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Trade: SAND/USDT/720/FWMA/MIDPOINT/2650

Strategy
SAND/USDT/720/FWMA/MIDPOINT/2650
Pair
SAND_USDT
Interval
12h
Score
618348
Daily Profit
0.169270
Profit Factor
5.252367
Profitability
61.904762
Streak
90.074107
Best Strategy
Training Data Length
1881.500000
Evaluation Time
2025-10-08 16:46
Expiration Time
2025-12-04 00:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2070624.7992 -171322.6115 -1899302.1877 -96063.5489 2309789.0347 -2405852.5835
Total P&L (%) -2070.6248 -171.3226 -1899.3022 -96.0635 2309.789 -2405.8526
Avg Daily Profit (%) -1.1005 -0.0911 -1.0095 -0.1718 0.1693 0
Buy And Hold Return (%) 434.8 434.8 434.8 434.8 434.8 434.8
Max Trade Drawdown -2141965 -223743 -1926983 -2078159 -259992 -2650062
Profit Factor 0.1763 0.5533 0.1084 0.9794 5.2524 0.4157
Total Trades 84 42 42 84 42 42
Winning Trades 54 24 30 42 26 16
Losing Trades 30 18 12 42 16 26
Profitability (%) 64.2857 57.1429 71.4286 50 61.9048 38.0952
Ratio Avg Win / Avg Loss 0.0979 0.415 0.0433 0.9794 3.2322 0.6756
Largest Winning Trade 26475 26475 20719 1264996 848967 1264996
Largest Losing Trade -1209970 -58682 -1209970 -1693502 -190910 -1693502
Avg Bars in Trades 41 50 32 41 50 32
Avg Bars in Winners 15 19 12 54 61 42
Avg Bars in Losers 86 90 80 28 32 25
Bars Traded 3467 2112 1355 3467 2112 1355
Profit Streak 90.0741 90.0741 140.5741 90.0741 90.0741 140.5741
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576977 -578848 -576574 -579106 618348 -583981
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3763,
    "evaluation_days": 1881.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1608076800000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759931202835,
    "expiration_time": 1764801648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 67,
            "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": [
        [
            -2070624.799190239,
            -171322.6114757696,
            -1899302.1877144692,
            -96063.5488712787,
            2309789.0346766408,
            -2405852.5835479195
        ],
        [
            -2070.624799,
            -171.322611,
            -1899.302188,
            -96.063549,
            2309.789035,
            -2405.852584
        ],
        [
            -1.100518,
            -0.091056,
            -1.009462,
            -0.171784,
            0.16927,
            0
        ],
        [
            434.8,
            434.8,
            434.8,
            434.8,
            434.8,
            434.8
        ],
        [
            -2141965,
            -223743,
            -1926983,
            -2078159,
            -259992,
            -2650062
        ],
        [
            0.176255,
            0.553304,
            0.108367,
            0.97939,
            5.252367,
            0.415749
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            54,
            24,
            30,
            42,
            26,
            16
        ],
        [
            30,
            18,
            12,
            42,
            16,
            26
        ],
        [
            64.285714,
            57.142857,
            71.428571,
            50,
            61.904762,
            38.095238
        ],
        [
            0.097919,
            0.414978,
            0.043347,
            0.97939,
            3.232226,
            0.675593
        ],
        [
            26475,
            26475,
            20719,
            1264996,
            848967,
            1264996
        ],
        [
            -1209970,
            -58682,
            -1209970,
            -1693502,
            -190910,
            -1693502
        ],
        [
            41,
            50,
            32,
            41,
            50,
            32
        ],
        [
            15,
            19,
            12,
            54,
            61,
            42
        ],
        [
            86,
            90,
            80,
            28,
            32,
            25
        ],
        [
            3467,
            2112,
            1355,
            3467,
            2112,
            1355
        ],
        [
            90.074107,
            90.074107,
            140.574107,
            90.074107,
            90.074107,
            140.574107
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576977,
            -578848,
            -576574,
            -579106,
            618348,
            -583981
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3763,
    "evaluation_days": 1881.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1608076800000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759931202835,
    "expiration_time": 1764801648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 67,
            "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)