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Trade: SAND/USDT/360/PWMA/MIDPOINT/6366

Strategy
SAND/USDT/360/PWMA/MIDPOINT/6366
Pair
SAND_USDT
Interval
6h
Score
506023
Daily Profit
1.111903
Profit Factor
4.126775
Profitability
38.383838
Streak
0.000000
Best Strategy
Training Data Length
1878.500000
Evaluation Time
2025-10-05 22:41
Expiration Time
2025-12-01 04:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2088710.2924 2040361.7478 48348.5446 1447251.5651 1447284.8306 -33.2655
Total P&L (%) 2088.7103 2040.3617 48.3485 1447.2516 1447.2848 -0.0333
Avg Daily Profit (%) 1.1119 1.0862 0.0257 0.1459 0.1459 0
Buy And Hold Return (%) 531.0098 531.0098 531.0098 531.0098 531.0098 531.0098
Max Trade Drawdown -137178 -159359 -77466 -9316323 -9769668 -3157250
Profit Factor 4.1268 5.9234 1.1907 1.0531 1.0821 1
Total Trades 99 50 49 99 50 49
Winning Trades 38 17 21 38 17 21
Losing Trades 61 33 28 61 33 28
Profitability (%) 38.3838 34 42.8571 38.3838 34 42.8571
Ratio Avg Win / Avg Loss 6.6246 11.4985 1.5875 1.6905 2.1006 1.3333
Largest Winning Trade 1603456 1603456 49473 9017353 9017353 1937386
Largest Losing Trade -47529 -31481 -47529 -2715959 -2715959 -2332088
Avg Bars in Trades 73 69 77 73 69 77
Avg Bars in Winners 114 122 109 114 122 109
Avg Bars in Losers 48 43 54 48 43 54
Bars Traded 7310 3496 3813 7310 3496 3813
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 506023 -166753 -336642 -166420 -316538 -581792
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7514,
    "evaluation_days": 1878.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600603200000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759693282501,
    "expiration_time": 1764556272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 34,
            "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": [
        [
            2088710.2923924075,
            2040361.7477843515,
            48348.5446080542,
            1447251.5651298354,
            1447284.830590468,
            -33.2654606342
        ],
        [
            2088.710292,
            2040.361748,
            48.348545,
            1447.251565,
            1447.284831,
            -0.033265
        ],
        [
            1.111903,
            1.086165,
            0.025738,
            0.145918,
            0.145919,
            -1.8e-5
        ],
        [
            531.009751,
            531.009751,
            531.009751,
            531.009751,
            531.009751,
            531.009751
        ],
        [
            -137178,
            -159359,
            -77466,
            -9316323,
            -9769668,
            -3157250
        ],
        [
            4.126775,
            5.923448,
            1.190656,
            1.053124,
            1.082128,
            0.999997
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            38,
            17,
            21,
            38,
            17,
            21
        ],
        [
            61,
            33,
            28,
            61,
            33,
            28
        ],
        [
            38.383838,
            34,
            42.857143,
            38.383838,
            34,
            42.857143
        ],
        [
            6.624561,
            11.498457,
            1.587541,
            1.690542,
            2.100602,
            1.333329
        ],
        [
            1603456,
            1603456,
            49473,
            9017353,
            9017353,
            1937386
        ],
        [
            -47529,
            -31481,
            -47529,
            -2715959,
            -2715959,
            -2332088
        ],
        [
            73,
            69,
            77,
            73,
            69,
            77
        ],
        [
            114,
            122,
            109,
            114,
            122,
            109
        ],
        [
            48,
            43,
            54,
            48,
            43,
            54
        ],
        [
            7310,
            3496,
            3813,
            7310,
            3496,
            3813
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            506023,
            -166753,
            -336642,
            -166420,
            -316538,
            -581792
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7514,
    "evaluation_days": 1878.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600603200000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759693282501,
    "expiration_time": 1764556272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 34,
            "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)