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Trade: SAND/USDT/720/PWMA/LINREG/7696

Strategy
SAND/USDT/720/PWMA/LINREG/7696
Pair
SAND_USDT
Interval
12h
Score
572034
Daily Profit
0.191025
Profit Factor
4.813017
Profitability
51.515152
Streak
39.429841
Best Strategy
Training Data Length
1875.000000
Evaluation Time
2025-10-02 13:18
Expiration Time
2025-11-27 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1666710.7453 -15968.0608 -1650742.6845 -80512.9375 3481286.1277 -3561799.0653
Total P&L (%) -1666.7107 -15.9681 -1650.7427 -80.5129 3481.2861 -3561.7991
Avg Daily Profit (%) -0.8889 -0.0085 -0.8804 -0.0872 0.191 0
Buy And Hold Return (%) 550.1022 550.1022 550.1022 550.1022 550.1022 550.1022
Max Trade Drawdown -1778627 -162431 -1685324 -3791021 -536198 -4710633
Profit Factor 0.2615 0.9494 0.1497 0.9896 4.813 0.4764
Total Trades 66 33 33 66 33 33
Winning Trades 41 19 22 27 17 10
Losing Trades 25 14 11 39 16 23
Profitability (%) 62.1212 57.5758 66.6667 40.9091 51.5152 30.303
Ratio Avg Win / Avg Loss 0.1594 0.6995 0.0749 1.4294 4.5299 1.0957
Largest Winning Trade 100365 100365 32255 1452375 1243726 1452375
Largest Losing Trade -1256312 -64392 -1256312 -3149329 -536198 -3149329
Avg Bars in Trades 52 47 57 52 47 57
Avg Bars in Winners 29 24 34 71 66 81
Avg Bars in Losers 89 77 104 39 26 47
Bars Traded 3465 1554 1911 3465 1554 1911
Profit Streak 39.4298 39.4298 39.9298 39.4298 39.4298 39.9298
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -706277 -579273 -577654 -709995 572034 -585808
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3750,
    "evaluation_days": 1875,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1607169600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759400338287,
    "expiration_time": 1764223200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 227,
            "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": [
        [
            -1666710.7453459164,
            -15968.060833843,
            -1650742.6845120734,
            -80512.9375328488,
            3481286.1277498673,
            -3561799.065282717
        ],
        [
            -1666.710745,
            -15.968061,
            -1650.742685,
            -80.512938,
            3481.286128,
            -3561.799065
        ],
        [
            -0.888912,
            -0.008516,
            -0.880396,
            -0.087184,
            0.191025,
            0
        ],
        [
            550.102188,
            550.102188,
            550.102188,
            550.102188,
            550.102188,
            550.102188
        ],
        [
            -1778627,
            -162431,
            -1685324,
            -3791021,
            -536198,
            -4710633
        ],
        [
            0.26146,
            0.949372,
            0.1497,
            0.989564,
            4.813017,
            0.47637
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            41,
            19,
            22,
            27,
            17,
            10
        ],
        [
            25,
            14,
            11,
            39,
            16,
            23
        ],
        [
            62.121212,
            57.575758,
            66.666667,
            40.909091,
            51.515152,
            30.30303
        ],
        [
            0.159427,
            0.699537,
            0.07485,
            1.429371,
            4.529898,
            1.095651
        ],
        [
            100365,
            100365,
            32255,
            1452375,
            1243726,
            1452375
        ],
        [
            -1256312,
            -64392,
            -1256312,
            -3149329,
            -536198,
            -3149329
        ],
        [
            52,
            47,
            57,
            52,
            47,
            57
        ],
        [
            29,
            24,
            34,
            71,
            66,
            81
        ],
        [
            89,
            77,
            104,
            39,
            26,
            47
        ],
        [
            3465,
            1554,
            1911,
            3465,
            1554,
            1911
        ],
        [
            39.429841,
            39.429841,
            39.929841,
            39.429841,
            39.429841,
            39.929841
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -706277,
            -579273,
            -577654,
            -709995,
            572034,
            -585808
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3750,
    "evaluation_days": 1875,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1607169600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759400338287,
    "expiration_time": 1764223200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 227,
            "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)