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Trade: SAND/USDT/120/SMA/MIDPRICE/5941

Strategy
SAND/USDT/120/SMA/MIDPRICE/5941
Pair
SAND_USDT
Interval
2h
Score
350792
Daily Profit
0.496497
Profit Factor
1.624581
Profitability
45.614035
Streak
0.000000
Best Strategy
Training Data Length
1876.750000
Evaluation Time
2025-10-04 19:21
Expiration Time
2025-12-11 07:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 931801.3544 828113.4912 103687.8632 3631044.6233 2010099.2427 1620945.3805
Total P&L (%) 931.8014 828.1135 103.6879 3631.0446 2010.0992 1620.9454
Avg Daily Profit (%) 0.4965 0.4412 0.0552 0.193 0.1626 0.1517
Buy And Hold Return (%) 397.1542 397.1542 397.1542 397.1542 397.1542 397.1542
Max Trade Drawdown -129853 -141930 -83202 -9880089 -12483991 -7451218
Profit Factor 1.6246 1.923 1.1743 1.0423 1.0396 1.0461
Total Trades 456 228 228 456 228 228
Winning Trades 208 106 102 208 106 102
Losing Trades 248 122 126 248 122 126
Profitability (%) 45.614 46.4912 44.7368 45.614 46.4912 44.7368
Ratio Avg Win / Avg Loss 1.937 2.2133 1.4507 1.2427 1.1966 1.2922
Largest Winning Trade 235593 235593 25648 5642910 5642910 1907659
Largest Losing Trade -36842 -36842 -31948 -2704648 -2625477 -2704648
Avg Bars in Trades 48 60 36 48 60 36
Avg Bars in Winners 61 71 51 61 71 51
Avg Bars in Losers 38 52 24 38 52 24
Bars Traded 22277 13904 8373 22277 13904 8373
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 350792 241310 -315071 -165371 -171221 -165790
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22521,
    "evaluation_days": 1876.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598500800000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759594914158,
    "expiration_time": 1765431043200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 153,
            "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": [
        [
            931801.3543602317,
            828113.4911828949,
            103687.8631773373,
            3631044.6232648734,
            2010099.2427343554,
            1620945.3805305276
        ],
        [
            931.801354,
            828.113491,
            103.687863,
            3631.044623,
            2010.099243,
            1620.945381
        ],
        [
            0.496497,
            0.441249,
            0.055249,
            0.193034,
            0.162611,
            0.151731
        ],
        [
            397.154245,
            397.154245,
            397.154245,
            397.154245,
            397.154245,
            397.154245
        ],
        [
            -129853,
            -141930,
            -83202,
            -9880089,
            -12483991,
            -7451218
        ],
        [
            1.624581,
            1.923031,
            1.174349,
            1.042273,
            1.039643,
            1.046064
        ],
        [
            456,
            228,
            228,
            456,
            228,
            228
        ],
        [
            208,
            106,
            102,
            208,
            106,
            102
        ],
        [
            248,
            122,
            126,
            248,
            122,
            126
        ],
        [
            45.614035,
            46.491228,
            44.736842,
            45.614035,
            46.491228,
            44.736842
        ],
        [
            1.937001,
            2.213299,
            1.450667,
            1.242711,
            1.19657,
            1.292197
        ],
        [
            235593,
            235593,
            25648,
            5642910,
            5642910,
            1907659
        ],
        [
            -36842,
            -36842,
            -31948,
            -2704648,
            -2625477,
            -2704648
        ],
        [
            48,
            60,
            36,
            48,
            60,
            36
        ],
        [
            61,
            71,
            51,
            61,
            71,
            51
        ],
        [
            38,
            52,
            24,
            38,
            52,
            24
        ],
        [
            22277,
            13904,
            8373,
            22277,
            13904,
            8373
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            350792,
            241310,
            -315071,
            -165371,
            -171221,
            -165790
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22521,
    "evaluation_days": 1876.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598500800000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759594914158,
    "expiration_time": 1765431043200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 153,
            "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)