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Trade: SAND/USDT/360/SSF/HILO/2691

Strategy
SAND/USDT/360/SSF/HILO/2691
Pair
SAND_USDT
Interval
6h
Score
532815
Daily Profit
0.676400
Profit Factor
2.624728
Profitability
50.318471
Streak
0.000000
Best Strategy
Training Data Length
1867.250000
Evaluation Time
2025-09-25 14:04
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 1263008.6785 1187635.9252 75372.7534 2794985.0796 764760.0527 2030225.0269
Total P&L (%) 1263.0087 1187.6359 75.3728 2794.9851 764.7601 2030.225
Avg Daily Profit (%) 0.6764 0.636 0.0404 0.1804 0.1156 0.1639
Buy And Hold Return (%) 431.9846 431.9846 431.9846 431.9846 431.9846 431.9846
Max Trade Drawdown -118289 -102183 -117608 -4188801 -3757622 -2096832
Profit Factor 2.6247 3.847 1.2092 1.1257 1.0592 1.2183
Total Trades 157 79 78 157 79 78
Winning Trades 79 36 43 79 36 43
Losing Trades 78 43 35 78 43 35
Profitability (%) 50.3185 45.5696 55.1282 50.3185 45.5696 55.1282
Ratio Avg Win / Avg Loss 2.5915 4.595 0.9843 1.1115 1.2651 0.9916
Largest Winning Trade 557343 557343 56775 4125737 4125737 1966017
Largest Losing Trade -46411 -31476 -46411 -1359370 -1034648 -1359370
Avg Bars in Trades 46 41 52 46 41 52
Avg Bars in Winners 58 50 65 58 50 65
Avg Bars in Losers 34 33 36 34 33 36
Bars Traded 7344 3249 4095 7344 3249 4095
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 532815 -13301 -340693 -73834 -230818 -29746

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": 1597881600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758798264888,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 165,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            1263008.6785014444,
            1187635.9251500242,
            75372.7533514206,
            2794985.0796091994,
            764760.0526991605,
            2030225.0269100368
        ],
        [
            1263.008679,
            1187.635925,
            75.372753,
            2794.98508,
            764.760053,
            2030.225027
        ],
        [
            0.6764,
            0.636035,
            0.040366,
            0.180404,
            0.115599,
            0.163948
        ],
        [
            431.984586,
            431.984586,
            431.984586,
            431.984586,
            431.984586,
            431.984586
        ],
        [
            -118289,
            -102183,
            -117608,
            -4188801,
            -3757622,
            -2096832
        ],
        [
            2.624728,
            3.847012,
            1.209244,
            1.125738,
            1.059152,
            1.218308
        ],
        [
            157,
            79,
            78,
            157,
            79,
            78
        ],
        [
            79,
            36,
            43,
            79,
            36,
            43
        ],
        [
            78,
            43,
            35,
            78,
            43,
            35
        ],
        [
            50.318471,
            45.56962,
            55.128205,
            50.318471,
            45.56962,
            55.128205
        ],
        [
            2.591503,
            4.595042,
            0.984268,
            1.111489,
            1.265098,
            0.991646
        ],
        [
            557343,
            557343,
            56775,
            4125737,
            4125737,
            1966017
        ],
        [
            -46411,
            -31476,
            -46411,
            -1359370,
            -1034648,
            -1359370
        ],
        [
            46,
            41,
            52,
            46,
            41,
            52
        ],
        [
            58,
            50,
            65,
            58,
            50,
            65
        ],
        [
            34,
            33,
            36,
            34,
            33,
            36
        ],
        [
            7344,
            3249,
            4095,
            7344,
            3249,
            4095
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            532815,
            -13301,
            -340693,
            -73834,
            -230818,
            -29746
        ]
    ]
}
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": 1597881600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758798264888,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 165,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)