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Trade: SAND/USDT/120/MIDPRICE/EMA/8075

Strategy
SAND/USDT/120/MIDPRICE/EMA/8075
Pair
SAND_USDT
Interval
2h
Score
344022
Daily Profit
0.338455
Profit Factor
2.292054
Profitability
49.152542
Streak
0.000000
Best Strategy
Training Data Length
1883.500000
Evaluation Time
2025-10-11 13:36
Expiration Time
2025-12-18 07:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 595072.7944 637480.2305 -42407.4361 -14007545.0919 -4478586.9099 -9528958.182
Total P&L (%) 595.0728 637.4802 -42.4074 -14007.5451 -4478.5869 -9528.9582
Avg Daily Profit (%) 0.3159 0.3385 -0.0225 0 0 0
Buy And Hold Return (%) 244.3333 244.3333 244.3333 244.3333 244.3333 244.3333
Max Trade Drawdown -338732 -66704 -380370 -24843088 -10521387 -15587763
Profit Factor 1.4972 2.2921 0.9397 0.7008 0.7945 0.6191
Total Trades 237 118 119 237 118 119
Winning Trades 126 58 68 112 60 52
Losing Trades 111 60 51 125 58 67
Profitability (%) 53.1646 49.1525 57.1429 47.2574 50.8475 43.6975
Ratio Avg Win / Avg Loss 1.3189 2.3711 0.7048 0.7821 0.768 0.7977
Largest Winning Trade 135755 135755 58004 6089903 2738054 6089903
Largest Losing Trade -242820 -30697 -242820 -5592182 -4118768 -5592182
Avg Bars in Trades 94 73 114 94 73 114
Avg Bars in Winners 101 63 134 80 71 90
Avg Bars in Losers 85 83 87 106 75 133
Bars Traded 22354 8706 13648 22354 8706 13648
Profit Streak 3.609 0 32.359 0 18.9423 0
Trades During Streak 1 0 3 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 266434 344022 -578637 -580604 -580348 -583466
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22602,
    "evaluation_days": 1883.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598954400000,
    "last_datapoint_time": 1760176800000,
    "evaluation_time": 1760179014595,
    "expiration_time": 1766035238400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 71,
            "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": [
        [
            595072.7943579374,
            637480.2305003328,
            -42407.4361423957,
            -14007545.09186478,
            -4478586.90988052,
            -9528958.181984259
        ],
        [
            595.072794,
            637.480231,
            -42.407436,
            -14007.545092,
            -4478.58691,
            -9528.958182
        ],
        [
            0.31594,
            0.338455,
            -0.022515,
            0,
            0,
            0
        ],
        [
            244.333333,
            244.333333,
            244.333333,
            244.333333,
            244.333333,
            244.333333
        ],
        [
            -338732,
            -66704,
            -380370,
            -24843088,
            -10521387,
            -15587763
        ],
        [
            1.497163,
            2.292054,
            0.939724,
            0.70075,
            0.794495,
            0.61908
        ],
        [
            237,
            118,
            119,
            237,
            118,
            119
        ],
        [
            126,
            58,
            68,
            112,
            60,
            52
        ],
        [
            111,
            60,
            51,
            125,
            58,
            67
        ],
        [
            53.164557,
            49.152542,
            57.142857,
            47.257384,
            50.847458,
            43.697479
        ],
        [
            1.318929,
            2.37109,
            0.704793,
            0.782087,
            0.768012,
            0.797661
        ],
        [
            135755,
            135755,
            58004,
            6089903,
            2738054,
            6089903
        ],
        [
            -242820,
            -30697,
            -242820,
            -5592182,
            -4118768,
            -5592182
        ],
        [
            94,
            73,
            114,
            94,
            73,
            114
        ],
        [
            101,
            63,
            134,
            80,
            71,
            90
        ],
        [
            85,
            83,
            87,
            106,
            75,
            133
        ],
        [
            22354,
            8706,
            13648,
            22354,
            8706,
            13648
        ],
        [
            3.608965,
            0,
            32.358965,
            0,
            18.942299,
            0
        ],
        [
            1,
            0,
            3,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            266434,
            344022,
            -578637,
            -580604,
            -580348,
            -583466
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22602,
    "evaluation_days": 1883.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598954400000,
    "last_datapoint_time": 1760176800000,
    "evaluation_time": 1760179014595,
    "expiration_time": 1766035238400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 71,
            "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)