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Trade: SAND/USDT/360/HMA/SSF/6526

Strategy
SAND/USDT/360/HMA/SSF/6526
Pair
SAND_USDT
Interval
6h
Score
583444
Daily Profit
0.190418
Profit Factor
3.215533
Profitability
61.538462
Streak
80.665506
Best Strategy
Training Data Length
1871.750000
Evaluation Time
2025-09-29 06:58
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 -2009952.867 -97862.0101 -1912090.8569 -57332.4457 3419022.7137 -3476355.1594
Total P&L (%) -2009.9529 -97.862 -1912.0909 -57.3324 3419.0227 -3476.3552
Avg Daily Profit (%) -1.0738 -0.0523 -1.0216 -0.0455 0.1904 0
Buy And Hold Return (%) 530.993 530.993 530.993 530.993 530.993 530.993
Max Trade Drawdown -2052482 -151016 -1956796 -3862826 -652757 -4821899
Profit Factor 0.2166 0.6976 0.1472 0.9936 3.2155 0.5298
Total Trades 79 39 40 79 39 40
Winning Trades 46 19 27 42 24 18
Losing Trades 33 20 13 37 15 22
Profitability (%) 58.2278 48.7179 67.5 53.1646 61.5385 45
Ratio Avg Win / Avg Loss 0.1554 0.7343 0.0709 0.8753 2.0097 0.6476
Largest Winning Trade 38065 38065 37583 1858001 1858001 1745022
Largest Losing Trade -1398546 -56863 -1398546 -2184322 -652757 -2184322
Avg Bars in Trades 92 100 84 92 100 84
Avg Bars in Winners 52 50 53 106 113 96
Avg Bars in Losers 148 147 148 76 80 74
Bars Traded 7299 3923 3376 7299 3923 3376
Profit Streak 80.6655 80.6655 125.9155 80.6655 80.6655 125.9155
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -609251 -580293 -577129 -610185 583444 -581342
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": 1600646400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759118299717,
    "expiration_time": 1763955576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 124,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            -2009952.8669993985,
            -97862.0101352559,
            -1912090.856864142,
            -57332.4456802167,
            3419022.713719196,
            -3476355.159399414
        ],
        [
            -2009.952867,
            -97.86201,
            -1912.090857,
            -57.332446,
            3419.022714,
            -3476.355159
        ],
        [
            -1.073836,
            -0.052284,
            -1.021552,
            -0.045494,
            0.190418,
            0
        ],
        [
            530.993031,
            530.993031,
            530.993031,
            530.993031,
            530.993031,
            530.993031
        ],
        [
            -2052482,
            -151016,
            -1956796,
            -3862826,
            -652757,
            -4821899
        ],
        [
            0.216645,
            0.697588,
            0.147234,
            0.993585,
            3.215533,
            0.529834
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            46,
            19,
            27,
            42,
            24,
            18
        ],
        [
            33,
            20,
            13,
            37,
            15,
            22
        ],
        [
            58.227848,
            48.717949,
            67.5,
            53.164557,
            61.538462,
            45
        ],
        [
            0.155419,
            0.734303,
            0.07089,
            0.875301,
            2.009708,
            0.647574
        ],
        [
            38065,
            38065,
            37583,
            1858001,
            1858001,
            1745022
        ],
        [
            -1398546,
            -56863,
            -1398546,
            -2184322,
            -652757,
            -2184322
        ],
        [
            92,
            100,
            84,
            92,
            100,
            84
        ],
        [
            52,
            50,
            53,
            106,
            113,
            96
        ],
        [
            148,
            147,
            148,
            76,
            80,
            74
        ],
        [
            7299,
            3923,
            3376,
            7299,
            3923,
            3376
        ],
        [
            80.665506,
            80.665506,
            125.915506,
            80.665506,
            80.665506,
            125.915506
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -609251,
            -580293,
            -577129,
            -610185,
            583444,
            -581342
        ]
    ]
}
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": 1600646400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759118299717,
    "expiration_time": 1763955576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 124,
            "offset": 0,
            "poles": 3
        }
    }
}

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)