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Trade: SAND/USDT/240/WMA/SINWMA/8283

Strategy
SAND/USDT/240/WMA/SINWMA/8283
Pair
SAND_USDT
Interval
4h
Score
645759
Daily Profit
0.215847
Profit Factor
4.074992
Profitability
59.183673
Streak
89.841868
Best Strategy
Training Data Length
1880.000000
Evaluation Time
2025-10-07 15:12
Expiration Time
2025-12-02 19:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2038187.7551 -65789.8833 -1972397.8718 567546.5759 5660186.4179 -5092639.842
Total P&L (%) -2038.1878 -65.7899 -1972.3979 567.5466 5660.1864 -5092.6398
Avg Daily Profit (%) -1.0841 -0.035 -1.0491 0.101 0.2158 0
Buy And Hold Return (%) 489.7522 489.7522 489.7522 489.7522 489.7522 489.7522
Max Trade Drawdown -2232739 -162987 -2094980 -4500891 -448335 -7134318
Profit Factor 0.2534 0.82 0.1658 1.044 4.075 0.5395
Total Trades 99 49 50 99 49 50
Winning Trades 69 30 39 51 29 22
Losing Trades 30 19 11 48 20 28
Profitability (%) 69.697 61.2245 78 51.5152 59.1837 44
Ratio Avg Win / Avg Loss 0.1102 0.5193 0.0468 0.9826 2.8103 0.6867
Largest Winning Trade 30797 30797 22727 2710757 2034350 2710757
Largest Losing Trade -1348705 -56147 -1348705 -3928599 -414372 -3928599
Avg Bars in Trades 110 122 98 110 122 98
Avg Bars in Winners 60 54 64 124 142 101
Avg Bars in Losers 226 229 220 95 93 96
Bars Traded 10934 5998 4936 10934 5998 4936
Profit Streak 69.1752 89.8419 69.1752 69.1752 89.8419 69.1752
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576147 -577865 -755824 -345842 645759 -761787
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11280,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599753600000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759839137375,
    "expiration_time": 1764696960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 164,
            "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": [
        [
            -2038187.755136485,
            -65789.8833291762,
            -1972397.8718073086,
            567546.5759359221,
            5660186.417921095,
            -5092639.84198517
        ],
        [
            -2038.187755,
            -65.789883,
            -1972.397872,
            567.546576,
            5660.186418,
            -5092.639842
        ],
        [
            -1.084142,
            -0.034995,
            -1.049148,
            0.101032,
            0.215847,
            0
        ],
        [
            489.752191,
            489.752191,
            489.752191,
            489.752191,
            489.752191,
            489.752191
        ],
        [
            -2232739,
            -162987,
            -2094980,
            -4500891,
            -448335,
            -7134318
        ],
        [
            0.253397,
            0.819974,
            0.165829,
            1.043996,
            4.074992,
            0.539512
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            69,
            30,
            39,
            51,
            29,
            22
        ],
        [
            30,
            19,
            11,
            48,
            20,
            28
        ],
        [
            69.69697,
            61.22449,
            78,
            51.515152,
            59.183673,
            44
        ],
        [
            0.110173,
            0.519317,
            0.046772,
            0.982585,
            2.810339,
            0.686652
        ],
        [
            30797,
            30797,
            22727,
            2710757,
            2034350,
            2710757
        ],
        [
            -1348705,
            -56147,
            -1348705,
            -3928599,
            -414372,
            -3928599
        ],
        [
            110,
            122,
            98,
            110,
            122,
            98
        ],
        [
            60,
            54,
            64,
            124,
            142,
            101
        ],
        [
            226,
            229,
            220,
            95,
            93,
            96
        ],
        [
            10934,
            5998,
            4936,
            10934,
            5998,
            4936
        ],
        [
            69.175201,
            89.841868,
            69.175201,
            69.175201,
            89.841868,
            69.175201
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576147,
            -577865,
            -755824,
            -345842,
            645759,
            -761787
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11280,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599753600000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759839137375,
    "expiration_time": 1764696960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 164,
            "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)