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Trade: SAND/USDT/720/HLC3/RMA/1903

Strategy
SAND/USDT/720/HLC3/RMA/1903
Pair
SAND_USDT
Interval
12h
Score
658554
Daily Profit
0.275109
Profit Factor
3.862671
Profitability
80.000000
Streak
251.386486
Best Strategy
Training Data Length
1878.000000
Evaluation Time
2025-10-05 12:16
Expiration Time
2025-11-30 10:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1218506.8939 7029.3927 -1225536.2867 647799.1415 -16659083.761 17306882.9025
Total P&L (%) -1218.5069 7.0294 -1225.5363 647.7991 -16659.0838 17306.8829
Avg Daily Profit (%) -0.6488 0.0037 -0.6526 0.1072 0 0.2751
Buy And Hold Return (%) 463.491 463.491 463.491 463.491 463.491 463.491
Max Trade Drawdown -1402478 -167257 -1329285 -21041334 -19905125 -3174462
Profit Factor 0.264 1.0333 0.1517 1.0225 0.2691 3.8627
Total Trades 80 40 40 80 40 40
Winning Trades 65 32 33 61 29 32
Losing Trades 15 8 7 19 11 8
Profitability (%) 81.25 80 82.5 76.25 72.5 80
Ratio Avg Win / Avg Loss 0.0609 0.2583 0.0322 0.3185 0.1021 0.9657
Largest Winning Trade 23379 23379 17996 13559526 1319915 13559526
Largest Losing Trade -802938 -80716 -802938 -17290815 -17290815 -2371638
Avg Bars in Trades 45 56 34 45 56 34
Avg Bars in Winners 10 12 9 18 16 19
Avg Bars in Losers 194 232 152 131 160 92
Bars Traded 3624 2254 1370 3624 2254 1370
Profit Streak 86.3865 86.3865 251.3865 86.3865 86.3865 251.3865
Trades During Streak 13 6 10 13 6 10
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -598584 -533719 -575104 -307432 -576337 658554
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3756,
    "evaluation_days": 1878,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1601899200000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759655792406,
    "expiration_time": 1764490176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 105,
            "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": [
        [
            -1218506.8939349626,
            7029.3927229423,
            -1225536.286657905,
            647799.141471061,
            -16659083.761046298,
            17306882.902517356
        ],
        [
            -1218.506894,
            7.029393,
            -1225.536287,
            647.799141,
            -16659.083761,
            17306.882903
        ],
        [
            -0.648832,
            0.003743,
            -0.652575,
            0.107191,
            0,
            0.275109
        ],
        [
            463.490972,
            463.490972,
            463.490972,
            463.490972,
            463.490972,
            463.490972
        ],
        [
            -1402478,
            -167257,
            -1329285,
            -21041334,
            -19905125,
            -3174462
        ],
        [
            0.263991,
            1.033323,
            0.15165,
            1.022462,
            0.269144,
            3.862671
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            65,
            32,
            33,
            61,
            29,
            32
        ],
        [
            15,
            8,
            7,
            19,
            11,
            8
        ],
        [
            81.25,
            80,
            82.5,
            76.25,
            72.5,
            80
        ],
        [
            0.060921,
            0.258331,
            0.032168,
            0.318472,
            0.102089,
            0.965668
        ],
        [
            23379,
            23379,
            17996,
            13559526,
            1319915,
            13559526
        ],
        [
            -802938,
            -80716,
            -802938,
            -17290815,
            -17290815,
            -2371638
        ],
        [
            45,
            56,
            34,
            45,
            56,
            34
        ],
        [
            10,
            12,
            9,
            18,
            16,
            19
        ],
        [
            194,
            232,
            152,
            131,
            160,
            92
        ],
        [
            3624,
            2254,
            1370,
            3624,
            2254,
            1370
        ],
        [
            86.386486,
            86.386486,
            251.386486,
            86.386486,
            86.386486,
            251.386486
        ],
        [
            13,
            6,
            10,
            13,
            6,
            10
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -598584,
            -533719,
            -575104,
            -307432,
            -576337,
            658554
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3756,
    "evaluation_days": 1878,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1601899200000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759655792406,
    "expiration_time": 1764490176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 105,
            "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)