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Trade: SAND/USDT/360/HL2/SINWMA/6427

Strategy
SAND/USDT/360/HL2/SINWMA/6427
Pair
SAND_USDT
Interval
6h
Score
545315
Daily Profit
0.241951
Profit Factor
3.871704
Profitability
48.863636
Streak
37.378977
Best Strategy
Training Data Length
1873.750000
Evaluation Time
2025-10-01 06:05
Expiration Time
2025-11-26 07:06

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1719390.1849 -93461.4757 -1625928.7092 -219769.1687 9158095.7678 -9377864.9365
Total P&L (%) -1719.3902 -93.4615 -1625.9287 -219.7692 9158.0958 -9377.8649
Avg Daily Profit (%) -0.9176 -0.0499 -0.8677 0 0.242 0
Buy And Hold Return (%) 527.0066 527.0066 527.0066 527.0066 527.0066 527.0066
Max Trade Drawdown -1906701 -220796 -1725325 -9661600 -1110482 -10846132
Profit Factor 0.2604 0.7659 0.1556 0.988 3.8717 0.3807
Total Trades 177 88 89 177 88 89
Winning Trades 132 59 73 72 43 29
Losing Trades 45 29 16 105 45 60
Profitability (%) 74.5763 67.0455 82.0225 40.678 48.8636 32.5843
Ratio Avg Win / Avg Loss 0.0888 0.3765 0.0341 1.4409 4.0518 0.7877
Largest Winning Trade 28861 28861 15304 4372623 4372623 3039338
Largest Losing Trade -1031255 -58190 -1031255 -7038746 -897914 -7038746
Avg Bars in Trades 40 48 33 40 48 33
Avg Bars in Winners 11 11 11 75 86 58
Avg Bars in Losers 127 124 133 17 12 20
Bars Traded 7252 4303 2949 7252 4303 2949
Profit Streak 23.879 0 50.379 0 37.379 0
Trades During Streak 1 0 5 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576120 -578609 -575181 -581809 545315 -587867
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7495,
    "evaluation_days": 1873.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1601704800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759287943648,
    "expiration_time": 1764133560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 200,
            "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": [
        [
            -1719390.184884682,
            -93461.4757342737,
            -1625928.7091504089,
            -219769.1686565452,
            9158095.767839052,
            -9377864.936495608
        ],
        [
            -1719.390185,
            -93.461476,
            -1625.928709,
            -219.769169,
            9158.095768,
            -9377.864936
        ],
        [
            -0.91762,
            -0.049879,
            -0.86774,
            0,
            0.241951,
            0
        ],
        [
            527.00661,
            527.00661,
            527.00661,
            527.00661,
            527.00661,
            527.00661
        ],
        [
            -1906701,
            -220796,
            -1725325,
            -9661600,
            -1110482,
            -10846132
        ],
        [
            0.260394,
            0.765908,
            0.155575,
            0.988012,
            3.871704,
            0.380732
        ],
        [
            177,
            88,
            89,
            177,
            88,
            89
        ],
        [
            132,
            59,
            73,
            72,
            43,
            29
        ],
        [
            45,
            29,
            16,
            105,
            45,
            60
        ],
        [
            74.576271,
            67.045455,
            82.022472,
            40.677966,
            48.863636,
            32.58427
        ],
        [
            0.088771,
            0.376463,
            0.034099,
            1.440851,
            4.051783,
            0.787722
        ],
        [
            28861,
            28861,
            15304,
            4372623,
            4372623,
            3039338
        ],
        [
            -1031255,
            -58190,
            -1031255,
            -7038746,
            -897914,
            -7038746
        ],
        [
            40,
            48,
            33,
            40,
            48,
            33
        ],
        [
            11,
            11,
            11,
            75,
            86,
            58
        ],
        [
            127,
            124,
            133,
            17,
            12,
            20
        ],
        [
            7252,
            4303,
            2949,
            7252,
            4303,
            2949
        ],
        [
            23.878977,
            0,
            50.378977,
            0,
            37.378977,
            0
        ],
        [
            1,
            0,
            5,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576120,
            -578609,
            -575181,
            -581809,
            545315,
            -587867
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7495,
    "evaluation_days": 1873.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1601704800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759287943648,
    "expiration_time": 1764133560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 200,
            "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)