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Trade: SAND/USDT/360/FWMA/KCL/1237

Strategy
SAND/USDT/360/FWMA/KCL/1237
Pair
SAND_USDT
Interval
6h
Score
604396
Daily Profit
0.372794
Profit Factor
2.838944
Profitability
57.142857
Streak
56.817715
Best Strategy
Training Data Length
1871.750000
Evaluation Time
2025-09-29 04:37
Expiration Time
2025-11-24 05:39

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2082284.3033 -15334.8493 -2066949.4541 45189030.5565 105770832.7312 -60581802.1747
Total P&L (%) -2082.2843 -15.3348 -2066.9495 45189.0306 105770.8327 -60581.8022
Avg Daily Profit (%) -1.1125 -0.0082 -1.1043 0.3273 0.3728 0
Buy And Hold Return (%) 499.5427 499.5427 499.5427 499.5427 499.5427 499.5427
Max Trade Drawdown -2266977 -95519 -2210140 -234383562 -9059455 -283791848
Profit Factor 0.2927 0.9165 0.2511 1.092 2.8389 0.8604
Total Trades 167 84 83 167 84 83
Winning Trades 117 54 63 81 48 33
Losing Trades 50 30 20 86 36 50
Profitability (%) 70.0599 64.2857 75.9036 48.503 57.1429 39.759
Ratio Avg Win / Avg Loss 0.1251 0.5092 0.0797 1.1594 2.1292 1.3036
Largest Winning Trade 47513 14879 47513 142190578 26881349 142190578
Largest Losing Trade -1317435 -17536 -1317435 -82310174 -7668520 -82310174
Avg Bars in Trades 44 4 84 44 4 84
Avg Bars in Winners 28 2 50 43 5 97
Avg Bars in Losers 81 8 192 45 2 75
Bars Traded 7393 370 7024 7393 370 7024
Profit Streak 6.8177 56.8177 6.8177 6.8177 56.8177 6.8177
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575730 -577719 -576788 -108386 604396 -582739
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7487,
    "evaluation_days": 1871.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598076000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759109850575,
    "expiration_time": 1763955576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 13,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            -2082284.3033347805,
            -15334.8492629389,
            -2066949.4540718407,
            45189030.55652931,
            105770832.73118903,
            -60581802.1746596
        ],
        [
            -2082.284303,
            -15.334849,
            -2066.949454,
            45189.030557,
            105770.832731,
            -60581.802175
        ],
        [
            -1.11248,
            -0.008193,
            -1.104287,
            0.327269,
            0.372794,
            0
        ],
        [
            499.54274,
            499.54274,
            499.54274,
            499.54274,
            499.54274,
            499.54274
        ],
        [
            -2266977,
            -95519,
            -2210140,
            -234383562,
            -9059455,
            -283791848
        ],
        [
            0.292674,
            0.916549,
            0.251138,
            1.091955,
            2.838944,
            0.860381
        ],
        [
            167,
            84,
            83,
            167,
            84,
            83
        ],
        [
            117,
            54,
            63,
            81,
            48,
            33
        ],
        [
            50,
            30,
            20,
            86,
            36,
            50
        ],
        [
            70.05988,
            64.285714,
            75.903614,
            48.502994,
            57.142857,
            39.759036
        ],
        [
            0.125074,
            0.509194,
            0.079726,
            1.159359,
            2.129208,
            1.303608
        ],
        [
            47513,
            14879,
            47513,
            142190578,
            26881349,
            142190578
        ],
        [
            -1317435,
            -17536,
            -1317435,
            -82310174,
            -7668520,
            -82310174
        ],
        [
            44,
            4,
            84,
            44,
            4,
            84
        ],
        [
            28,
            2,
            50,
            43,
            5,
            97
        ],
        [
            81,
            8,
            192,
            45,
            2,
            75
        ],
        [
            7393,
            370,
            7024,
            7393,
            370,
            7024
        ],
        [
            6.817715,
            56.817715,
            6.817715,
            6.817715,
            56.817715,
            6.817715
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575730,
            -577719,
            -576788,
            -108386,
            604396,
            -582739
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7487,
    "evaluation_days": 1871.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598076000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759109850575,
    "expiration_time": 1763955576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 13,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)