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Trade: SAND/USDT/360/KCB/MIDPOINT/5072

Strategy
SAND/USDT/360/KCB/MIDPOINT/5072
Pair
SAND_USDT
Interval
6h
Score
503560
Daily Profit
0.951489
Profit Factor
3.214651
Profitability
42.718447
Streak
0.000000
Best Strategy
Training Data Length
1871.750000
Evaluation Time
2025-09-29 07:11
Expiration Time
2025-11-24 05:39

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1780949.9931 1850736.9899 -69786.9968 -218176.935 281189.41 -499366.345
Total P&L (%) 1780.95 1850.737 -69.787 -218.1769 281.1894 -499.3663
Avg Daily Profit (%) 0.9515 0.9888 -0.0373 0 0.0715 0
Buy And Hold Return (%) 549.4007 549.4007 549.4007 549.4007 549.4007 549.4007
Max Trade Drawdown -273082 -124775 -192718 -1761869 -1212118 -602967
Profit Factor 3.2147 5.4194 0.8189 0.9066 1.1889 0.4116
Total Trades 103 51 52 103 51 52
Winning Trades 44 23 21 52 25 27
Losing Trades 59 28 31 51 26 25
Profitability (%) 42.7184 45.098 40.3846 50.4854 49.0196 51.9231
Ratio Avg Win / Avg Loss 4.3106 6.5975 1.2089 0.8892 1.2365 0.3811
Largest Winning Trade 1733210 1733210 36703 1325305 1325305 69151
Largest Losing Trade -115160 -34836 -115160 -408483 -408483 -331634
Avg Bars in Trades 69 87 51 69 87 51
Avg Bars in Winners 92 115 68 57 78 38
Avg Bars in Losers 52 65 40 82 97 66
Bars Traded 7185 4485 2700 7185 4485 2700
Profit Streak 0 64.6747 0 20.9247 0 58.9247
Trades During Streak 0 1 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 503560 -162753 -762905 -579888 -456372 -760023
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7487,
    "evaluation_days": 1871.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1601380800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759119090770,
    "expiration_time": 1763955576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 185,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 154,
            "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": [
        [
            1780949.9930815934,
            1850736.9898691901,
            -69786.9967875973,
            -218176.9349993768,
            281189.4099679767,
            -499366.3449673532
        ],
        [
            1780.949993,
            1850.73699,
            -69.786997,
            -218.176935,
            281.18941,
            -499.366345
        ],
        [
            0.951489,
            0.988774,
            -0.037284,
            0,
            0.071516,
            0
        ],
        [
            549.400664,
            549.400664,
            549.400664,
            549.400664,
            549.400664,
            549.400664
        ],
        [
            -273082,
            -124775,
            -192718,
            -1761869,
            -1212118,
            -602967
        ],
        [
            3.214651,
            5.419373,
            0.818918,
            0.906643,
            1.188928,
            0.411599
        ],
        [
            103,
            51,
            52,
            103,
            51,
            52
        ],
        [
            44,
            23,
            21,
            52,
            25,
            27
        ],
        [
            59,
            28,
            31,
            51,
            26,
            25
        ],
        [
            42.718447,
            45.098039,
            40.384615,
            50.485437,
            49.019608,
            51.923077
        ],
        [
            4.310554,
            6.597498,
            1.208879,
            0.889208,
            1.236485,
            0.381111
        ],
        [
            1733210,
            1733210,
            36703,
            1325305,
            1325305,
            69151
        ],
        [
            -115160,
            -34836,
            -115160,
            -408483,
            -408483,
            -331634
        ],
        [
            69,
            87,
            51,
            69,
            87,
            51
        ],
        [
            92,
            115,
            68,
            57,
            78,
            38
        ],
        [
            52,
            65,
            40,
            82,
            97,
            66
        ],
        [
            7185,
            4485,
            2700,
            7185,
            4485,
            2700
        ],
        [
            0,
            64.674662,
            0,
            20.924662,
            0,
            58.924662
        ],
        [
            0,
            1,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            503560,
            -162753,
            -762905,
            -579888,
            -456372,
            -760023
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7487,
    "evaluation_days": 1871.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1601380800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759119090770,
    "expiration_time": 1763955576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 185,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 154,
            "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)