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Trade: SAND/USDT/720/FWMA/T3/3731

Strategy
SAND/USDT/720/FWMA/T3/3731
Pair
SAND_USDT
Interval
12h
Score
631281
Daily Profit
0.216592
Profit Factor
5.072598
Profitability
61.764706
Streak
0.000000
Best Strategy
Training Data Length
1878.000000
Evaluation Time
2025-10-05 13:37
Expiration Time
2025-11-30 10:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2233298.025 -209665.5118 -2023632.5132 -130058.1042 5715968.6348 -5846026.739
Total P&L (%) -2233.298 -209.6655 -2023.6325 -130.0581 5715.9686 -5846.0267
Avg Daily Profit (%) -1.1892 -0.1116 -1.0775 0 0.2166 0
Buy And Hold Return (%) 553.4667 553.4667 553.4667 553.4667 553.4667 553.4667
Max Trade Drawdown -2394126 -285422 -2108703 -6542683 -1355389 -6463303
Profit Factor 0.1393 0.4221 0.0933 0.9866 5.0726 0.2988
Total Trades 69 34 35 69 34 35
Winning Trades 45 18 27 33 21 12
Losing Trades 24 16 8 36 13 23
Profitability (%) 65.2174 52.9412 77.1429 47.8261 61.7647 34.2857
Ratio Avg Win / Avg Loss 0.0743 0.3752 0.0276 1.0763 3.1402 0.5727
Largest Winning Trade 37456 37456 23630 2489457 2489457 1637117
Largest Losing Trade -1354424 -60750 -1354424 -4614215 -1355389 -4614215
Avg Bars in Trades 52 57 47 52 57 47
Avg Bars in Winners 22 19 24 75 80 66
Avg Bars in Losers 108 100 123 31 19 37
Bars Traded 3613 1954 1659 3613 1954 1659
Profit Streak 127.9424 195.4424 127.9424 0 0 0
Trades During Streak 12 7 6 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -683162 -578949 -575817 -686234 631281 -586898
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3756,
    "evaluation_days": 1878,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600344000000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759660622504,
    "expiration_time": 1764490176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 69,
            "offset": 0,
            "a": 0.74263
        }
    }
}
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": [
        [
            -2233298.024990049,
            -209665.5118392778,
            -2023632.5131507714,
            -130058.1041504771,
            5715968.634849543,
            -5846026.739000016
        ],
        [
            -2233.298025,
            -209.665512,
            -2023.632513,
            -130.058104,
            5715.968635,
            -5846.026739
        ],
        [
            -1.18919,
            -0.111643,
            -1.077547,
            0,
            0.216592,
            0
        ],
        [
            553.4667,
            553.4667,
            553.4667,
            553.4667,
            553.4667,
            553.4667
        ],
        [
            -2394126,
            -285422,
            -2108703,
            -6542683,
            -1355389,
            -6463303
        ],
        [
            0.139267,
            0.422095,
            0.093291,
            0.986648,
            5.072598,
            0.298807
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            45,
            18,
            27,
            33,
            21,
            12
        ],
        [
            24,
            16,
            8,
            36,
            13,
            23
        ],
        [
            65.217391,
            52.941176,
            77.142857,
            47.826087,
            61.764706,
            34.285714
        ],
        [
            0.074276,
            0.375196,
            0.027642,
            1.076343,
            3.14018,
            0.572712
        ],
        [
            37456,
            37456,
            23630,
            2489457,
            2489457,
            1637117
        ],
        [
            -1354424,
            -60750,
            -1354424,
            -4614215,
            -1355389,
            -4614215
        ],
        [
            52,
            57,
            47,
            52,
            57,
            47
        ],
        [
            22,
            19,
            24,
            75,
            80,
            66
        ],
        [
            108,
            100,
            123,
            31,
            19,
            37
        ],
        [
            3613,
            1954,
            1659,
            3613,
            1954,
            1659
        ],
        [
            127.94239,
            195.44239,
            127.94239,
            0,
            0,
            0
        ],
        [
            12,
            7,
            6,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -683162,
            -578949,
            -575817,
            -686234,
            631281,
            -586898
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3756,
    "evaluation_days": 1878,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600344000000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759660622504,
    "expiration_time": 1764490176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 69,
            "offset": 0,
            "a": 0.74263
        }
    }
}

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)