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Trade: SAND/USDT/120/FWMA/DCM/4863

Strategy
SAND/USDT/120/FWMA/DCM/4863
Pair
SAND_USDT
Interval
2h
Score
515473
Daily Profit
1.169596
Profit Factor
3.445302
Profitability
35.766423
Streak
0.000000
Best Strategy
Training Data Length
1876.080000
Evaluation Time
2025-10-04 03:27
Expiration Time
2025-12-10 14:56

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2194255.9734 2151639.0795 42616.894 1439942.6601 2154181.1033 -714238.4432
Total P&L (%) 2194.256 2151.6391 42.6169 1439.9427 2154.1811 -714.2384
Avg Daily Profit (%) 1.1696 1.1469 0.0227 0.1459 0.1662 0
Buy And Hold Return (%) 473.1484 473.1484 473.1484 473.1484 473.1484 473.1484
Max Trade Drawdown -131886 -164225 -85708 -8991080 -8659653 -2936604
Profit Factor 3.4453 5.1356 1.113 1.0514 1.128 0.9362
Total Trades 274 137 137 274 137 137
Winning Trades 98 50 48 98 50 48
Losing Trades 176 87 89 176 87 89
Profitability (%) 35.7664 36.4964 35.0365 35.7664 36.4964 35.0365
Ratio Avg Win / Avg Loss 6.1875 8.9359 2.0637 1.8882 1.9627 1.7358
Largest Winning Trade 1668607 1668607 49489 8721196 8721196 1774795
Largest Losing Trade -31142 -31142 -24001 -2144900 -2006270 -2144900
Avg Bars in Trades 80 74 86 80 74 86
Avg Bars in Winners 138 121 155 138 121 155
Avg Bars in Losers 48 48 48 48 48 48
Bars Traded 22056 10265 11791 22056 10265 11791
Profit Streak 0 0 21.2691 0 0 21.2691
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 515473 510603 -428843 -167984 -78081 -583459
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22513,
    "evaluation_days": 1876.08,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599883200000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759537648753,
    "expiration_time": 1765371369600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 109,
            "offset": 236
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 66,
            "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": [
        [
            2194255.9734049197,
            2151639.079451574,
            42616.8939533435,
            1439942.6600733697,
            2154181.1032593474,
            -714238.4431859779
        ],
        [
            2194.255973,
            2151.639079,
            42.616894,
            1439.94266,
            2154.181103,
            -714.238443
        ],
        [
            1.169596,
            1.14688,
            0.022716,
            0.145853,
            0.166195,
            0
        ],
        [
            473.148442,
            473.148442,
            473.148442,
            473.148442,
            473.148442,
            473.148442
        ],
        [
            -131886,
            -164225,
            -85708,
            -8991080,
            -8659653,
            -2936604
        ],
        [
            3.445302,
            5.135566,
            1.113025,
            1.051387,
            1.127963,
            0.936154
        ],
        [
            274,
            137,
            137,
            274,
            137,
            137
        ],
        [
            98,
            50,
            48,
            98,
            50,
            48
        ],
        [
            176,
            87,
            89,
            176,
            87,
            89
        ],
        [
            35.766423,
            36.49635,
            35.036496,
            35.766423,
            36.49635,
            35.036496
        ],
        [
            6.187481,
            8.935884,
            2.063733,
            1.888206,
            1.962655,
            1.735786
        ],
        [
            1668607,
            1668607,
            49489,
            8721196,
            8721196,
            1774795
        ],
        [
            -31142,
            -31142,
            -24001,
            -2144900,
            -2006270,
            -2144900
        ],
        [
            80,
            74,
            86,
            80,
            74,
            86
        ],
        [
            138,
            121,
            155,
            138,
            121,
            155
        ],
        [
            48,
            48,
            48,
            48,
            48,
            48
        ],
        [
            22056,
            10265,
            11791,
            22056,
            10265,
            11791
        ],
        [
            0,
            0,
            21.269083,
            0,
            0,
            21.269083
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            515473,
            510603,
            -428843,
            -167984,
            -78081,
            -583459
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22513,
    "evaluation_days": 1876.08,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599883200000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759537648753,
    "expiration_time": 1765371369600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 109,
            "offset": 236
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 66,
            "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)