685.6467 1953058.9041 6626.7426 998706.0613 937276.2238 61429.8375
Total P&L (%) 1959.6856 1953.0589 6.6267 998.7061 937.2762 61.4298
Avg Daily Profit (%) 1.0498 1.0463 0.0036 0.1285 0.1254 0.0257
Buy And Hold Return (%) 646.0952 646.0952 646.0952 646.0952 646.0952 646.0952
Max Trade Drawdown -109939 -129924 -91244 -2060048 -2347012 -1159955
Profit Factor 3.7662 5.8055 1.0219 1.1191 1.184 1.0187
Total Trades 119 59 60 119 59 60
Winning Trades 47 21 26 47 21 26
Losing Trades 72 38 34 72 38 34
Profitability (%) 39.4958 35.5932 43.3333 39.4958 35.5932 43.3333
Ratio Avg Win / Avg Loss 5.7695 10.5053 1.3364 1.7143 2.1424 1.3321
Largest Winning Trade 1484214 1484214 55298 2387879 2387879 496274
Largest Losing Trade -40801 -33696 -40801 -795190 -693445 -795190
Avg Bars in Trades 184 165 203 184 165 203
Avg Bars in Winners 300 301 300 300 301 300
Avg Bars in Losers 108 90 129 108 90 129
Bars Traded 21961 9760 12201 21961 9760 12201
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 483199 -163886 -722015 -123198 -250374 -696146
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22400,
    "evaluation_days": 1866.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599336000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759035285338,
    "expiration_time": 1764528480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 54,
            "offset": 215
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 110,
            "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": [
        [
            1959685.6466926497,
            1953058.9041119695,
            6626.7425806794,
            998706.0613089281,
            937276.2238049982,
            61429.8375039297
        ],
        [
            1959.685647,
            1953.058904,
            6.626743,
            998.706061,
            937.276224,
            61.429838
        ],
        [
            1.04983,
            1.04628,
            0.00355,
            0.128478,
            0.125392,
            0.025659
        ],
        [
            646.095228,
            646.095228,
            646.095228,
            646.095228,
            646.095228,
            646.095228
        ],
        [
            -109939,
            -129924,
            -91244,
            -2060048,
            -2347012,
            -1159955
        ],
        [
            3.766209,
            5.805541,
            1.021941,
            1.119081,
            1.183972,
            1.01866
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            47,
            21,
            26,
            47,
            21,
            26
        ],
        [
            72,
            38,
            34,
            72,
            38,
            34
        ],
        [
            39.495798,
            35.59322,
            43.333333,
            39.495798,
            35.59322,
            43.333333
        ],
        [
            5.769512,
            10.505265,
            1.336385,
            1.714337,
            2.142425,
            1.332093
        ],
        [
            1484214,
            1484214,
            55298,
            2387879,
            2387879,
            496274
        ],
        [
            -40801,
            -33696,
            -40801,
            -795190,
            -693445,
            -795190
        ],
        [
            184,
            165,
            203,
            184,
            165,
            203
        ],
        [
            300,
            301,
            300,
            300,
            301,
            300
        ],
        [
            108,
            90,
            129,
            108,
            90,
            129
        ],
        [
            21961,
            9760,
            12201,
            21961,
            9760,
            12201
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            483199,
            -163886,
            -722015,
            -123198,
            -250374,
            -696146
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22400,
    "evaluation_days": 1866.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599336000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759035285338,
    "expiration_time": 1764528480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 54,
            "offset": 215
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 110,
            "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)