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Trade: SAND/USDT/360/HMA/SINWMA/3880

Strategy
SAND/USDT/360/HMA/SINWMA/3880
Pair
SAND_USDT
Interval
6h
Score
505378
Daily Profit
0.224548
Profit Factor
1.844702
Profitability
78.378378
Streak
133.195745
Best Strategy
Training Data Length
1880.000000
Evaluation Time
2025-10-07 13:41
Expiration Time
2025-12-02 17:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1958360.0049 -61957.2173 -1896402.7876 -57940.0874 -6739353.2062 6681413.1187
Total P&L (%) -1958.36 -61.9572 -1896.4028 -57.9401 -6739.3532 6681.4131
Avg Daily Profit (%) -1.0417 -0.033 -1.0087 -0.0461 0 0.2245
Buy And Hold Return (%) 548.7685 548.7685 548.7685 548.7685 548.7685 548.7685
Max Trade Drawdown -2063499 -145284 -1968275 -9729430 -8505761 -3504825
Profit Factor 0.2211 0.7742 0.1533 0.9968 0.332 1.8447
Total Trades 73 36 37 73 36 37
Winning Trades 45 18 27 49 20 29
Losing Trades 28 18 10 24 16 8
Profitability (%) 61.6438 50 72.973 67.1233 55.5556 78.3784
Ratio Avg Win / Avg Loss 0.1376 0.7742 0.0568 0.4882 0.2656 0.5089
Largest Winning Trade 30380 24783 30380 5431044 1112217 5431044
Largest Losing Trade -1358044 -61088 -1358044 -5956526 -5956526 -1981579
Avg Bars in Trades 99 110 89 99 110 89
Avg Bars in Winners 51 55 49 65 68 63
Avg Bars in Losers 176 164 196 168 161 182
Bars Traded 7261 3963 3298 7261 3963 3298
Profit Streak 87.9457 87.9457 133.1957 87.9457 87.9457 133.1957
Trades During Streak 7 3 4 7 3 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -653732 -579417 -576410 -653021 -578697 505378
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7520,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600473600000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759833712359,
    "expiration_time": 1764689760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 143,
            "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": [
        [
            -1958360.0048849646,
            -61957.2172687228,
            -1896402.7876162422,
            -57940.0874436612,
            -6739353.206179494,
            6681413.118735829
        ],
        [
            -1958.360005,
            -61.957217,
            -1896.402788,
            -57.940087,
            -6739.353206,
            6681.413119
        ],
        [
            -1.041681,
            -0.032956,
            -1.008725,
            -0.046057,
            0,
            0.224548
        ],
        [
            548.768541,
            548.768541,
            548.768541,
            548.768541,
            548.768541,
            548.768541
        ],
        [
            -2063499,
            -145284,
            -1968275,
            -9729430,
            -8505761,
            -3504825
        ],
        [
            0.221085,
            0.774191,
            0.15333,
            0.996781,
            0.332006,
            1.844702
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            45,
            18,
            27,
            49,
            20,
            29
        ],
        [
            28,
            18,
            10,
            24,
            16,
            8
        ],
        [
            61.643836,
            50,
            72.972973,
            67.123288,
            55.555556,
            78.378378
        ],
        [
            0.137564,
            0.774191,
            0.056789,
            0.488219,
            0.265605,
            0.508883
        ],
        [
            30380,
            24783,
            30380,
            5431044,
            1112217,
            5431044
        ],
        [
            -1358044,
            -61088,
            -1358044,
            -5956526,
            -5956526,
            -1981579
        ],
        [
            99,
            110,
            89,
            99,
            110,
            89
        ],
        [
            51,
            55,
            49,
            65,
            68,
            63
        ],
        [
            176,
            164,
            196,
            168,
            161,
            182
        ],
        [
            7261,
            3963,
            3298,
            7261,
            3963,
            3298
        ],
        [
            87.945745,
            87.945745,
            133.195745,
            87.945745,
            87.945745,
            133.195745
        ],
        [
            7,
            3,
            4,
            7,
            3,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -653732,
            -579417,
            -576410,
            -653021,
            -578697,
            505378
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7520,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600473600000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759833712359,
    "expiration_time": 1764689760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 143,
            "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)