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Trade: SAND/USDT/360/WMA/DCM/8501

Strategy
SAND/USDT/360/WMA/DCM/8501
Pair
SAND_USDT
Interval
6h
Score
569235
Daily Profit
0.963199
Profit Factor
2.602503
Profitability
45.348837
Streak
11.696063
Best Strategy
Training Data Length
1877.000000
Evaluation Time
2025-10-04 13:42
Expiration Time
2025-11-29 15:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1807924.7863 1751311.3925 56613.3938 1901641.2448 -1230501.7979 3132143.0427
Total P&L (%) 1807.9248 1751.3114 56.6134 1901.6412 -1230.5018 3132.143
Avg Daily Profit (%) 0.9632 0.933 0.0302 0.1598 0 0.1853
Buy And Hold Return (%) 559.56 559.56 559.56 559.56 559.56 559.56
Max Trade Drawdown -156966 -134526 -67566 -20100830 -14528396 -6712174
Profit Factor 2.6025 3.7501 1.1152 1.0257 0.9724 1.1065
Total Trades 258 129 129 258 129 129
Winning Trades 117 55 62 117 55 62
Losing Trades 141 74 67 141 74 67
Profitability (%) 45.3488 42.6357 48.062 45.3488 42.6357 48.062
Ratio Avg Win / Avg Loss 3.1364 5.0456 1.2052 1.2361 1.3083 1.1957
Largest Winning Trade 1209500 1209500 36518 9944429 9944429 4227700
Largest Losing Trade -37389 -36400 -37389 -3635798 -3178729 -3635798
Avg Bars in Trades 28 33 23 28 33 23
Avg Bars in Winners 35 45 26 35 45 26
Avg Bars in Losers 22 24 20 22 24 20
Bars Traded 7377 4313 3064 7377 4313 3064
Profit Streak 11.6961 12.1961 0 11.6961 12.1961 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 569235 529509 -412847 -186867 -581566 -97089
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7508,
    "evaluation_days": 1877,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599544800000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759574539881,
    "expiration_time": 1764422784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 100,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 57,
            "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": [
        [
            1807924.7863277574,
            1751311.3925403603,
            56613.3937873982,
            1901641.2448064496,
            -1230501.797907384,
            3132143.042713848
        ],
        [
            1807.924786,
            1751.311393,
            56.613394,
            1901.641245,
            -1230.501798,
            3132.143043
        ],
        [
            0.963199,
            0.933038,
            0.030162,
            0.159773,
            0,
            0.185346
        ],
        [
            559.55998,
            559.55998,
            559.55998,
            559.55998,
            559.55998,
            559.55998
        ],
        [
            -156966,
            -134526,
            -67566,
            -20100830,
            -14528396,
            -6712174
        ],
        [
            2.602503,
            3.75012,
            1.115214,
            1.025705,
            0.972392,
            1.106498
        ],
        [
            258,
            129,
            129,
            258,
            129,
            129
        ],
        [
            117,
            55,
            62,
            117,
            55,
            62
        ],
        [
            141,
            74,
            67,
            141,
            74,
            67
        ],
        [
            45.348837,
            42.635659,
            48.062016,
            45.348837,
            42.635659,
            48.062016
        ],
        [
            3.13635,
            5.045617,
            1.205151,
            1.236106,
            1.308309,
            1.195732
        ],
        [
            1209500,
            1209500,
            36518,
            9944429,
            9944429,
            4227700
        ],
        [
            -37389,
            -36400,
            -37389,
            -3635798,
            -3178729,
            -3635798
        ],
        [
            28,
            33,
            23,
            28,
            33,
            23
        ],
        [
            35,
            45,
            26,
            35,
            45,
            26
        ],
        [
            22,
            24,
            20,
            22,
            24,
            20
        ],
        [
            7377,
            4313,
            3064,
            7377,
            4313,
            3064
        ],
        [
            11.696063,
            12.196063,
            0,
            11.696063,
            12.196063,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            569235,
            529509,
            -412847,
            -186867,
            -581566,
            -97089
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7508,
    "evaluation_days": 1877,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599544800000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759574539881,
    "expiration_time": 1764422784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 100,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 57,
            "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)