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Trade: SAND/USDT/120/PWMA/KCU/1656

Strategy
SAND/USDT/120/PWMA/KCU/1656
Pair
SAND_USDT
Interval
2h
Score
490865
Daily Profit
1.008275
Profit Factor
2.421364
Profitability
37.423313
Streak
0.000000
Best Strategy
Training Data Length
1881.500000
Evaluation Time
2025-10-09 15:03
Expiration Time
2025-12-16 05:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1790401.7507 1897070.3221 -106668.5714 -26065.2669 257209.9001 -283275.1671
Total P&L (%) 1790.4018 1897.0703 -106.6686 -26.0653 257.2099 -283.2752
Avg Daily Profit (%) 0.9516 1.0083 -0.0567 -0.016 0.0677 0
Buy And Hold Return (%) 309.7131 309.7131 309.7131 309.7131 309.7131 309.7131
Max Trade Drawdown -243121 -231432 -138771 -1305270 -1157728 -329601
Profit Factor 1.9737 2.4214 0.7884 0.9931 1.0917 0.7159
Total Trades 653 326 327 653 326 327
Winning Trades 241 122 119 241 122 119
Losing Trades 412 204 208 412 204 208
Profitability (%) 36.9066 37.4233 36.3914 36.9066 37.4233 36.3914
Ratio Avg Win / Avg Loss 3.3742 4.0488 1.378 1.6978 1.8255 1.2512
Largest Winning Trade 1416389 1416389 18140 937511 937511 93871
Largest Losing Trade -38355 -38355 -18789 -252683 -252683 -63944
Avg Bars in Trades 34 65 3 34 65 3
Avg Bars in Winners 55 104 4 55 104 4
Avg Bars in Losers 22 41 3 22 41 3
Bars Traded 22474 21225 1250 22474 21225 1250
Profit Streak 1.6694 0 4.4194 1.6694 0 4.4194
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 438687 490865 -582800 -582048 -390578 -582800
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22578,
    "evaluation_days": 1881.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1597600800000,
    "last_datapoint_time": 1760004000000,
    "evaluation_time": 1760011437221,
    "expiration_time": 1765856217600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 28,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 4,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            1790401.7506651543,
            1897070.3220668142,
            -106668.5714016596,
            -26065.2669288882,
            257209.9001389415,
            -283275.1670678298
        ],
        [
            1790.401751,
            1897.070322,
            -106.668571,
            -26.065267,
            257.2099,
            -283.275167
        ],
        [
            0.951582,
            1.008275,
            -0.056693,
            -0.016049,
            0.06769,
            0
        ],
        [
            309.713107,
            309.713107,
            309.713107,
            309.713107,
            309.713107,
            309.713107
        ],
        [
            -243121,
            -231432,
            -138771,
            -1305270,
            -1157728,
            -329601
        ],
        [
            1.973731,
            2.421364,
            0.788365,
            0.993142,
            1.091737,
            0.71585
        ],
        [
            653,
            326,
            327,
            653,
            326,
            327
        ],
        [
            241,
            122,
            119,
            241,
            122,
            119
        ],
        [
            412,
            204,
            208,
            412,
            204,
            208
        ],
        [
            36.906585,
            37.423313,
            36.391437,
            36.906585,
            37.423313,
            36.391437
        ],
        [
            3.374179,
            4.048839,
            1.377982,
            1.697819,
            1.825528,
            1.251234
        ],
        [
            1416389,
            1416389,
            18140,
            937511,
            937511,
            93871
        ],
        [
            -38355,
            -38355,
            -18789,
            -252683,
            -252683,
            -63944
        ],
        [
            34,
            65,
            3,
            34,
            65,
            3
        ],
        [
            55,
            104,
            4,
            55,
            104,
            4
        ],
        [
            22,
            41,
            3,
            22,
            41,
            3
        ],
        [
            22474,
            21225,
            1250,
            22474,
            21225,
            1250
        ],
        [
            1.669412,
            0,
            4.419412,
            1.669412,
            0,
            4.419412
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            438687,
            490865,
            -582800,
            -582048,
            -390578,
            -582800
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22578,
    "evaluation_days": 1881.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1597600800000,
    "last_datapoint_time": 1760004000000,
    "evaluation_time": 1760011437221,
    "expiration_time": 1765856217600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 28,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 4,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)