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Trade: SAND/USDT/480/FWMA/WMA/5386

Strategy
SAND/USDT/480/FWMA/WMA/5386
Pair
SAND_USDT
Interval
8h
Score
687970
Daily Profit
0.182952
Profit Factor
6.896115
Profitability
68.888889
Streak
90.229764
Best Strategy
Training Data Length
1881.670000
Evaluation Time
2025-10-09 00:30
Expiration Time
2025-12-04 04:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1966622.0206 -158723.9433 -1807898.0772 -90076.9476 3016861.3957 -3106938.3433
Total P&L (%) -1966.622 -158.7239 -1807.8981 -90.0769 3016.8614 -3106.9383
Avg Daily Profit (%) -1.0451 -0.0844 -0.9608 -0.1227 0.183 0
Buy And Hold Return (%) 584.9315 584.9315 584.9315 584.9315 584.9315 584.9315
Max Trade Drawdown -2093291 -235858 -1886947 -2546130 -194043 -3453044
Profit Factor 0.1776 0.5609 0.1094 0.984 6.8961 0.3916
Total Trades 91 45 46 91 45 46
Winning Trades 65 28 37 53 31 22
Losing Trades 26 17 9 38 14 24
Profitability (%) 71.4286 62.2222 80.4348 58.2418 68.8889 47.8261
Ratio Avg Win / Avg Loss 0.0711 0.3405 0.0266 0.7055 3.1144 0.4272
Largest Winning Trade 18027 18027 12745 1464270 1054870 1464270
Largest Losing Trade -1149387 -60507 -1149387 -2213804 -194043 -2213804
Avg Bars in Trades 58 70 47 58 70 47
Avg Bars in Winners 17 18 17 75 85 61
Avg Bars in Losers 161 156 172 35 38 34
Bars Traded 5364 3178 2186 5364 3178 2186
Profit Streak 90.2298 90.2298 132.2298 90.2298 90.2298 132.2298
Trades During Streak 9 4 6 9 4 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575862 -577723 -575323 -577849 687970 -580100
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5645,
    "evaluation_days": 1881.67,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1603670400000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759959051568,
    "expiration_time": 1764816480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 7,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 219,
            "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": [
        [
            -1966622.020569177,
            -158723.9433386216,
            -1807898.0772305555,
            -90076.9475600746,
            3016861.3957072613,
            -3106938.3432673346
        ],
        [
            -1966.622021,
            -158.723943,
            -1807.898077,
            -90.076948,
            3016.861396,
            -3106.938343
        ],
        [
            -1.045147,
            -0.084353,
            -0.960794,
            -0.122704,
            0.182952,
            0
        ],
        [
            584.931507,
            584.931507,
            584.931507,
            584.931507,
            584.931507,
            584.931507
        ],
        [
            -2093291,
            -235858,
            -1886947,
            -2546130,
            -194043,
            -3453044
        ],
        [
            0.177626,
            0.560886,
            0.10938,
            0.983968,
            6.896115,
            0.391602
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            65,
            28,
            37,
            53,
            31,
            22
        ],
        [
            26,
            17,
            9,
            38,
            14,
            24
        ],
        [
            71.428571,
            62.222222,
            80.434783,
            58.241758,
            68.888889,
            47.826087
        ],
        [
            0.07105,
            0.340538,
            0.026606,
            0.705486,
            3.114375,
            0.427202
        ],
        [
            18027,
            18027,
            12745,
            1464270,
            1054870,
            1464270
        ],
        [
            -1149387,
            -60507,
            -1149387,
            -2213804,
            -194043,
            -2213804
        ],
        [
            58,
            70,
            47,
            58,
            70,
            47
        ],
        [
            17,
            18,
            17,
            75,
            85,
            61
        ],
        [
            161,
            156,
            172,
            35,
            38,
            34
        ],
        [
            5364,
            3178,
            2186,
            5364,
            3178,
            2186
        ],
        [
            90.229763,
            90.229763,
            132.229763,
            90.229763,
            90.229764,
            132.229763
        ],
        [
            9,
            4,
            6,
            9,
            4,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575862,
            -577723,
            -575323,
            -577849,
            687970,
            -580100
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5645,
    "evaluation_days": 1881.67,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1603670400000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759959051568,
    "expiration_time": 1764816480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 7,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 219,
            "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)