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Trade: SAND/USDT/15/KCU/RMA/9915

Strategy
SAND/USDT/15/KCU/RMA/9915
Pair
SAND_USDT
Interval
15m
Score
439812
Daily Profit
0.249722
Profit Factor
1.961294
Profitability
84.210526
Streak
11.141867
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 21:24
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 81089.3298 16056.8293 65032.5005 86215.0023 27365.0593 58849.943
Total P&L (%) 81.0893 16.0568 65.0325 86.215 27.3651 58.8499
Avg Daily Profit (%) 0.3114 0.0617 0.2497 0.239 0.0929 0.1779
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30540 -33510 -27692 -39107 -38114 -38571
Profit Factor 1.5544 1.2042 1.9613 1.5134 1.3329 1.6864
Total Trades 75 37 38 75 37 38
Winning Trades 58 26 32 58 26 32
Losing Trades 17 11 6 17 11 6
Profitability (%) 77.3333 70.2703 84.2105 77.3333 70.2703 84.2105
Ratio Avg Win / Avg Loss 0.4556 0.5095 0.3677 0.4436 0.5639 0.3162
Largest Winning Trade 10816 10816 9554 11880 10576 11880
Largest Losing Trade -27692 -23956 -27692 -38571 -23946 -38571
Avg Bars in Trades 322 325 319 322 325 319
Avg Bars in Winners 198 178 213 198 178 213
Avg Bars in Losers 747 673 883 747 673 883
Bars Traded 24198 12049 12150 24198 12049 12150
Profit Streak 11.1419 52.7565 11.1419 11.1419 52.7565 11.1419
Trades During Streak 2 10 1 2 10 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -49214 -119370 439812 -50083 -70718 383766

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": 1736488800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758911057308,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 229,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 171,
            "offset": 120
        }
    }
}
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": [
        [
            81089.329789834,
            16056.8293200001,
            65032.5004698338,
            86215.002275403,
            27365.0592998591,
            58849.942975544
        ],
        [
            81.08933,
            16.056829,
            65.0325,
            86.215002,
            27.365059,
            58.849943
        ],
        [
            0.311379,
            0.061657,
            0.249722,
            0.239027,
            0.092927,
            0.177867
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30540,
            -33510,
            -27692,
            -39107,
            -38114,
            -38571
        ],
        [
            1.554375,
            1.204232,
            1.961294,
            1.51336,
            1.33289,
            1.686393
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            58,
            26,
            32,
            58,
            26,
            32
        ],
        [
            17,
            11,
            6,
            17,
            11,
            6
        ],
        [
            77.333333,
            70.27027,
            84.210526,
            77.333333,
            70.27027,
            84.210526
        ],
        [
            0.455593,
            0.509483,
            0.367743,
            0.443571,
            0.563915,
            0.316199
        ],
        [
            10816,
            10816,
            9554,
            11880,
            10576,
            11880
        ],
        [
            -27692,
            -23956,
            -27692,
            -38571,
            -23946,
            -38571
        ],
        [
            322,
            325,
            319,
            322,
            325,
            319
        ],
        [
            198,
            178,
            213,
            198,
            178,
            213
        ],
        [
            747,
            673,
            883,
            747,
            673,
            883
        ],
        [
            24198,
            12049,
            12150,
            24198,
            12049,
            12150
        ],
        [
            11.141867,
            52.75645,
            11.141867,
            11.141867,
            52.75645,
            11.141867
        ],
        [
            2,
            10,
            1,
            2,
            10,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -49214,
            -119370,
            439812,
            -50083,
            -70718,
            383766
        ]
    ]
}
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": 1736488800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758911057308,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 229,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 171,
            "offset": 120
        }
    }
}

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)