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Trade: SAND/USDT/120/HILO/RMA/5729

Strategy
SAND/USDT/120/HILO/RMA/5729
Pair
SAND_USDT
Interval
2h
Score
713439
Daily Profit
0.209461
Profit Factor
6.971024
Profitability
63.043478
Streak
78.739979
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 -2072349.1444 -196005.3536 -1876343.7908 -80550.2219 4869295.0311 -4949845.253
Total P&L (%) -2072.3491 -196.0054 -1876.3438 -80.5502 4869.295 -4949.8453
Avg Daily Profit (%) -1.1102 -0.105 -1.0052 -0.0877 0.2095 0
Buy And Hold Return (%) 448.4922 448.4922 448.4922 448.4922 448.4922 448.4922
Max Trade Drawdown -2193845 -259826 -1956628 -4329540 -418222 -5585224
Profit Factor 0.2113 0.5666 0.1374 0.9904 6.971 0.345
Total Trades 185 92 93 185 92 93
Winning Trades 100 42 58 106 58 48
Losing Trades 85 50 35 79 34 45
Profitability (%) 54.0541 45.6522 62.3656 57.2973 63.0435 51.6129
Ratio Avg Win / Avg Loss 0.1796 0.6746 0.0829 0.7381 4.0865 0.3234
Largest Winning Trade 20627 20627 17349 2020817 2020817 1421004
Largest Losing Trade -1149788 -62465 -1149788 -4299669 -228770 -4299669
Avg Bars in Trades 118 145 91 118 145 91
Avg Bars in Winners 52 52 52 139 177 94
Avg Bars in Losers 195 222 155 88 90 87
Bars Traded 21858 13355 8503 21858 13355 8503
Profit Streak 20.4066 78.74 20.4066 20.4066 78.74 20.4066
Trades During Streak 2 6 1 2 6 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578223 -581266 -578926 -577802 713439 -580320
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": 1599148800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758966334186,
    "expiration_time": 1764528480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 243,
            "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": [
        [
            -2072349.1443720602,
            -196005.3535768344,
            -1876343.7907952263,
            -80550.2218898755,
            4869295.031141058,
            -4949845.25303093
        ],
        [
            -2072.349144,
            -196.005354,
            -1876.343791,
            -80.550222,
            4869.295031,
            -4949.845253
        ],
        [
            -1.110185,
            -0.105003,
            -1.005182,
            -0.087676,
            0.209461,
            0
        ],
        [
            448.492193,
            448.492193,
            448.492193,
            448.492193,
            448.492193,
            448.492193
        ],
        [
            -2193845,
            -259826,
            -1956628,
            -4329540,
            -418222,
            -5585224
        ],
        [
            0.211306,
            0.566634,
            0.137426,
            0.990379,
            6.971024,
            0.345011
        ],
        [
            185,
            92,
            93,
            185,
            92,
            93
        ],
        [
            100,
            42,
            58,
            106,
            58,
            48
        ],
        [
            85,
            50,
            35,
            79,
            34,
            45
        ],
        [
            54.054054,
            45.652174,
            62.365591,
            57.297297,
            63.043478,
            51.612903
        ],
        [
            0.17961,
            0.674564,
            0.082929,
            0.738113,
            4.086462,
            0.323447
        ],
        [
            20627,
            20627,
            17349,
            2020817,
            2020817,
            1421004
        ],
        [
            -1149788,
            -62465,
            -1149788,
            -4299669,
            -228770,
            -4299669
        ],
        [
            118,
            145,
            91,
            118,
            145,
            91
        ],
        [
            52,
            52,
            52,
            139,
            177,
            94
        ],
        [
            195,
            222,
            155,
            88,
            90,
            87
        ],
        [
            21858,
            13355,
            8503,
            21858,
            13355,
            8503
        ],
        [
            20.406646,
            78.739979,
            20.406646,
            20.406646,
            78.739979,
            20.406646
        ],
        [
            2,
            6,
            1,
            2,
            6,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -578223,
            -581266,
            -578926,
            -577802,
            713439,
            -580320
        ]
    ]
}
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": 1599148800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758966334186,
    "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": "rma",
        "factors": {
            "length": 243,
            "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)