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Trade: SAND/USDT/15/DEMA/KCL/1964

Strategy
SAND/USDT/15/DEMA/KCL/1964
Pair
SAND_USDT
Interval
15m
Score
351413
Daily Profit
0.262937
Profit Factor
1.507626
Profitability
46.902655
Streak
10.172840
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 12:38
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 68474.0499 9619.6182 58854.4317 60384.0303 9884.1781 50499.8522
Total P&L (%) 68.4741 9.6196 58.8544 60.384 9.8842 50.4999
Avg Daily Profit (%) 0.2629 0.0369 0.226 0.1816 0.0362 0.1571
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -41995 -9556 -37516 -102885 -18618 -94092
Profit Factor 1.5076 1.4324 1.5225 1.2214 1.233 1.2192
Total Trades 113 57 56 113 57 56
Winning Trades 53 28 25 53 28 25
Losing Trades 60 29 31 60 29 31
Profitability (%) 46.9027 49.1228 44.6429 46.9027 49.1228 44.6429
Ratio Avg Win / Avg Loss 1.7067 1.4835 1.8879 1.3827 1.2771 1.5118
Largest Winning Trade 28621 11546 28621 31092 16132 31092
Largest Losing Trade -26276 -1843 -26276 -64008 -3868 -64008
Avg Bars in Trades 214 15 417 214 15 417
Avg Bars in Winners 212 20 427 212 20 427
Avg Bars in Losers 216 10 409 216 10 409
Bars Traded 24251 897 23354 24251 897 23354
Profit Streak 10.1728 10.2249 10.1728 10.1728 10.2249 10.1728
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 351413 -488574 -173219 203982 -490776 -176219

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736303400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758879533424,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 24,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            68474.0498917568,
            9619.6182176306,
            58854.4316741263,
            60384.0303189706,
            9884.1781250129,
            50499.8521939577
        ],
        [
            68.47405,
            9.619618,
            58.854432,
            60.38403,
            9.884178,
            50.499852
        ],
        [
            0.262937,
            0.036939,
            0.225998,
            0.181564,
            0.036201,
            0.157097
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -41995,
            -9556,
            -37516,
            -102885,
            -18618,
            -94092
        ],
        [
            1.507626,
            1.432389,
            1.522485,
            1.22137,
            1.233024,
            1.219224
        ],
        [
            113,
            57,
            56,
            113,
            57,
            56
        ],
        [
            53,
            28,
            25,
            53,
            28,
            25
        ],
        [
            60,
            29,
            31,
            60,
            29,
            31
        ],
        [
            46.902655,
            49.122807,
            44.642857,
            46.902655,
            49.122807,
            44.642857
        ],
        [
            1.706746,
            1.483545,
            1.887882,
            1.382683,
            1.277061,
            1.511838
        ],
        [
            28621,
            11546,
            28621,
            31092,
            16132,
            31092
        ],
        [
            -26276,
            -1843,
            -26276,
            -64008,
            -3868,
            -64008
        ],
        [
            214,
            15,
            417,
            214,
            15,
            417
        ],
        [
            212,
            20,
            427,
            212,
            20,
            427
        ],
        [
            216,
            10,
            409,
            216,
            10,
            409
        ],
        [
            24251,
            897,
            23354,
            24251,
            897,
            23354
        ],
        [
            10.17284,
            10.224924,
            10.17284,
            10.172841,
            10.224924,
            10.172841
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            351413,
            -488574,
            -173219,
            203982,
            -490776,
            -176219
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736303400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758879533424,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 24,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)