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Trade: SAND/USDT/120/WMA/EMA/7574

Strategy
SAND/USDT/120/WMA/EMA/7574
Pair
SAND_USDT
Interval
2h
Score
595007
Daily Profit
0.204668
Profit Factor
4.015213
Profitability
60.526316
Streak
0.000000
Best Strategy
Training Data Length
1871.000000
Evaluation Time
2025-09-29 02:17
Expiration Time
2025-12-05 08:32

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2398171.0833 -123638.5613 -2274532.522 -156360.762 4485195.6233 -4641556.3853
Total P&L (%) -2398.1711 -123.6386 -2274.5325 -156.3608 4485.1956 -4641.5564
Avg Daily Profit (%) -1.2818 -0.0661 -1.2157 0 0.2047 0
Buy And Hold Return (%) 272.5801 272.5801 272.5801 272.5801 272.5801 272.5801
Max Trade Drawdown -2453637 -162598 -2308326 -5222954 -747891 -6015202
Profit Factor 0.1668 0.585 0.1185 0.9852 4.0152 0.4878
Total Trades 76 38 38 76 38 38
Winning Trades 45 19 26 37 23 14
Losing Trades 31 19 12 39 15 24
Profitability (%) 59.2105 50 68.4211 48.6842 60.5263 36.8421
Ratio Avg Win / Avg Loss 0.1149 0.585 0.0547 1.0384 2.6186 0.8363
Largest Winning Trade 34139 34139 32269 3035061 3035061 1986580
Largest Losing Trade -1694478 -64441 -1694478 -2703858 -747891 -2703858
Avg Bars in Trades 290 325 256 290 325 256
Avg Bars in Winners 162 169 158 399 424 356
Avg Bars in Losers 476 480 470 188 171 198
Bars Traded 22111 12351 9760 22111 12351 9760
Profit Streak 35.8873 79.3873 35.8873 0 0 0
Trades During Streak 2 2 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -632092 -579801 -577833 -633400 595007 -585881
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22452,
    "evaluation_days": 1871,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598637600000,
    "last_datapoint_time": 1759096800000,
    "evaluation_time": 1759101460208,
    "expiration_time": 1764916358400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 172,
            "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": [
        [
            -2398171.08329207,
            -123638.5613262351,
            -2274532.521965834,
            -156360.7620044675,
            4485195.623303466,
            -4641556.38530793
        ],
        [
            -2398.171083,
            -123.638561,
            -2274.532522,
            -156.360762,
            4485.195623,
            -4641.556385
        ],
        [
            -1.281759,
            -0.066082,
            -1.215677,
            0,
            0.204668,
            0
        ],
        [
            272.58009,
            272.58009,
            272.58009,
            272.58009,
            272.58009,
            272.58009
        ],
        [
            -2453637,
            -162598,
            -2308326,
            -5222954,
            -747891,
            -6015202
        ],
        [
            0.166836,
            0.585045,
            0.118547,
            0.985179,
            4.015213,
            0.48784
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            45,
            19,
            26,
            37,
            23,
            14
        ],
        [
            31,
            19,
            12,
            39,
            15,
            24
        ],
        [
            59.210526,
            50,
            68.421053,
            48.684211,
            60.526316,
            36.842105
        ],
        [
            0.114932,
            0.585045,
            0.054714,
            1.038432,
            2.618617,
            0.836298
        ],
        [
            34139,
            34139,
            32269,
            3035061,
            3035061,
            1986580
        ],
        [
            -1694478,
            -64441,
            -1694478,
            -2703858,
            -747891,
            -2703858
        ],
        [
            290,
            325,
            256,
            290,
            325,
            256
        ],
        [
            162,
            169,
            158,
            399,
            424,
            356
        ],
        [
            476,
            480,
            470,
            188,
            171,
            198
        ],
        [
            22111,
            12351,
            9760,
            22111,
            12351,
            9760
        ],
        [
            35.887271,
            79.387271,
            35.887271,
            0,
            0,
            0
        ],
        [
            2,
            2,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -632092,
            -579801,
            -577833,
            -633400,
            595007,
            -585881
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22452,
    "evaluation_days": 1871,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598637600000,
    "last_datapoint_time": 1759096800000,
    "evaluation_time": 1759101460208,
    "expiration_time": 1764916358400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 172,
            "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)