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Trade: SAND/USDT/480/LINREG/SWMA/8470

Strategy
SAND/USDT/480/LINREG/SWMA/8470
Pair
SAND_USDT
Interval
8h
Score
576858
Daily Profit
0.232207
Profit Factor
3.340097
Profitability
60.000000
Streak
0.000000
Best Strategy
Training Data Length
1875.670000
Evaluation Time
2025-10-02 23:49
Expiration Time
2025-11-28 00:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1547518.9055 -22553.7827 -1524965.1227 -179675.9174 7650818.0513 -7830493.9686
Total P&L (%) -1547.5189 -22.5538 -1524.9651 -179.6759 7650.8181 -7830.494
Avg Daily Profit (%) -0.825 -0.012 -0.813 0 0.2322 0
Buy And Hold Return (%) 502.034 502.034 502.034 502.034 502.034 502.034
Max Trade Drawdown -1771786 -173063 -1626668 -7018986 -1150202 -9651145
Profit Factor 0.2977 0.9339 0.1811 0.9898 3.3401 0.4549
Total Trades 81 40 41 81 40 41
Winning Trades 55 24 31 37 24 13
Losing Trades 26 16 10 44 16 28
Profitability (%) 67.9012 60 75.6098 45.679 60 31.7073
Ratio Avg Win / Avg Loss 0.1407 0.6226 0.0584 1.1771 2.2267 0.9797
Largest Winning Trade 43613 43613 34046 3469903 3469903 3435244
Largest Losing Trade -977580 -59858 -977580 -4766013 -1150202 -4766013
Avg Bars in Trades 67 77 56 67 77 56
Avg Bars in Winners 30 32 28 99 106 86
Avg Bars in Losers 144 144 144 39 33 43
Bars Traded 5434 3110 2325 5434 3110 2325
Profit Streak 84.2011 84.2011 126.5345 0 0 0
Trades During Streak 7 3 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -592912 -578088 -576037 -597069 576858 -587856
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5627,
    "evaluation_days": 1875.67,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1601078400000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759438177959,
    "expiration_time": 1764282528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 36,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 129,
            "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": [
        [
            -1547518.9054517106,
            -22553.7827019396,
            -1524965.1227497715,
            -179675.9173673852,
            7650818.051279393,
            -7830493.96864678
        ],
        [
            -1547.518905,
            -22.553783,
            -1524.965123,
            -179.675917,
            7650.818051,
            -7830.493969
        ],
        [
            -0.825049,
            -0.012024,
            -0.813024,
            0,
            0.232207,
            0
        ],
        [
            502.033983,
            502.033983,
            502.033983,
            502.033983,
            502.033983,
            502.033983
        ],
        [
            -1771786,
            -173063,
            -1626668,
            -7018986,
            -1150202,
            -9651145
        ],
        [
            0.297675,
            0.933901,
            0.1811,
            0.98981,
            3.340097,
            0.45485
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            55,
            24,
            31,
            37,
            24,
            13
        ],
        [
            26,
            16,
            10,
            44,
            16,
            28
        ],
        [
            67.901235,
            60,
            75.609756,
            45.679012,
            60,
            31.707317
        ],
        [
            0.140719,
            0.622601,
            0.058419,
            1.177072,
            2.226731,
            0.979677
        ],
        [
            43613,
            43613,
            34046,
            3469903,
            3469903,
            3435244
        ],
        [
            -977580,
            -59858,
            -977580,
            -4766013,
            -1150202,
            -4766013
        ],
        [
            67,
            77,
            56,
            67,
            77,
            56
        ],
        [
            30,
            32,
            28,
            99,
            106,
            86
        ],
        [
            144,
            144,
            144,
            39,
            33,
            43
        ],
        [
            5434,
            3110,
            2325,
            5434,
            3110,
            2325
        ],
        [
            84.201134,
            84.201134,
            126.534467,
            0,
            0,
            0
        ],
        [
            7,
            3,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -592912,
            -578088,
            -576037,
            -597069,
            576858,
            -587856
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5627,
    "evaluation_days": 1875.67,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1601078400000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759438177959,
    "expiration_time": 1764282528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 36,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 129,
            "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)