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Trade: SAND/USDT/480/HILO/PWMA/6401

Strategy
SAND/USDT/480/HILO/PWMA/6401
Pair
SAND_USDT
Interval
8h
Score
583820
Daily Profit
0.216347
Profit Factor
2.828067
Profitability
68.965517
Streak
279.474663
Best Strategy
Training Data Length
1878.670000
Evaluation Time
2025-10-05 22:23
Expiration Time
2025-12-01 02:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1072209.7426 4020.903 -1076230.6456 -52357.3727 -5750162.7067 5697805.334
Total P&L (%) -1072.2097 4.0209 -1076.2306 -52.3574 -5750.1627 5697.8053
Avg Daily Profit (%) -0.5707 0.0021 -0.5729 -0.0395 0 0.2163
Buy And Hold Return (%) 592.321 592.321 592.321 592.321 592.321 592.321
Max Trade Drawdown -1307803 -236611 -1098397 -5301399 -6049259 -1554570
Profit Factor 0.2985 1.0136 0.1263 0.9946 0.1294 2.8281
Total Trades 57 28 29 57 28 29
Winning Trades 28 10 18 30 10 20
Losing Trades 29 18 11 27 18 9
Profitability (%) 49.1228 35.7143 62.069 52.6316 35.7143 68.9655
Ratio Avg Win / Avg Loss 0.3091 1.8244 0.0772 0.8952 0.233 1.2726
Largest Winning Trade 200362 200362 37906 6317637 477700 6317637
Largest Losing Trade -646255 -53542 -646255 -2205470 -2205470 -1279110
Avg Bars in Trades 92 114 71 92 114 71
Avg Bars in Winners 46 58 40 63 74 58
Avg Bars in Losers 137 145 123 125 136 102
Bars Traded 5291 3206 2085 5291 3206 2085
Profit Streak 29.4747 0 279.4747 29.4747 0 279.4747
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -760078 -586843 -577919 -759396 -607388 583820
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5636,
    "evaluation_days": 1878.67,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1603440000000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759692210892,
    "expiration_time": 1764549504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 211,
            "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": [
        [
            -1072209.7425730526,
            4020.9029799383,
            -1076230.6455529907,
            -52357.3726783638,
            -5750162.7067093225,
            5697805.33403096
        ],
        [
            -1072.209743,
            4.020903,
            -1076.230646,
            -52.357373,
            -5750.162707,
            5697.805334
        ],
        [
            -0.570728,
            0.00214,
            -0.572868,
            -0.039459,
            0,
            0.216347
        ],
        [
            592.320992,
            592.320992,
            592.320992,
            592.320992,
            592.320992,
            592.320992
        ],
        [
            -1307803,
            -236611,
            -1098397,
            -5301399,
            -6049259,
            -1554570
        ],
        [
            0.298457,
            1.013558,
            0.126289,
            0.994615,
            0.129436,
            2.828067
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            28,
            10,
            18,
            30,
            10,
            20
        ],
        [
            29,
            18,
            11,
            27,
            18,
            9
        ],
        [
            49.122807,
            35.714286,
            62.068966,
            52.631579,
            35.714286,
            68.965517
        ],
        [
            0.309116,
            1.824405,
            0.077177,
            0.895153,
            0.232985,
            1.27263
        ],
        [
            200362,
            200362,
            37906,
            6317637,
            477700,
            6317637
        ],
        [
            -646255,
            -53542,
            -646255,
            -2205470,
            -2205470,
            -1279110
        ],
        [
            92,
            114,
            71,
            92,
            114,
            71
        ],
        [
            46,
            58,
            40,
            63,
            74,
            58
        ],
        [
            137,
            145,
            123,
            125,
            136,
            102
        ],
        [
            5291,
            3206,
            2085,
            5291,
            3206,
            2085
        ],
        [
            29.474663,
            0,
            279.474663,
            29.474663,
            0,
            279.474663
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -760078,
            -586843,
            -577919,
            -759396,
            -607388,
            583820
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5636,
    "evaluation_days": 1878.67,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1603440000000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759692210892,
    "expiration_time": 1764549504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 211,
            "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)