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Trade: SAND/USDT/120/KCB/MIDPOINT/4692

Strategy
SAND/USDT/120/KCB/MIDPOINT/4692
Pair
SAND_USDT
Interval
2h
Score
407213
Daily Profit
1.063952
Profit Factor
3.727038
Profitability
30.434783
Streak
0.000000
Best Strategy
Training Data Length
1866.670000
Evaluation Time
2025-09-28 01:27
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 1986046.9462 1907031.4759 79015.4703 4735241.3464 996975.6246 3738265.7218
Total P&L (%) 1986.0469 1907.0315 79.0155 4735.2413 996.9756 3738.2657
Avg Daily Profit (%) 1.064 1.0216 0.0423 0.208 0.1284 0.1956
Buy And Hold Return (%) 490.664 490.664 490.664 490.664 490.664 490.664
Max Trade Drawdown -88490 -91559 -68917 -5504273 -4668813 -2832748
Profit Factor 3.727 6.0306 1.2263 1.1609 1.0608 1.2871
Total Trades 161 81 80 161 81 80
Winning Trades 49 21 28 49 21 28
Losing Trades 112 60 52 112 60 52
Profitability (%) 30.4348 25.9259 35 30.4348 25.9259 35
Ratio Avg Win / Avg Loss 8.5189 17.2302 2.2774 2.6536 3.0308 2.3903
Largest Winning Trade 1246907 1246907 63950 5909292 5909292 3334753
Largest Losing Trade -23397 -23397 -23087 -1219680 -1219680 -1141067
Avg Bars in Trades 136 116 157 136 116 157
Avg Bars in Winners 315 263 354 315 263 354
Avg Bars in Losers 58 64 51 58 64 51
Bars Traded 22037 9428 12609 22037 9428 12609
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 407213 -18128 -326691 -41044 -218119 -16175
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": 1599177600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759012057680,
    "expiration_time": 1764528480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 247,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 31,
            "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": [
        [
            1986046.9461944941,
            1907031.4759338414,
            79015.470260653,
            4735241.346400466,
            996975.6246341688,
            3738265.7217662954
        ],
        [
            1986.046946,
            1907.031476,
            79.01547,
            4735.241346,
            996.975625,
            3738.265722
        ],
        [
            1.063952,
            1.021622,
            0.04233,
            0.207993,
            0.128393,
            0.195598
        ],
        [
            490.664042,
            490.664042,
            490.664042,
            490.664042,
            490.664042,
            490.664042
        ],
        [
            -88490,
            -91559,
            -68917,
            -5504273,
            -4668813,
            -2832748
        ],
        [
            3.727038,
            6.030582,
            1.226281,
            1.160937,
            1.060785,
            1.287089
        ],
        [
            161,
            81,
            80,
            161,
            81,
            80
        ],
        [
            49,
            21,
            28,
            49,
            21,
            28
        ],
        [
            112,
            60,
            52,
            112,
            60,
            52
        ],
        [
            30.434783,
            25.925926,
            35,
            30.434783,
            25.925926,
            35
        ],
        [
            8.518945,
            17.230233,
            2.277379,
            2.65357,
            3.030814,
            2.390309
        ],
        [
            1246907,
            1246907,
            63950,
            5909292,
            5909292,
            3334753
        ],
        [
            -23397,
            -23397,
            -23087,
            -1219680,
            -1219680,
            -1141067
        ],
        [
            136,
            116,
            157,
            136,
            116,
            157
        ],
        [
            315,
            263,
            354,
            315,
            263,
            354
        ],
        [
            58,
            64,
            51,
            58,
            64,
            51
        ],
        [
            22037,
            9428,
            12609,
            22037,
            9428,
            12609
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            407213,
            -18128,
            -326691,
            -41044,
            -218119,
            -16175
        ]
    ]
}
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": 1599177600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759012057680,
    "expiration_time": 1764528480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 247,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 31,
            "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)