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Trade: SAND/USDT/240/WMA/DCU/8637

Strategy
SAND/USDT/240/WMA/DCU/8637
Pair
SAND_USDT
Interval
4h
Score
713220
Daily Profit
1.682406
Profit Factor
5.845160
Profitability
42.857143
Streak
0.000000
Best Strategy
Training Data Length
1883.670000
Evaluation Time
2025-10-11 05:47
Expiration Time
2025-12-06 14:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3169097.0844 3216265.4331 -47168.3487 196369.3314 2488309.9968 -2291940.6654
Total P&L (%) 3169.0971 3216.2654 -47.1683 196.3693 2488.31 -2291.9407
Avg Daily Profit (%) 1.6824 1.7074 -0.025 0.0577 0.1729 0
Buy And Hold Return (%) 341.3407 341.3407 341.3407 341.3407 341.3407 341.3407
Max Trade Drawdown -328678 -268692 -69687 -10802021 -8538997 -2359222
Profit Factor 5.8452 7.387 0.6866 1.0138 1.2419 0.416
Total Trades 91 45 46 91 45 46
Winning Trades 39 18 21 39 18 21
Losing Trades 52 27 25 52 27 25
Profitability (%) 42.8571 40 45.6522 42.8571 40 45.6522
Ratio Avg Win / Avg Loss 7.7935 11.0805 0.8174 1.3518 1.8629 0.4953
Largest Winning Trade 2210883 2210883 23326 10523575 10523575 484525
Largest Losing Trade -59746 -59746 -22137 -2504455 -2504455 -1947759
Avg Bars in Trades 114 212 18 114 212 18
Avg Bars in Winners 144 287 22 144 287 22
Avg Bars in Losers 91 162 15 91 162 15
Bars Traded 10405 9566 839 10405 9566 839
Profit Streak 0 106.1165 0 0 106.1165 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 713220 691936 -582117 -489522 193834 -582117
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11302,
    "evaluation_days": 1883.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600372800000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760150867487,
    "expiration_time": 1765023264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 57,
            "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": [
        [
            3169097.0844162037,
            3216265.4330852334,
            -47168.3486690294,
            196369.3313846753,
            2488309.9967801524,
            -2291940.6653954796
        ],
        [
            3169.097084,
            3216.265433,
            -47.168349,
            196.369331,
            2488.309997,
            -2291.940665
        ],
        [
            1.682406,
            1.707446,
            -0.025041,
            0.057693,
            0.172875,
            0
        ],
        [
            341.340655,
            341.340655,
            341.340655,
            341.340655,
            341.340655,
            341.340655
        ],
        [
            -328678,
            -268692,
            -69687,
            -10802021,
            -8538997,
            -2359222
        ],
        [
            5.84516,
            7.387004,
            0.686612,
            1.013818,
            1.241902,
            0.416016
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            39,
            18,
            21,
            39,
            18,
            21
        ],
        [
            52,
            27,
            25,
            52,
            27,
            25
        ],
        [
            42.857143,
            40,
            45.652174,
            42.857143,
            40,
            45.652174
        ],
        [
            7.793546,
            11.080506,
            0.817395,
            1.351757,
            1.862853,
            0.495257
        ],
        [
            2210883,
            2210883,
            23326,
            10523575,
            10523575,
            484525
        ],
        [
            -59746,
            -59746,
            -22137,
            -2504455,
            -2504455,
            -1947759
        ],
        [
            114,
            212,
            18,
            114,
            212,
            18
        ],
        [
            144,
            287,
            22,
            144,
            287,
            22
        ],
        [
            91,
            162,
            15,
            91,
            162,
            15
        ],
        [
            10405,
            9566,
            839,
            10405,
            9566,
            839
        ],
        [
            0,
            106.116522,
            0,
            0,
            106.116522,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            713220,
            691936,
            -582117,
            -489522,
            193834,
            -582117
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11302,
    "evaluation_days": 1883.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600372800000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760150867487,
    "expiration_time": 1765023264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 57,
            "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)