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Trade: SAND/USDT/360/KCB/MIDPRICE/8253

Strategy
SAND/USDT/360/KCB/MIDPRICE/8253
Pair
SAND_USDT
Interval
6h
Score
695568
Daily Profit
0.910852
Profit Factor
8.393891
Profitability
47.222222
Streak
137.665490
Best Strategy
Training Data Length
1871.750000
Evaluation Time
2025-09-29 06:58
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 1810676.8787 1704886.7986 105790.08 5911628.5522 6890234.644 -978606.0919
Total P&L (%) 1810.6769 1704.8868 105.7901 5911.6286 6890.2346 -978.6061
Avg Daily Profit (%) 0.9674 0.9109 0.0565 0.2191 0.2272 0
Buy And Hold Return (%) 441.7671 441.7671 441.7671 441.7671 441.7671 441.7671
Max Trade Drawdown -128827 -143736 -58706 -12124902 -12606702 -6414833
Profit Factor 5.2287 8.3939 1.5354 1.2064 1.4409 0.9248
Total Trades 73 36 37 73 36 37
Winning Trades 39 17 22 39 17 22
Losing Trades 34 19 15 34 19 15
Profitability (%) 53.4247 47.2222 59.4595 53.4247 47.2222 59.4595
Ratio Avg Win / Avg Loss 4.5584 9.3814 1.0468 1.0517 1.6105 0.6306
Largest Winning Trade 1473249 1473249 46047 9437228 9437228 1850659
Largest Losing Trade -46058 -31133 -46058 -4547556 -3474264 -4547556
Avg Bars in Trades 95 149 42 95 149 42
Avg Bars in Winners 109 188 47 109 188 47
Avg Bars in Losers 80 114 36 80 114 36
Bars Traded 6985 5395 1590 6985 5395 1590
Profit Streak 137.6655 137.6655 138.1655 137.6655 137.6655 138.1655
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -55001 695568 -279120 -66427 367356 -578195
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": 1602460800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759118298320,
    "expiration_time": 1763955576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 213,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 235,
            "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": [
        [
            1810676.8786502795,
            1704886.7986438605,
            105790.0800064191,
            5911628.552186978,
            6890234.644044397,
            -978606.0918574205
        ],
        [
            1810.676879,
            1704.886799,
            105.79008,
            5911.628552,
            6890.234644,
            -978.606092
        ],
        [
            0.967371,
            0.910852,
            0.056519,
            0.219087,
            0.227163,
            0
        ],
        [
            441.767068,
            441.767068,
            441.767068,
            441.767068,
            441.767068,
            441.767068
        ],
        [
            -128827,
            -143736,
            -58706,
            -12124902,
            -12606702,
            -6414833
        ],
        [
            5.228699,
            8.393891,
            1.535355,
            1.20639,
            1.440937,
            0.924819
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            39,
            17,
            22,
            39,
            17,
            22
        ],
        [
            34,
            19,
            15,
            34,
            19,
            15
        ],
        [
            53.424658,
            47.222222,
            59.459459,
            53.424658,
            47.222222,
            59.459459
        ],
        [
            4.558353,
            9.381407,
            1.046833,
            1.051725,
            1.610459,
            0.630558
        ],
        [
            1473249,
            1473249,
            46047,
            9437228,
            9437228,
            1850659
        ],
        [
            -46058,
            -31133,
            -46058,
            -4547556,
            -3474264,
            -4547556
        ],
        [
            95,
            149,
            42,
            95,
            149,
            42
        ],
        [
            109,
            188,
            47,
            109,
            188,
            47
        ],
        [
            80,
            114,
            36,
            80,
            114,
            36
        ],
        [
            6985,
            5395,
            1590,
            6985,
            5395,
            1590
        ],
        [
            137.66549,
            137.66549,
            138.16549,
            137.66549,
            137.66549,
            138.16549
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -55001,
            695568,
            -279120,
            -66427,
            367356,
            -578195
        ]
    ]
}
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": 1602460800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759118298320,
    "expiration_time": 1763955576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 213,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 235,
            "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)