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Trade: SAND/USDT/120/EMA/MIDPRICE/9367

Strategy
SAND/USDT/120/EMA/MIDPRICE/9367
Pair
SAND_USDT
Interval
2h
Score
444361
Daily Profit
0.676972
Profit Factor
2.041105
Profitability
44.194757
Streak
12.020407
Best Strategy
Training Data Length
1876.330000
Evaluation Time
2025-10-04 09:29
Expiration Time
2025-12-10 21:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1270221.9575 1291053.6907 -20831.7331 273205.3191 70868.9529 202336.3662
Total P&L (%) 1270.222 1291.0537 -20.8317 273.2053 70.869 202.3364
Avg Daily Profit (%) 0.677 0.6881 -0.0111 0.0702 0.0286 0.059
Buy And Hold Return (%) 477.44 477.44 477.44 477.44 477.44 477.44
Max Trade Drawdown -151699 -174597 -133684 -1423448 -1562475 -404358
Profit Factor 2.0411 2.8954 0.9613 1.0473 1.0196 1.094
Total Trades 267 133 134 267 133 134
Winning Trades 118 51 67 118 51 67
Losing Trades 149 82 67 149 82 67
Profitability (%) 44.1948 38.3459 50 44.1948 38.3459 50
Ratio Avg Win / Avg Loss 2.5773 4.6553 0.9613 1.3224 1.6393 1.094
Largest Winning Trade 948209 948209 25805 670681 670681 213631
Largest Losing Trade -48938 -37300 -48938 -515915 -515915 -294618
Avg Bars in Trades 82 99 64 82 99 64
Avg Bars in Winners 99 141 68 99 141 68
Avg Bars in Losers 67 73 61 67 73 61
Bars Traded 21919 13211 8708 21919 13211 8708
Profit Streak 12.0204 0 21.5204 12.0204 0 21.5204
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 444361 346669 -580426 -433696 -523146 -396679
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22516,
    "evaluation_days": 1876.33,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599156000000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759559363177,
    "expiration_time": 1765393747200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 244,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 232,
            "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": [
        [
            1270221.9575482148,
            1291053.6906532296,
            -20831.7331050142,
            273205.3191058859,
            70868.9528863127,
            202336.3662195732
        ],
        [
            1270.221958,
            1291.053691,
            -20.831733,
            273.205319,
            70.868953,
            202.336366
        ],
        [
            0.676972,
            0.688074,
            -0.011102,
            0.070213,
            0.028556,
            0.058982
        ],
        [
            477.440023,
            477.440023,
            477.440023,
            477.440023,
            477.440023,
            477.440023
        ],
        [
            -151699,
            -174597,
            -133684,
            -1423448,
            -1562475,
            -404358
        ],
        [
            2.041105,
            2.895362,
            0.961344,
            1.047305,
            1.019557,
            1.094034
        ],
        [
            267,
            133,
            134,
            267,
            133,
            134
        ],
        [
            118,
            51,
            67,
            118,
            51,
            67
        ],
        [
            149,
            82,
            67,
            149,
            82,
            67
        ],
        [
            44.194757,
            38.345865,
            50,
            44.194757,
            38.345865,
            50
        ],
        [
            2.577328,
            4.655289,
            0.961344,
            1.322444,
            1.639288,
            1.094034
        ],
        [
            948209,
            948209,
            25805,
            670681,
            670681,
            213631
        ],
        [
            -48938,
            -37300,
            -48938,
            -515915,
            -515915,
            -294618
        ],
        [
            82,
            99,
            64,
            82,
            99,
            64
        ],
        [
            99,
            141,
            68,
            99,
            141,
            68
        ],
        [
            67,
            73,
            61,
            67,
            73,
            61
        ],
        [
            21919,
            13211,
            8708,
            21919,
            13211,
            8708
        ],
        [
            12.020407,
            0,
            21.520407,
            12.020407,
            0,
            21.520407
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            444361,
            346669,
            -580426,
            -433696,
            -523146,
            -396679
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22516,
    "evaluation_days": 1876.33,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599156000000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759559363177,
    "expiration_time": 1765393747200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 244,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 232,
            "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)