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Trade: SAND/USDT/120/BBU/MIDPRICE/8611

Strategy
SAND/USDT/120/BBU/MIDPRICE/8611
Pair
SAND_USDT
Interval
2h
Score
354054
Daily Profit
0.178028
Profit Factor
1.515661
Profitability
64.843750
Streak
29.906708
Best Strategy
Training Data Length
1866.670000
Evaluation Time
2025-09-27 12:45
Expiration Time
2025-11-30 20:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1631407.2304 -107838.2316 -1523568.9988 -238873.3932 -2905552.8763 2666679.4831
Total P&L (%) -1631.4072 -107.8382 -1523.569 -238.8734 -2905.5529 2666.6795
Avg Daily Profit (%) -0.874 -0.0578 -0.8162 0 0 0.178
Buy And Hold Return (%) 361.7134 361.7134 361.7134 361.7134 361.7134 361.7134
Max Trade Drawdown -1740647 -223886 -1565817 -3272853 -3216905 -2581659
Profit Factor 0.4055 0.8352 0.2709 0.9781 0.4912 1.5157
Total Trades 257 129 128 257 129 128
Winning Trades 136 60 76 139 56 83
Losing Trades 121 69 52 118 73 45
Profitability (%) 52.9183 46.5116 59.375 54.0856 43.4109 64.8438
Ratio Avg Win / Avg Loss 0.3607 0.9605 0.1854 0.8303 0.6404 0.8217
Largest Winning Trade 34628 34628 34366 2432404 617102 2432404
Largest Losing Trade -607804 -39051 -607804 -1715557 -590113 -1715557
Avg Bars in Trades 85 57 112 85 57 112
Avg Bars in Winners 73 49 91 80 51 100
Avg Bars in Losers 98 64 143 90 62 134
Bars Traded 21895 7452 14443 21895 7452 14443
Profit Streak 23.1567 25.5734 0 0 0 29.9067
Trades During Streak 1 1 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578508 -581804 -579777 -578903 -583552 354054
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22400,
    "evaluation_days": 1866.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598997600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758966339604,
    "expiration_time": 1764528480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 42,
            "offset": 0,
            "std": 2.28179
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 222,
            "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": [
        [
            -1631407.2304108113,
            -107838.2315744963,
            -1523568.9988363152,
            -238873.3931749437,
            -2905552.8763237456,
            2666679.483148802
        ],
        [
            -1631.40723,
            -107.838232,
            -1523.568999,
            -238.873393,
            -2905.552876,
            2666.679483
        ],
        [
            -0.873967,
            -0.05777,
            -0.816196,
            0,
            0,
            0.178028
        ],
        [
            361.713407,
            361.713407,
            361.713407,
            361.713407,
            361.713407,
            361.713407
        ],
        [
            -1740647,
            -223886,
            -1565817,
            -3272853,
            -3216905,
            -2581659
        ],
        [
            0.405464,
            0.835179,
            0.270924,
            0.97805,
            0.491242,
            1.515661
        ],
        [
            257,
            129,
            128,
            257,
            129,
            128
        ],
        [
            136,
            60,
            76,
            139,
            56,
            83
        ],
        [
            121,
            69,
            52,
            118,
            73,
            45
        ],
        [
            52.918288,
            46.511628,
            59.375,
            54.085603,
            43.410853,
            64.84375
        ],
        [
            0.360743,
            0.960456,
            0.185369,
            0.830287,
            0.64037,
            0.821744
        ],
        [
            34628,
            34628,
            34366,
            2432404,
            617102,
            2432404
        ],
        [
            -607804,
            -39051,
            -607804,
            -1715557,
            -590113,
            -1715557
        ],
        [
            85,
            57,
            112,
            85,
            57,
            112
        ],
        [
            73,
            49,
            91,
            80,
            51,
            100
        ],
        [
            98,
            64,
            143,
            90,
            62,
            134
        ],
        [
            21895,
            7452,
            14443,
            21895,
            7452,
            14443
        ],
        [
            23.156708,
            25.573375,
            0,
            0,
            0,
            29.906708
        ],
        [
            1,
            1,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -578508,
            -581804,
            -579777,
            -578903,
            -583552,
            354054
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22400,
    "evaluation_days": 1866.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598997600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758966339604,
    "expiration_time": 1764528480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 42,
            "offset": 0,
            "std": 2.28179
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 222,
            "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)