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Trade: SAND/USDT/240/MIDPRICE/KCL/2528

Strategy
SAND/USDT/240/MIDPRICE/KCL/2528
Pair
SAND_USDT
Interval
4h
Score
543322
Daily Profit
0.355889
Profit Factor
2.636363
Profitability
50.925926
Streak
53.501029
Best Strategy
Training Data Length
1867.170000
Evaluation Time
2025-09-28 03:01
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 -1749607.0809 30122.7081 -1779729.789 32292840.5763 75895343.7364 -43602503.1601
Total P&L (%) -1749.6071 30.1227 -1779.7298 32292.8406 75895.3437 -43602.5032
Avg Daily Profit (%) -0.937 0.0161 -0.9532 0.3101 0.3559 0
Buy And Hold Return (%) 475.1844 475.1844 475.1844 475.1844 475.1844 475.1844
Max Trade Drawdown -1982131 -120012 -1925494 -84263262 -6935042 -132056969
Profit Factor 0.3492 1.112 0.2645 1.1289 2.6364 0.7865
Total Trades 216 108 108 216 108 108
Winning Trades 141 66 75 101 55 46
Losing Trades 75 42 33 115 53 62
Profitability (%) 65.2778 61.1111 69.4444 46.7593 50.9259 42.5926
Ratio Avg Win / Avg Loss 0.1858 0.7077 0.1164 1.2853 2.5405 1.0601
Largest Winning Trade 41081 32654 41081 31394769 21023433 31394769
Largest Losing Trade -1132332 -29757 -1132332 -63983927 -6935042 -63983927
Avg Bars in Trades 51 18 84 51 18 84
Avg Bars in Winners 29 9 46 57 25 95
Avg Bars in Losers 92 31 169 45 9 75
Bars Traded 11062 1947 9115 11062 1947 9115
Profit Streak 5.8344 53.501 5.8344 5.8344 53.501 5.8344
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576495 -434009 -577546 -68759 543322 -581558
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": 1598385600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759017688893,
    "expiration_time": 1763554896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 15,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 69,
            "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": [
        [
            -1749607.0808736295,
            30122.7081411327,
            -1779729.7890147625,
            32292840.576312512,
            75895343.7364006,
            -43602503.16008816
        ],
        [
            -1749.607081,
            30.122708,
            -1779.729789,
            32292.840576,
            75895.343736,
            -43602.50316
        ],
        [
            -0.937037,
            0.016133,
            -0.95317,
            0.310067,
            0.355889,
            0
        ],
        [
            475.184367,
            475.184367,
            475.184367,
            475.184367,
            475.184367,
            475.184367
        ],
        [
            -1982131,
            -120012,
            -1925494,
            -84263262,
            -6935042,
            -132056969
        ],
        [
            0.349227,
            1.11204,
            0.264468,
            1.128861,
            2.636363,
            0.786495
        ],
        [
            216,
            108,
            108,
            216,
            108,
            108
        ],
        [
            141,
            66,
            75,
            101,
            55,
            46
        ],
        [
            75,
            42,
            33,
            115,
            53,
            62
        ],
        [
            65.277778,
            61.111111,
            69.444444,
            46.759259,
            50.925926,
            42.592593
        ],
        [
            0.185759,
            0.707662,
            0.116366,
            1.285336,
            2.540495,
            1.060058
        ],
        [
            41081,
            32654,
            41081,
            31394769,
            21023433,
            31394769
        ],
        [
            -1132332,
            -29757,
            -1132332,
            -63983927,
            -6935042,
            -63983927
        ],
        [
            51,
            18,
            84,
            51,
            18,
            84
        ],
        [
            29,
            9,
            46,
            57,
            25,
            95
        ],
        [
            92,
            31,
            169,
            45,
            9,
            75
        ],
        [
            11062,
            1947,
            9115,
            11062,
            1947,
            9115
        ],
        [
            5.834362,
            53.501029,
            5.834362,
            5.834362,
            53.501029,
            5.834362
        ],
        [
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            1,
            2,
            1,
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        ],
        [
            0.8,
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        ],
        [
            -576495,
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            -577546,
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        ]
    ]
}
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": 1598385600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759017688893,
    "expiration_time": 1763554896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 15,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 69,
            "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)