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Trade: SAND/USDT/120/HWMA/DCL/8274

Strategy
SAND/USDT/120/HWMA/DCL/8274
Pair
SAND_USDT
Interval
2h
Score
505101
Daily Profit
0.271639
Profit Factor
1.870078
Profitability
60.000000
Streak
68.477827
Best Strategy
Training Data Length
1882.250000
Evaluation Time
2025-10-10 08:28
Expiration Time
2025-12-17 00:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1712416.8025 -3956.8791 -1708459.9234 1457406.2512 16400918.3156 -14943512.0644
Total P&L (%) -1712.4168 -3.9569 -1708.4599 1457.4063 16400.9183 -14943.5121
Avg Daily Profit (%) -0.9098 -0.0021 -0.9077 0.146 0.2716 0
Buy And Hold Return (%) 475.8566 475.8566 475.8566 475.8566 475.8566 475.8566
Max Trade Drawdown -1839837 -84985 -1809383 -60769806 -10297687 -60505054
Profit Factor 0.334 0.9801 0.2797 1.012 1.8701 0.8545
Total Trades 219 110 109 219 110 109
Winning Trades 126 58 68 116 66 50
Losing Trades 93 52 41 103 44 59
Profitability (%) 57.5342 52.7273 62.3853 52.968 60 45.8716
Ratio Avg Win / Avg Loss 0.2465 0.8788 0.1687 0.8986 1.2467 1.0083
Largest Winning Trade 60163 22811 60163 37132111 6283447 37132111
Largest Losing Trade -984763 -12650 -984763 -20680095 -8793056 -20680095
Avg Bars in Trades 101 5 196 101 5 196
Avg Bars in Winners 86 5 155 79 5 176
Avg Bars in Losers 120 6 265 125 5 214
Bars Traded 22119 658 21461 22119 658 21461
Profit Streak 19.4778 68.4778 19.4778 19.4778 68.4778 19.4778
Trades During Streak 3 9 1 3 9 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577183 -578778 -578878 -206816 505101 -580423
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22587,
    "evaluation_days": 1882.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598169600000,
    "last_datapoint_time": 1760068800000,
    "evaluation_time": 1760074084215,
    "expiration_time": 1765923350400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.18716,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dcl",
        "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": [
        [
            -1712416.8025071847,
            -3956.8790921426,
            -1708459.923415043,
            1457406.2512122858,
            16400918.315572094,
            -14943512.064359825
        ],
        [
            -1712.416803,
            -3.956879,
            -1708.459923,
            1457.406251,
            16400.918316,
            -14943.512064
        ],
        [
            -0.909771,
            -0.002102,
            -0.907669,
            0.145975,
            0.271639,
            0
        ],
        [
            475.856584,
            475.856584,
            475.856584,
            475.856584,
            475.856584,
            475.856584
        ],
        [
            -1839837,
            -84985,
            -1809383,
            -60769806,
            -10297687,
            -60505054
        ],
        [
            0.334028,
            0.980147,
            0.279736,
            1.011988,
            1.870078,
            0.854527
        ],
        [
            219,
            110,
            109,
            219,
            110,
            109
        ],
        [
            126,
            58,
            68,
            116,
            66,
            50
        ],
        [
            93,
            52,
            41,
            103,
            44,
            59
        ],
        [
            57.534247,
            52.727273,
            62.385321,
            52.968037,
            60,
            45.87156
        ],
        [
            0.246544,
            0.878753,
            0.168665,
            0.898575,
            1.246718,
            1.008342
        ],
        [
            60163,
            22811,
            60163,
            37132111,
            6283447,
            37132111
        ],
        [
            -984763,
            -12650,
            -984763,
            -20680095,
            -8793056,
            -20680095
        ],
        [
            101,
            5,
            196,
            101,
            5,
            196
        ],
        [
            86,
            5,
            155,
            79,
            5,
            176
        ],
        [
            120,
            6,
            265,
            125,
            5,
            214
        ],
        [
            22119,
            658,
            21461,
            22119,
            658,
            21461
        ],
        [
            19.477826,
            68.477826,
            19.477826,
            19.477827,
            68.477827,
            19.477827
        ],
        [
            3,
            9,
            1,
            3,
            9,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577183,
            -578778,
            -578878,
            -206816,
            505101,
            -580423
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22587,
    "evaluation_days": 1882.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598169600000,
    "last_datapoint_time": 1760068800000,
    "evaluation_time": 1760074084215,
    "expiration_time": 1765923350400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.18716,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dcl",
        "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)