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Trade: SAND/USDT/240/KCL/WMA/4087

Strategy
SAND/USDT/240/KCL/WMA/4087
Pair
SAND_USDT
Interval
4h
Score
445426
Daily Profit
0.197164
Profit Factor
2.053220
Profitability
58.139535
Streak
65.397017
Best Strategy
Training Data Length
1867.170000
Evaluation Time
2025-09-25 20:31
Expiration Time
2025-11-19 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 637251.3472 583254.287 53997.0602 831361.9462 -3024424.2511 3855786.1973
Total P&L (%) 637.2513 583.2543 53.9971 831.3619 -3024.4243 3855.7862
Avg Daily Profit (%) 0.3413 0.3124 0.0289 0.1196 0 0.1972
Buy And Hold Return (%) 523.9125 523.9125 523.9125 523.9125 523.9125 523.9125
Max Trade Drawdown -208266 -205500 -67010 -15450454 -15325421 -2171639
Profit Factor 2.0419 2.3722 1.2894 1.0361 0.8437 2.0532
Total Trades 171 85 86 171 85 86
Winning Trades 107 57 50 107 57 50
Losing Trades 64 28 36 64 28 36
Profitability (%) 62.5731 67.0588 58.1395 62.5731 67.0588 58.1395
Ratio Avg Win / Avg Loss 1.2214 1.1653 0.9284 0.6197 0.4145 1.4783
Largest Winning Trade 242036 242036 18828 2571072 2571072 1677926
Largest Losing Trade -62816 -62816 -18969 -7595154 -7595154 -1429388
Avg Bars in Trades 57 110 4 57 110 4
Avg Bars in Winners 25 42 5 25 42 5
Avg Bars in Losers 111 249 4 111 249 4
Bars Traded 9853 9424 429 9853 9424 429
Profit Streak 64.5637 0 65.397 64.5637 0 65.397
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -83374 -115971 -320105 -221963 -578615 445426

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11203,
    "evaluation_days": 1867.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600444800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758821502282,
    "expiration_time": 1763554896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 7,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 212,
            "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": [
        [
            637251.3472051215,
            583254.2870191251,
            53997.0601859961,
            831361.9461602853,
            -3024424.2511320543,
            3855786.1972923377
        ],
        [
            637.251347,
            583.254287,
            53.99706,
            831.361946,
            -3024.424251,
            3855.786197
        ],
        [
            0.341293,
            0.312373,
            0.028919,
            0.119583,
            0,
            0.197164
        ],
        [
            523.912503,
            523.912503,
            523.912503,
            523.912503,
            523.912503,
            523.912503
        ],
        [
            -208266,
            -205500,
            -67010,
            -15450454,
            -15325421,
            -2171639
        ],
        [
            2.041949,
            2.372219,
            1.289449,
            1.036123,
            0.84373,
            2.05322
        ],
        [
            171,
            85,
            86,
            171,
            85,
            86
        ],
        [
            107,
            57,
            50,
            107,
            57,
            50
        ],
        [
            64,
            28,
            36,
            64,
            28,
            36
        ],
        [
            62.573099,
            67.058824,
            58.139535,
            62.573099,
            67.058824,
            58.139535
        ],
        [
            1.221352,
            1.165301,
            0.928403,
            0.619737,
            0.414464,
            1.478318
        ],
        [
            242036,
            242036,
            18828,
            2571072,
            2571072,
            1677926
        ],
        [
            -62816,
            -62816,
            -18969,
            -7595154,
            -7595154,
            -1429388
        ],
        [
            57,
            110,
            4,
            57,
            110,
            4
        ],
        [
            25,
            42,
            5,
            25,
            42,
            5
        ],
        [
            111,
            249,
            4,
            111,
            249,
            4
        ],
        [
            9853,
            9424,
            429,
            9853,
            9424,
            429
        ],
        [
            64.563684,
            0,
            65.397017,
            64.563684,
            0,
            65.397017
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -83374,
            -115971,
            -320105,
            -221963,
            -578615,
            445426
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11203,
    "evaluation_days": 1867.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600444800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758821502282,
    "expiration_time": 1763554896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 7,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 212,
            "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)