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Trade: SAND/USDT/240/LINREG/DCM/1629

Strategy
SAND/USDT/240/LINREG/DCM/1629
Pair
SAND_USDT
Interval
4h
Score
341868
Daily Profit
0.212878
Profit Factor
1.722561
Profitability
45.000000
Streak
0.000000
Best Strategy
Training Data Length
1867.170000
Evaluation Time
2025-09-26 21:06
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 1861474.1956 1751150.1687 110324.0269 8156859.024 2955366.7024 5201492.3216
Total P&L (%) 1861.4742 1751.1502 110.324 8156.859 2955.3667 5201.4923
Avg Daily Profit (%) 0.9969 0.9379 0.0591 0.2367 0.1833 0.2129
Buy And Hold Return (%) 538.7655 538.7655 538.7655 538.7655 538.7655 538.7655
Max Trade Drawdown -118870 -97463 -71313 -4507521 -3038856 -1979449
Profit Factor 4.7589 8.22 1.4366 1.5629 1.4052 1.7226
Total Trades 81 41 40 81 41 40
Winning Trades 29 11 18 29 11 18
Losing Trades 52 30 22 52 30 22
Profitability (%) 35.8025 26.8293 45 35.8025 26.8293 45
Ratio Avg Win / Avg Loss 8.5333 22.4182 1.7559 2.8024 3.8325 2.1054
Largest Winning Trade 1052765 1052765 53584 4275808 4118608 4275808
Largest Losing Trade -32197 -22993 -32197 -1587411 -1218434 -1587411
Avg Bars in Trades 133 111 155 133 111 155
Avg Bars in Winners 272 275 270 272 275 270
Avg Bars in Losers 55 51 61 55 51 61
Bars Traded 10796 4580 6216 10796 4580 6216
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 -3550 -2791 -279689 -10646 -12993 341868

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": 1602129600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758909978519,
    "expiration_time": 1763554896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 82,
            "offset": 247
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 6,
            "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": [
        [
            1861474.1955501363,
            1751150.16866727,
            110324.0268828663,
            8156859.0239879,
            2955366.7023819736,
            5201492.321605927
        ],
        [
            1861.474196,
            1751.150169,
            110.324027,
            8156.859024,
            2955.366702,
            5201.492322
        ],
        [
            0.996949,
            0.937863,
            0.059086,
            0.23666,
            0.183305,
            0.212878
        ],
        [
            538.765501,
            538.765501,
            538.765501,
            538.765501,
            538.765501,
            538.765501
        ],
        [
            -118870,
            -97463,
            -71313,
            -4507521,
            -3038856,
            -1979449
        ],
        [
            4.758946,
            8.220003,
            1.436632,
            1.562869,
            1.405239,
            1.722561
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            29,
            11,
            18,
            29,
            11,
            18
        ],
        [
            52,
            30,
            22,
            52,
            30,
            22
        ],
        [
            35.802469,
            26.829268,
            45,
            35.802469,
            26.829268,
            45
        ],
        [
            8.533283,
            22.418189,
            1.755884,
            2.802386,
            3.832471,
            2.105353
        ],
        [
            1052765,
            1052765,
            53584,
            4275808,
            4118608,
            4275808
        ],
        [
            -32197,
            -22993,
            -32197,
            -1587411,
            -1218434,
            -1587411
        ],
        [
            133,
            111,
            155,
            133,
            111,
            155
        ],
        [
            272,
            275,
            270,
            272,
            275,
            270
        ],
        [
            55,
            51,
            61,
            55,
            51,
            61
        ],
        [
            10796,
            4580,
            6216,
            10796,
            4580,
            6216
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -3550,
            -2791,
            -279689,
            -10646,
            -12993,
            341868
        ]
    ]
}
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": 1602129600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758909978519,
    "expiration_time": 1763554896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 82,
            "offset": 247
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 6,
            "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)