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Trade: SAND/USDT/240/SSF/SINWMA/1705

Strategy
SAND/USDT/240/SSF/SINWMA/1705
Pair
SAND_USDT
Interval
4h
Score
635565
Daily Profit
0.243220
Profit Factor
5.061407
Profitability
60.465116
Streak
0.000000
Best Strategy
Training Data Length
1875.830000
Evaluation Time
2025-10-03 10:05
Expiration Time
2025-11-28 12:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1857835.1217 -43323.4461 -1814511.6757 -233896.853 9428337.2994 -9662234.1524
Total P&L (%) -1857.8351 -43.3234 -1814.5117 -233.8969 9428.3373 -9662.2342
Avg Daily Profit (%) -0.9904 -0.0231 -0.9673 0 0.2432 0
Buy And Hold Return (%) 559.247 559.247 559.247 559.247 559.247 559.247
Max Trade Drawdown -2078990 -169348 -1934092 -8399407 -1130232 -11633714
Profit Factor 0.256 0.8704 0.1611 0.9877 5.0614 0.4214
Total Trades 87 43 44 87 43 44
Winning Trades 54 23 31 40 26 14
Losing Trades 33 20 13 47 17 30
Profitability (%) 62.069 53.4884 70.4545 45.977 60.4651 31.8182
Ratio Avg Win / Avg Loss 0.1565 0.7569 0.0675 1.1606 3.3094 0.903
Largest Winning Trade 47087 47087 30320 4475912 4475912 3796253
Largest Losing Trade -1274632 -60182 -1274632 -5929488 -1130232 -5929488
Avg Bars in Trades 125 139 110 125 139 110
Avg Bars in Winners 66 70 63 176 185 159
Avg Bars in Losers 221 219 224 81 69 88
Bars Traded 10883 6005 4878 10883 6005 4878
Profit Streak 35.462 38.962 35.462 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577711 -579728 -577525 -580443 635565 -587790
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11255,
    "evaluation_days": 1875.83,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600358400000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759475116817,
    "expiration_time": 1764326160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 56,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 206,
            "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": [
        [
            -1857835.1217381048,
            -43323.4460873359,
            -1814511.6756507682,
            -233896.8529647797,
            9428337.2993952,
            -9662234.152359981
        ],
        [
            -1857.835122,
            -43.323446,
            -1814.511676,
            -233.896853,
            9428.337299,
            -9662.234152
        ],
        [
            -0.990407,
            -0.023096,
            -0.967311,
            0,
            0.24322,
            0
        ],
        [
            559.24697,
            559.24697,
            559.24697,
            559.24697,
            559.24697,
            559.24697
        ],
        [
            -2078990,
            -169348,
            -1934092,
            -8399407,
            -1130232,
            -11633714
        ],
        [
            0.256041,
            0.870413,
            0.161078,
            0.987703,
            5.061407,
            0.421399
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            54,
            23,
            31,
            40,
            26,
            14
        ],
        [
            33,
            20,
            13,
            47,
            17,
            30
        ],
        [
            62.068966,
            53.488372,
            70.454545,
            45.977011,
            60.465116,
            31.818182
        ],
        [
            0.156469,
            0.756881,
            0.067549,
            1.160551,
            3.309381,
            0.902999
        ],
        [
            47087,
            47087,
            30320,
            4475912,
            4475912,
            3796253
        ],
        [
            -1274632,
            -60182,
            -1274632,
            -5929488,
            -1130232,
            -5929488
        ],
        [
            125,
            139,
            110,
            125,
            139,
            110
        ],
        [
            66,
            70,
            63,
            176,
            185,
            159
        ],
        [
            221,
            219,
            224,
            81,
            69,
            88
        ],
        [
            10883,
            6005,
            4878,
            10883,
            6005,
            4878
        ],
        [
            35.462,
            38.962,
            35.462,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577711,
            -579728,
            -577525,
            -580443,
            635565,
            -587790
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11255,
    "evaluation_days": 1875.83,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600358400000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759475116817,
    "expiration_time": 1764326160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 56,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 206,
            "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)