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Trade: SAND/USDT/360/HL2/KCB/1887

Strategy
SAND/USDT/360/HL2/KCB/1887
Pair
SAND_USDT
Interval
6h
Score
503941
Daily Profit
0.220029
Profit Factor
2.014839
Profitability
76.315789
Streak
25.378898
Best Strategy
Training Data Length
1873.750000
Evaluation Time
2025-10-01 06:05
Expiration Time
2025-11-26 07:06

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1672382.0328 -26745.6571 -1645636.3757 206930.3965 -5838342.1513 6045272.5477
Total P&L (%) -1672.382 -26.7457 -1645.6364 206.9304 -5838.3422 6045.2725
Avg Daily Profit (%) -0.8925 -0.0143 -0.8783 0.0599 0 0.22
Buy And Hold Return (%) 479.3308 479.3308 479.3308 479.3308 479.3308 479.3308
Max Trade Drawdown -1890585 -172357 -1764990 -6389931 -7337802 -3714311
Profit Factor 0.2867 0.9299 0.1618 1.0123 0.4658 2.0148
Total Trades 227 113 114 227 113 114
Winning Trades 177 84 93 165 78 87
Losing Trades 50 29 21 62 35 27
Profitability (%) 77.9736 74.3363 81.5789 72.6872 69.0265 76.3158
Ratio Avg Win / Avg Loss 0.081 0.321 0.0365 0.3804 0.209 0.6253
Largest Winning Trade 28861 28861 16837 5364975 1361183 5364975
Largest Losing Trade -1142158 -61245 -1142158 -3780046 -3780046 -3318219
Avg Bars in Trades 31 38 24 31 38 24
Avg Bars in Winners 8 8 8 12 10 14
Avg Bars in Losers 113 124 97 80 98 57
Bars Traded 7102 4294 2808 7102 4294 2808
Profit Streak 25.1289 25.1289 25.3789 25.1289 25.1289 25.3789
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574499 -577056 -575408 -481879 -578022 503941
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7495,
    "evaluation_days": 1873.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1602655200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759287936788,
    "expiration_time": 1764133560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 244,
            "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": [
        [
            -1672382.0328290116,
            -26745.6570913902,
            -1645636.37573762,
            206930.3964683426,
            -5838342.151280506,
            6045272.547748847
        ],
        [
            -1672.382033,
            -26.745657,
            -1645.636376,
            206.930396,
            -5838.342151,
            6045.272548
        ],
        [
            -0.892532,
            -0.014274,
            -0.878258,
            0.059869,
            0,
            0.220029
        ],
        [
            479.330803,
            479.330803,
            479.330803,
            479.330803,
            479.330803,
            479.330803
        ],
        [
            -1890585,
            -172357,
            -1764990,
            -6389931,
            -7337802,
            -3714311
        ],
        [
            0.286731,
            0.929871,
            0.1618,
            1.012254,
            0.465813,
            2.014839
        ],
        [
            227,
            113,
            114,
            227,
            113,
            114
        ],
        [
            177,
            84,
            93,
            165,
            78,
            87
        ],
        [
            50,
            29,
            21,
            62,
            35,
            27
        ],
        [
            77.973568,
            74.336283,
            81.578947,
            72.687225,
            69.026549,
            76.315789
        ],
        [
            0.080998,
            0.321027,
            0.036535,
            0.380362,
            0.209018,
            0.625295
        ],
        [
            28861,
            28861,
            16837,
            5364975,
            1361183,
            5364975
        ],
        [
            -1142158,
            -61245,
            -1142158,
            -3780046,
            -3780046,
            -3318219
        ],
        [
            31,
            38,
            24,
            31,
            38,
            24
        ],
        [
            8,
            8,
            8,
            12,
            10,
            14
        ],
        [
            113,
            124,
            97,
            80,
            98,
            57
        ],
        [
            7102,
            4294,
            2808,
            7102,
            4294,
            2808
        ],
        [
            25.128898,
            25.128898,
            25.378898,
            25.128898,
            25.128898,
            25.378898
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574499,
            -577056,
            -575408,
            -481879,
            -578022,
            503941
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7495,
    "evaluation_days": 1873.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1602655200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759287936788,
    "expiration_time": 1764133560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 244,
            "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)