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Trade: SAND/USDT/720/LINREG/DCM/3327

Strategy
SAND/USDT/720/LINREG/DCM/3327
Pair
SAND_USDT
Interval
12h
Score
516434
Daily Profit
1.017702
Profit Factor
6.313364
Profitability
38.888889
Streak
0.000000
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-26 12:14
Expiration Time
2025-11-19 14:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1972375.7188 1900559.1306 71816.5881 2942106.3345 -3654047.0013 6596153.3359
Total P&L (%) 1972.3757 1900.5591 71.8166 2942.1063 -3654.047 6596.1533
Avg Daily Profit (%) 1.0562 1.0177 0.0385 0.183 0 0.2254
Buy And Hold Return (%) 659.1213 659.1213 659.1213 659.1213 659.1213 659.1213
Max Trade Drawdown -124225 -163387 -38896 -13803152 -18112528 -1852415
Profit Factor 4.5496 6.3134 1.3628 1.0891 0.8629 2.0349
Total Trades 72 36 36 72 36 36
Winning Trades 30 14 16 30 14 16
Losing Trades 42 22 20 42 22 20
Profitability (%) 41.6667 38.8889 44.4444 41.6667 38.8889 44.4444
Ratio Avg Win / Avg Loss 6.3694 9.921 1.7035 1.5247 1.356 2.5437
Largest Winning Trade 1237113 1237113 50577 12265208 12265208 2226679
Largest Losing Trade -42835 -38772 -42835 -5636702 -5636702 -1101375
Avg Bars in Trades 49 60 37 49 60 37
Avg Bars in Winners 64 65 63 64 65 63
Avg Bars in Losers 38 57 17 38 57 17
Bars Traded 3556 2190 1366 3556 2190 1366
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 -69283 516434 -307893 -202367 -583434 358546

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3735,
    "evaluation_days": 1867.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1604750400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758878073418,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 27,
            "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": [
        [
            1972375.7187666427,
            1900559.1306436926,
            71816.5881229496,
            2942106.3345439886,
            -3654047.0013218536,
            6596153.335865839
        ],
        [
            1972.375719,
            1900.559131,
            71.816588,
            2942.106335,
            -3654.047001,
            6596.153336
        ],
        [
            1.056158,
            1.017702,
            0.038456,
            0.183039,
            0,
            0.225374
        ],
        [
            659.121278,
            659.121278,
            659.121278,
            659.121278,
            659.121278,
            659.121278
        ],
        [
            -124225,
            -163387,
            -38896,
            -13803152,
            -18112528,
            -1852415
        ],
        [
            4.549593,
            6.313364,
            1.362768,
            1.089077,
            0.862914,
            2.034921
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            30,
            14,
            16,
            30,
            14,
            16
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            41.666667,
            38.888889,
            44.444444,
            41.666667,
            38.888889,
            44.444444
        ],
        [
            6.369431,
            9.921001,
            1.70346,
            1.524708,
            1.356007,
            2.543652
        ],
        [
            1237113,
            1237113,
            50577,
            12265208,
            12265208,
            2226679
        ],
        [
            -42835,
            -38772,
            -42835,
            -5636702,
            -5636702,
            -1101375
        ],
        [
            49,
            60,
            37,
            49,
            60,
            37
        ],
        [
            64,
            65,
            63,
            64,
            65,
            63
        ],
        [
            38,
            57,
            17,
            38,
            57,
            17
        ],
        [
            3556,
            2190,
            1366,
            3556,
            2190,
            1366
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -69283,
            516434,
            -307893,
            -202367,
            -583434,
            358546
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3735,
    "evaluation_days": 1867.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1604750400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758878073418,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 27,
            "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)