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Trade: SAND/USDT/480/WMA/BBM/3087

Strategy
SAND/USDT/480/WMA/BBM/3087
Pair
SAND_USDT
Interval
8h
Score
678980
Daily Profit
0.227127
Profit Factor
4.145567
Profitability
65.789474
Streak
87.194509
Best Strategy
Training Data Length
1878.330000
Evaluation Time
2025-10-05 15:40
Expiration Time
2025-11-30 18:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2037710.1793 -69272.9011 -1968437.2782 3588.498 6990634.0322 -6987045.5343
Total P&L (%) -2037.7102 -69.2729 -1968.4373 3.5885 6990.634 -6987.0455
Avg Daily Profit (%) -1.0849 -0.0369 -1.048 0.0019 0.2271 0
Buy And Hold Return (%) 509.7482 509.7482 509.7482 509.7482 509.7482 509.7482
Max Trade Drawdown -2188920 -166275 -2065537 -7587056 -1064676 -9134260
Profit Factor 0.2317 0.7847 0.1553 1.0002 4.1456 0.4924
Total Trades 77 38 39 77 38 39
Winning Trades 48 20 28 40 25 15
Losing Trades 29 18 11 37 13 24
Profitability (%) 62.3377 52.6316 71.7949 51.9481 65.7895 38.4615
Ratio Avg Win / Avg Loss 0.14 0.7063 0.061 0.9252 2.1557 0.7879
Largest Winning Trade 34922 34922 32691 3737476 3737476 3363346
Largest Losing Trade -1419180 -55386 -1419180 -3764623 -1064676 -3764623
Avg Bars in Trades 70 77 64 70 77 64
Avg Bars in Winners 36 40 34 82 86 74
Avg Bars in Losers 127 119 139 58 60 57
Bars Traded 5458 2958 2500 5458 2958 2500
Profit Streak 65.1945 87.1945 65.1945 65.1945 87.1945 65.1945
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -623630 -579061 -576547 -622505 678980 -583859
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5635,
    "evaluation_days": 1878.33,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1599782400000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759668005559,
    "expiration_time": 1764519840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 237,
            "offset": 0,
            "std": 2.41359
        }
    }
}
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": [
        [
            -2037710.1792743665,
            -69272.9011185715,
            -1968437.2781557948,
            3588.4979657005,
            6990634.032223385,
            -6987045.534257683
        ],
        [
            -2037.710179,
            -69.272901,
            -1968.437278,
            3.588498,
            6990.634032,
            -6987.045534
        ],
        [
            -1.084852,
            -0.03688,
            -1.047972,
            0.001877,
            0.227127,
            0
        ],
        [
            509.748204,
            509.748204,
            509.748204,
            509.748204,
            509.748204,
            509.748204
        ],
        [
            -2188920,
            -166275,
            -2065537,
            -7587056,
            -1064676,
            -9134260
        ],
        [
            0.231658,
            0.784732,
            0.155282,
            1.000224,
            4.145567,
            0.492407
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            48,
            20,
            28,
            40,
            25,
            15
        ],
        [
            29,
            18,
            11,
            37,
            13,
            24
        ],
        [
            62.337662,
            52.631579,
            71.794872,
            51.948052,
            65.789474,
            38.461538
        ],
        [
            0.13996,
            0.706259,
            0.061003,
            0.925208,
            2.155695,
            0.787851
        ],
        [
            34922,
            34922,
            32691,
            3737476,
            3737476,
            3363346
        ],
        [
            -1419180,
            -55386,
            -1419180,
            -3764623,
            -1064676,
            -3764623
        ],
        [
            70,
            77,
            64,
            70,
            77,
            64
        ],
        [
            36,
            40,
            34,
            82,
            86,
            74
        ],
        [
            127,
            119,
            139,
            58,
            60,
            57
        ],
        [
            5458,
            2958,
            2500,
            5458,
            2958,
            2500
        ],
        [
            65.194509,
            87.194509,
            65.194509,
            65.194509,
            87.194509,
            65.194509
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -623630,
            -579061,
            -576547,
            -622505,
            678980,
            -583859
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5635,
    "evaluation_days": 1878.33,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1599782400000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759668005559,
    "expiration_time": 1764519840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 237,
            "offset": 0,
            "std": 2.41359
        }
    }
}

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)