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Trade: SAND/USDT/240/HMA/KCU/4079

Strategy
SAND/USDT/240/HMA/KCU/4079
Pair
SAND_USDT
Interval
4h
Score
475896
Daily Profit
0.192881
Profit Factor
1.922686
Profitability
73.333333
Streak
284.706097
Best Strategy
Training Data Length
1874.000000
Evaluation Time
2025-10-01 11:56
Expiration Time
2025-11-26 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1672156.7643 -85962.3583 -1586194.4059 -54767.6446 -3655462.3116 3600694.6671
Total P&L (%) -1672.1568 -85.9624 -1586.1944 -54.7676 -3655.4623 3600.6947
Avg Daily Profit (%) -0.8923 -0.0459 -0.8464 -0.0423 0 0.1929
Buy And Hold Return (%) 480.6551 480.6551 480.6551 480.6551 480.6551 480.6551
Max Trade Drawdown -1841314 -192831 -1659381 -4529441 -4774379 -1866827
Profit Factor 0.2173 0.6965 0.1441 0.994 0.2966 1.9227
Total Trades 59 29 30 59 29 30
Winning Trades 36 14 22 36 14 22
Losing Trades 23 15 8 23 15 8
Profitability (%) 61.0169 48.2759 73.3333 61.0169 48.2759 73.3333
Ratio Avg Win / Avg Loss 0.1388 0.7462 0.0524 0.635 0.3178 0.6992
Largest Winning Trade 46465 46465 27221 3143506 600494 3143506
Largest Losing Trade -1015414 -52429 -1015414 -2218795 -2218795 -1797491
Avg Bars in Trades 179 243 117 179 243 117
Avg Bars in Winners 68 89 55 93 109 83
Avg Bars in Losers 352 387 286 314 369 210
Bars Traded 10579 7066 3513 10579 7066 3513
Profit Streak 80.3728 80.3728 284.7061 80.3728 80.3728 284.7061
Trades During Streak 5 2 5 5 2 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -757389 -580540 -576408 -757389 -580540 475896
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11244,
    "evaluation_days": 1874,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600531200000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759309006740,
    "expiration_time": 1764163008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 153,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 218,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            -1672156.7642623556,
            -85962.3583303344,
            -1586194.4059320213,
            -54767.644556377,
            -3655462.3116489025,
            3600694.667092527
        ],
        [
            -1672.156764,
            -85.962358,
            -1586.194406,
            -54.767645,
            -3655.462312,
            3600.694667
        ],
        [
            -0.892293,
            -0.045871,
            -0.846422,
            -0.042326,
            0,
            0.192881
        ],
        [
            480.655076,
            480.655076,
            480.655076,
            480.655076,
            480.655076,
            480.655076
        ],
        [
            -1841314,
            -192831,
            -1659381,
            -4529441,
            -4774379,
            -1866827
        ],
        [
            0.217296,
            0.696455,
            0.144073,
            0.993981,
            0.296595,
            1.922686
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            36,
            14,
            22,
            36,
            14,
            22
        ],
        [
            23,
            15,
            8,
            23,
            15,
            8
        ],
        [
            61.016949,
            48.275862,
            73.333333,
            61.016949,
            48.275862,
            73.333333
        ],
        [
            0.138828,
            0.746202,
            0.05239,
            0.635043,
            0.31778,
            0.699158
        ],
        [
            46465,
            46465,
            27221,
            3143506,
            600494,
            3143506
        ],
        [
            -1015414,
            -52429,
            -1015414,
            -2218795,
            -2218795,
            -1797491
        ],
        [
            179,
            243,
            117,
            179,
            243,
            117
        ],
        [
            68,
            89,
            55,
            93,
            109,
            83
        ],
        [
            352,
            387,
            286,
            314,
            369,
            210
        ],
        [
            10579,
            7066,
            3513,
            10579,
            7066,
            3513
        ],
        [
            80.372763,
            80.372763,
            284.706096,
            80.372763,
            80.372763,
            284.706097
        ],
        [
            5,
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            2,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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            1.45
        ],
        [
            -757389,
            -580540,
            -576408,
            -757389,
            -580540,
            475896
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11244,
    "evaluation_days": 1874,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600531200000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759309006740,
    "expiration_time": 1764163008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 153,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 218,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)