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Trade: SAND/USDT/120/HILO/KCL/4866

Strategy
SAND/USDT/120/HILO/KCL/4866
Pair
SAND_USDT
Interval
2h
Score
419141
Daily Profit
0.285759
Profit Factor
2.103911
Profitability
46.153846
Streak
25.621857
Best Strategy
Training Data Length
1866.670000
Evaluation Time
2025-09-26 05:55
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 -2025471.6776 -43862.9399 -1981608.7377 2423712.9763 20472987.5901 -18049274.6138
Total P&L (%) -2025.4717 -43.8629 -1981.6087 2423.713 20472.9876 -18049.2746
Avg Daily Profit (%) -1.0851 -0.0235 -1.0616 0.1731 0.2858 0
Buy And Hold Return (%) 338.254 338.254 338.254 338.254 338.254 338.254
Max Trade Drawdown -2201486 -163291 -2096428 -22754059 -2289768 -31546833
Profit Factor 0.3261 0.9057 0.22 1.0362 2.1039 0.6274
Total Trades 286 143 143 286 143 143
Winning Trades 183 83 100 121 66 55
Losing Trades 103 60 43 165 77 88
Profitability (%) 63.986 58.042 69.9301 42.3077 46.1538 38.4615
Ratio Avg Win / Avg Loss 0.1836 0.6547 0.0946 1.413 2.4546 1.0039
Largest Winning Trade 37055 37055 20320 7999856 6021032 7999856
Largest Losing Trade -1428474 -39783 -1428474 -17330528 -1966370 -17330528
Avg Bars in Trades 77 61 93 77 61 93
Avg Bars in Winners 52 38 63 89 79 101
Avg Bars in Losers 122 93 162 68 46 87
Bars Traded 22120 8803 13318 22120 8803 13318
Profit Streak 25.6219 25.6219 26.1219 25.6219 25.6219 26.1219
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576004 -579368 -577351 -172953 419141 -582755

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": 1598990400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758855328470,
    "expiration_time": 1764528480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 221,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            -2025471.677620633,
            -43862.9399018591,
            -1981608.7377187745,
            2423712.976273589,
            20472987.59008606,
            -18049274.61381248
        ],
        [
            -2025.471678,
            -43.86294,
            -1981.608738,
            2423.712976,
            20472.98759,
            -18049.274614
        ],
        [
            -1.085072,
            -0.023498,
            -1.061574,
            0.173095,
            0.285759,
            0
        ],
        [
            338.253968,
            338.253968,
            338.253968,
            338.253968,
            338.253968,
            338.253968
        ],
        [
            -2201486,
            -163291,
            -2096428,
            -22754059,
            -2289768,
            -31546833
        ],
        [
            0.326149,
            0.905708,
            0.220033,
            1.036179,
            2.103911,
            0.627441
        ],
        [
            286,
            143,
            143,
            286,
            143,
            143
        ],
        [
            183,
            83,
            100,
            121,
            66,
            55
        ],
        [
            103,
            60,
            43,
            165,
            77,
            88
        ],
        [
            63.986014,
            58.041958,
            69.93007,
            42.307692,
            46.153846,
            38.461538
        ],
        [
            0.18357,
            0.654729,
            0.094614,
            1.412971,
            2.454563,
            1.003906
        ],
        [
            37055,
            37055,
            20320,
            7999856,
            6021032,
            7999856
        ],
        [
            -1428474,
            -39783,
            -1428474,
            -17330528,
            -1966370,
            -17330528
        ],
        [
            77,
            61,
            93,
            77,
            61,
            93
        ],
        [
            52,
            38,
            63,
            89,
            79,
            101
        ],
        [
            122,
            93,
            162,
            68,
            46,
            87
        ],
        [
            22120,
            8803,
            13318,
            22120,
            8803,
            13318
        ],
        [
            25.621857,
            25.621857,
            26.121857,
            25.621857,
            25.621857,
            26.121857
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576004,
            -579368,
            -577351,
            -172953,
            419141,
            -582755
        ]
    ]
}
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": 1598990400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758855328470,
    "expiration_time": 1764528480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 221,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)