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Trade: SAND/USDT/120/KCL/HMA/6441

Strategy
SAND/USDT/120/KCL/HMA/6441
Pair
SAND_USDT
Interval
2h
Score
690114
Daily Profit
1.253557
Profit Factor
4.854204
Profitability
43.925234
Streak
0.000000
Best Strategy
Training Data Length
1883.250000
Evaluation Time
2025-10-11 08:06
Expiration Time
2025-12-18 01:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2360761.2791 2216105.269 144656.0101 16263013.785 894851.4677 15368162.3173
Total P&L (%) 2360.7613 2216.1053 144.656 16263.0138 894.8515 15368.1623
Avg Daily Profit (%) 1.2536 1.1767 0.0768 0.271 0.1221 0.2681
Buy And Hold Return (%) 323.3698 323.3698 323.3698 323.3698 323.3698 323.3698
Max Trade Drawdown -105055 -99693 -64457 -17811027 -15532348 -7136082
Profit Factor 4.8542 6.9351 1.6049 1.2733 1.0234 1.7211
Total Trades 107 53 54 107 53 54
Winning Trades 47 17 30 47 17 30
Losing Trades 60 36 24 60 36 24
Profitability (%) 43.9252 32.0755 55.5556 43.9252 32.0755 55.5556
Ratio Avg Win / Avg Loss 6.1969 14.6861 1.2839 1.6255 2.1673 1.3769
Largest Winning Trade 1465424 1465424 49971 8757136 8757136 5934409
Largest Losing Trade -31939 -31939 -26927 -5304190 -5304190 -4336359
Avg Bars in Trades 207 224 191 207 224 191
Avg Bars in Winners 302 354 273 302 354 273
Avg Bars in Losers 133 163 89 133 163 89
Bars Traded 22247 11897 10350 22247 11897 10350
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 690114 -165380 -433576 273557 -413901 -168564
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22599,
    "evaluation_days": 1883.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599177600000,
    "last_datapoint_time": 1760155200000,
    "evaluation_time": 1760159177665,
    "expiration_time": 1766012860800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 175,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 233,
            "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": [
        [
            2360761.279074649,
            2216105.2690141043,
            144656.0100605456,
            16263013.784989435,
            894851.4676949251,
            15368162.317294516
        ],
        [
            2360.761279,
            2216.105269,
            144.65601,
            16263.013785,
            894.851468,
            15368.162317
        ],
        [
            1.253557,
            1.176745,
            0.076812,
            0.271048,
            0.122067,
            0.268054
        ],
        [
            323.369844,
            323.369844,
            323.369844,
            323.369844,
            323.369844,
            323.369844
        ],
        [
            -105055,
            -99693,
            -64457,
            -17811027,
            -15532348,
            -7136082
        ],
        [
            4.854204,
            6.9351,
            1.604936,
            1.273283,
            1.023427,
            1.721074
        ],
        [
            107,
            53,
            54,
            107,
            53,
            54
        ],
        [
            47,
            17,
            30,
            47,
            17,
            30
        ],
        [
            60,
            36,
            24,
            60,
            36,
            24
        ],
        [
            43.925234,
            32.075472,
            55.555556,
            43.925234,
            32.075472,
            55.555556
        ],
        [
            6.196856,
            14.686094,
            1.283949,
            1.625468,
            2.167258,
            1.376859
        ],
        [
            1465424,
            1465424,
            49971,
            8757136,
            8757136,
            5934409
        ],
        [
            -31939,
            -31939,
            -26927,
            -5304190,
            -5304190,
            -4336359
        ],
        [
            207,
            224,
            191,
            207,
            224,
            191
        ],
        [
            302,
            354,
            273,
            302,
            354,
            273
        ],
        [
            133,
            163,
            89,
            133,
            163,
            89
        ],
        [
            22247,
            11897,
            10350,
            22247,
            11897,
            10350
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            690114,
            -165380,
            -433576,
            273557,
            -413901,
            -168564
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22599,
    "evaluation_days": 1883.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599177600000,
    "last_datapoint_time": 1760155200000,
    "evaluation_time": 1760159177665,
    "expiration_time": 1766012860800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 175,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 233,
            "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)