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Trade: SAND/USDT/240/WMA/HILO/3062

Strategy
SAND/USDT/240/WMA/HILO/3062
Pair
SAND_USDT
Interval
4h
Score
523363
Daily Profit
0.907836
Profit Factor
3.079122
Profitability
39.053254
Streak
0.000000
Best Strategy
Training Data Length
1884.500000
Evaluation Time
2025-10-12 00:37
Expiration Time
2025-12-07 10:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1710817.4076 1658756.2705 52061.1371 2280945.0084 846023.3204 1434921.6881
Total P&L (%) 1710.8174 1658.7563 52.0611 2280.945 846.0233 1434.9217
Avg Daily Profit (%) 0.9078 0.8802 0.0276 0.1684 0.1193 0.145
Buy And Hold Return (%) 332.1293 332.1293 332.1293 332.1293 332.1293 332.1293
Max Trade Drawdown -100252 -108053 -71719 -5416497 -5353717 -2905722
Profit Factor 3.0791 4.9416 1.1295 1.0791 1.0556 1.1053
Total Trades 169 85 84 169 85 84
Winning Trades 66 29 37 66 29 37
Losing Trades 103 56 47 103 56 47
Profitability (%) 39.0533 34.1176 44.0476 39.0533 34.1176 44.0476
Ratio Avg Win / Avg Loss 4.8053 9.5424 1.4348 1.6841 2.0385 1.4041
Largest Winning Trade 1003765 1003765 57141 4423137 4423137 2032185
Largest Losing Trade -31164 -26396 -31164 -1810827 -879358 -1810827
Avg Bars in Trades 65 52 78 65 52 78
Avg Bars in Winners 109 84 130 109 84 130
Avg Bars in Losers 36 35 37 36 35 37
Bars Traded 11022 4448 6574 11022 4448 6574
Profit Streak 0 0 7.4012 0 0 7.4012
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 523363 473260 -401327 -128081 -201543 -107121
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11307,
    "evaluation_days": 1884.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600588800000,
    "last_datapoint_time": 1760212800000,
    "evaluation_time": 1760218667699,
    "expiration_time": 1765097424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            1710817.4076487836,
            1658756.270531946,
            52061.1371168376,
            2280945.00844625,
            846023.3203839834,
            1434921.6880622632
        ],
        [
            1710.817408,
            1658.756271,
            52.061137,
            2280.945008,
            846.02332,
            1434.921688
        ],
        [
            0.907836,
            0.88021,
            0.027626,
            0.16836,
            0.119312,
            0.145028
        ],
        [
            332.129346,
            332.129346,
            332.129346,
            332.129346,
            332.129346,
            332.129346
        ],
        [
            -100252,
            -108053,
            -71719,
            -5416497,
            -5353717,
            -2905722
        ],
        [
            3.079122,
            4.941583,
            1.129499,
            1.079116,
            1.055633,
            1.105329
        ],
        [
            169,
            85,
            84,
            169,
            85,
            84
        ],
        [
            66,
            29,
            37,
            66,
            29,
            37
        ],
        [
            103,
            56,
            47,
            103,
            56,
            47
        ],
        [
            39.053254,
            34.117647,
            44.047619,
            39.053254,
            34.117647,
            44.047619
        ],
        [
            4.805297,
            9.542367,
            1.434769,
            1.684075,
            2.038464,
            1.404067
        ],
        [
            1003765,
            1003765,
            57141,
            4423137,
            4423137,
            2032185
        ],
        [
            -31164,
            -26396,
            -31164,
            -1810827,
            -879358,
            -1810827
        ],
        [
            65,
            52,
            78,
            65,
            52,
            78
        ],
        [
            109,
            84,
            130,
            109,
            84,
            130
        ],
        [
            36,
            35,
            37,
            36,
            35,
            37
        ],
        [
            11022,
            4448,
            6574,
            11022,
            4448,
            6574
        ],
        [
            0,
            0,
            7.401246,
            0,
            0,
            7.401246
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            523363,
            473260,
            -401327,
            -128081,
            -201543,
            -107121
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11307,
    "evaluation_days": 1884.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600588800000,
    "last_datapoint_time": 1760212800000,
    "evaluation_time": 1760218667699,
    "expiration_time": 1765097424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)