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Trade: SAND/USDT/360/HMA/PWMA/2353

Strategy
SAND/USDT/360/HMA/PWMA/2353
Pair
SAND_USDT
Interval
6h
Score
500664
Daily Profit
0.200183
Profit Factor
2.011857
Profitability
76.666667
Streak
286.013017
Best Strategy
Training Data Length
1880.750000
Evaluation Time
2025-10-08 09:18
Expiration Time
2025-12-03 12:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -790632.5431 104236.1481 -894868.6913 -74972.1655 -4274858.3282 4199886.1627
Total P&L (%) -790.6325 104.2361 -894.8687 -74.9722 -4274.8583 4199.8862
Avg Daily Profit (%) -0.4204 0.0554 -0.4758 -0.0736 0 0.2002
Buy And Hold Return (%) 480.9237 480.9237 480.9237 480.9237 480.9237 480.9237
Max Trade Drawdown -1056310 -155874 -945100 -5286483 -5190610 -1897798
Profit Factor 0.4328 1.3989 0.2099 0.9931 0.3581 2.0119
Total Trades 60 30 30 60 30 30
Winning Trades 40 18 22 40 17 23
Losing Trades 20 12 8 20 13 7
Profitability (%) 66.6667 60 73.3333 66.6667 56.6667 76.6667
Ratio Avg Win / Avg Loss 0.2164 0.9326 0.0763 0.4965 0.2738 0.6123
Largest Winning Trade 190846 190846 33642 4476314 477620 4476314
Largest Losing Trade -597518 -59335 -597518 -3146772 -3146772 -1246806
Avg Bars in Trades 120 139 101 120 139 101
Avg Bars in Winners 76 92 63 90 109 75
Avg Bars in Losers 207 210 204 180 177 184
Bars Traded 7210 4177 3033 7210 4177 3033
Profit Streak 38.263 38.263 286.013 38.263 38.263 286.013
Trades During Streak 3 1 6 3 1 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -750685 -283870 -576387 -750685 -579415 500664
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7523,
    "evaluation_days": 1880.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1602720000000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759904324676,
    "expiration_time": 1764756504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 247,
            "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": [
        [
            -790632.5431308154,
            104236.1481206855,
            -894868.6912515007,
            -74972.1655037363,
            -4274858.328235775,
            4199886.16273204
        ],
        [
            -790.632543,
            104.236148,
            -894.868691,
            -74.972166,
            -4274.858328,
            4199.886163
        ],
        [
            -0.420382,
            0.055423,
            -0.475804,
            -0.073623,
            0,
            0.200183
        ],
        [
            480.923721,
            480.923721,
            480.923721,
            480.923721,
            480.923721,
            480.923721
        ],
        [
            -1056310,
            -155874,
            -945100,
            -5286483,
            -5190610,
            -1897798
        ],
        [
            0.432803,
            1.398932,
            0.209928,
            0.993065,
            0.358066,
            2.011857
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            40,
            18,
            22,
            40,
            17,
            23
        ],
        [
            20,
            12,
            8,
            20,
            13,
            7
        ],
        [
            66.666667,
            60,
            73.333333,
            66.666667,
            56.666667,
            76.666667
        ],
        [
            0.216402,
            0.932621,
            0.076338,
            0.496532,
            0.273815,
            0.612304
        ],
        [
            190846,
            190846,
            33642,
            4476314,
            477620,
            4476314
        ],
        [
            -597518,
            -59335,
            -597518,
            -3146772,
            -3146772,
            -1246806
        ],
        [
            120,
            139,
            101,
            120,
            139,
            101
        ],
        [
            76,
            92,
            63,
            90,
            109,
            75
        ],
        [
            207,
            210,
            204,
            180,
            177,
            184
        ],
        [
            7210,
            4177,
            3033,
            7210,
            4177,
            3033
        ],
        [
            38.263017,
            38.263017,
            286.013017,
            38.263017,
            38.263017,
            286.013017
        ],
        [
            3,
            1,
            6,
            3,
            1,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -750685,
            -283870,
            -576387,
            -750685,
            -579415,
            500664
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7523,
    "evaluation_days": 1880.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1602720000000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759904324676,
    "expiration_time": 1764756504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 247,
            "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)