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Trade: SAND/USDT/360/HL2/SSF/7736

Strategy
SAND/USDT/360/HL2/SSF/7736
Pair
SAND_USDT
Interval
6h
Score
509388
Daily Profit
0.253203
Profit Factor
3.035617
Profitability
48.979592
Streak
22.408063
Best Strategy
Training Data Length
1867.250000
Evaluation Time
2025-09-28 00:47
Expiration Time
2025-11-19 14:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1909813.6642 -83431.8426 -1826381.8217 62845.1003 11138851.3097 -11076006.2094
Total P&L (%) -1909.8137 -83.4318 -1826.3818 62.8451 11138.8513 -11076.0062
Avg Daily Profit (%) -1.0228 -0.0447 -0.9781 0.0261 0.2532 0
Buy And Hold Return (%) 268.7873 268.7873 268.7873 268.7873 268.7873 268.7873
Max Trade Drawdown -2095519 -233383 -1922433 -11271643 -2400272 -13219769
Profit Factor 0.2716 0.8096 0.1636 1.0026 3.0356 0.3987
Total Trades 197 98 99 197 98 99
Winning Trades 150 70 80 88 48 40
Losing Trades 47 28 19 109 50 59
Profitability (%) 76.1421 71.4286 80.8081 44.6701 48.9796 40.404
Ratio Avg Win / Avg Loss 0.0851 0.3239 0.0389 1.2419 3.1621 0.5881
Largest Winning Trade 33778 33778 21007 5653973 5653973 3339655
Largest Losing Trade -1190107 -61444 -1190107 -7585729 -1540307 -7585729
Avg Bars in Trades 37 42 32 37 42 32
Avg Bars in Winners 14 12 15 54 65 40
Avg Bars in Losers 110 116 101 23 19 26
Bars Traded 7301 4121 3180 7301 4121 3180
Profit Streak 22.1581 22.4081 22.1581 22.1581 22.4081 22.1581
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575313 -577467 -576274 -541391 509388 -584251
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7469,
    "evaluation_days": 1867.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1597406400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759009656651,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 223,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            -1909813.664232617,
            -83431.8425767582,
            -1826381.821655858,
            62845.1003431731,
            11138851.309732232,
            -11076006.209389064
        ],
        [
            -1909.813664,
            -83.431843,
            -1826.381822,
            62.8451,
            11138.85131,
            -11076.006209
        ],
        [
            -1.022795,
            -0.044682,
            -0.978113,
            0.026118,
            0.253203,
            0
        ],
        [
            268.787316,
            268.787316,
            268.787316,
            268.787316,
            268.787316,
            268.787316
        ],
        [
            -2095519,
            -233383,
            -1922433,
            -11271643,
            -2400272,
            -13219769
        ],
        [
            0.271618,
            0.809634,
            0.163639,
            1.00263,
            3.035617,
            0.398741
        ],
        [
            197,
            98,
            99,
            197,
            98,
            99
        ],
        [
            150,
            70,
            80,
            88,
            48,
            40
        ],
        [
            47,
            28,
            19,
            109,
            50,
            59
        ],
        [
            76.142132,
            71.428571,
            80.808081,
            44.670051,
            48.979592,
            40.40404
        ],
        [
            0.085107,
            0.323853,
            0.038864,
            1.241894,
            3.162101,
            0.588143
        ],
        [
            33778,
            33778,
            21007,
            5653973,
            5653973,
            3339655
        ],
        [
            -1190107,
            -61444,
            -1190107,
            -7585729,
            -1540307,
            -7585729
        ],
        [
            37,
            42,
            32,
            37,
            42,
            32
        ],
        [
            14,
            12,
            15,
            54,
            65,
            40
        ],
        [
            110,
            116,
            101,
            23,
            19,
            26
        ],
        [
            7301,
            4121,
            3180,
            7301,
            4121,
            3180
        ],
        [
            22.158063,
            22.408063,
            22.158063,
            22.158063,
            22.408063,
            22.158063
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575313,
            -577467,
            -576274,
            -541391,
            509388,
            -584251
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7469,
    "evaluation_days": 1867.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1597406400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759009656651,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 223,
            "offset": 0,
            "poles": 3
        }
    }
}

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)