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Trade: SAND/USDT/240/HMA/SMA/5541

Strategy
SAND/USDT/240/HMA/SMA/5541
Pair
SAND_USDT
Interval
4h
Score
582828
Daily Profit
0.231094
Profit Factor
2.843488
Profitability
64.285714
Streak
53.088444
Best Strategy
Training Data Length
1879.330000
Evaluation Time
2025-10-06 21:07
Expiration Time
2025-12-02 03:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1935014.9115 -89688.8654 -1845326.0462 372764.4887 7555468.0165 -7182703.5279
Total P&L (%) -1935.0149 -89.6889 -1845.326 372.7645 7555.468 -7182.7035
Avg Daily Profit (%) -1.0296 -0.0477 -0.9819 0.0827 0.2311 0
Buy And Hold Return (%) 479.7544 479.7544 479.7544 479.7544 479.7544 479.7544
Max Trade Drawdown -2021918 -155744 -1916456 -9700346 -1473162 -11251984
Profit Factor 0.2398 0.7172 0.1719 1.0183 2.8435 0.5597
Total Trades 85 42 43 85 42 43
Winning Trades 50 21 29 46 27 19
Losing Trades 35 21 14 39 15 24
Profitability (%) 58.8235 50 67.4419 54.1176 64.2857 44.186
Ratio Avg Win / Avg Loss 0.1679 0.7172 0.083 0.8633 1.5797 0.707
Largest Winning Trade 33380 33380 33229 4449638 4449638 2604582
Largest Losing Trade -1291760 -54996 -1291760 -5552313 -1473162 -5552313
Avg Bars in Trades 128 139 117 128 139 117
Avg Bars in Winners 69 65 72 148 158 134
Avg Bars in Losers 211 213 208 103 104 103
Bars Traded 10890 5853 5037 10890 5853 5037
Profit Streak 53.0884 53.0884 67.2551 53.0884 53.0884 67.2551
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577998 -580171 -577495 -448263 582828 -582017
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11276,
    "evaluation_days": 1879.33,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599710400000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759774041531,
    "expiration_time": 1764637632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 139,
            "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": [
        [
            -1935014.911546105,
            -89688.8653630443,
            -1845326.0461830609,
            372764.4886690505,
            7555468.016530042,
            -7182703.5278609935
        ],
        [
            -1935.014912,
            -89.688865,
            -1845.326046,
            372.764489,
            7555.468017,
            -7182.703528
        ],
        [
            -1.02963,
            -0.047724,
            -0.981906,
            0.082693,
            0.231094,
            0
        ],
        [
            479.754414,
            479.754414,
            479.754414,
            479.754414,
            479.754414,
            479.754414
        ],
        [
            -2021918,
            -155744,
            -1916456,
            -9700346,
            -1473162,
            -11251984
        ],
        [
            0.23984,
            0.717227,
            0.171891,
            1.018262,
            2.843488,
            0.55971
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            50,
            21,
            29,
            46,
            27,
            19
        ],
        [
            35,
            21,
            14,
            39,
            15,
            24
        ],
        [
            58.823529,
            50,
            67.44186,
            54.117647,
            64.285714,
            44.186047
        ],
        [
            0.167888,
            0.717227,
            0.082982,
            0.863309,
            1.579715,
            0.707002
        ],
        [
            33380,
            33380,
            33229,
            4449638,
            4449638,
            2604582
        ],
        [
            -1291760,
            -54996,
            -1291760,
            -5552313,
            -1473162,
            -5552313
        ],
        [
            128,
            139,
            117,
            128,
            139,
            117
        ],
        [
            69,
            65,
            72,
            148,
            158,
            134
        ],
        [
            211,
            213,
            208,
            103,
            104,
            103
        ],
        [
            10890,
            5853,
            5037,
            10890,
            5853,
            5037
        ],
        [
            53.088444,
            53.088444,
            67.25511,
            53.088444,
            53.088444,
            67.25511
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577998,
            -580171,
            -577495,
            -448263,
            582828,
            -582017
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11276,
    "evaluation_days": 1879.33,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599710400000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759774041531,
    "expiration_time": 1764637632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 139,
            "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)