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Trade: SAND/USDT/720/LINREG/HL2/4767

Strategy
SAND/USDT/720/LINREG/HL2/4767
Pair
SAND_USDT
Interval
12h
Score
304823
Daily Profit
0.806427
Profit Factor
3.297581
Profitability
32.679739
Streak
0.000000
Best Strategy
Training Data Length
1872.500000
Evaluation Time
2025-09-30 02:54
Expiration Time
2025-11-24 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1510034.3596 1349282.6083 160751.7513 25142729.2617 6438637.1445 18704092.1172
Total P&L (%) 1510.0344 1349.2826 160.7518 25142.7293 6438.6371 18704.0921
Avg Daily Profit (%) 0.8064 0.7206 0.0858 0.2958 0.2235 0.2801
Buy And Hold Return (%) 677.0026 677.0026 677.0026 677.0026 677.0026 677.0026
Max Trade Drawdown -95724 -81018 -57444 -47561435 -35777826 -15765912
Profit Factor 3.2976 4.6395 1.5611 1.1874 1.0813 1.3404
Total Trades 153 77 76 153 77 76
Winning Trades 50 22 28 50 22 28
Losing Trades 103 55 48 103 55 48
Profitability (%) 32.6797 28.5714 36.8421 32.6797 28.5714 36.8421
Ratio Avg Win / Avg Loss 6.793 11.5987 2.6762 2.446 2.7031 2.2979
Largest Winning Trade 549440 549440 50698 36032677 36032677 21722578
Largest Losing Trade -28497 -28497 -21544 -9455915 -9455915 -4634472
Avg Bars in Trades 23 25 21 23 25 21
Avg Bars in Winners 48 49 47 48 49 47
Avg Bars in Losers 11 15 6 11 15 6
Bars Traded 3562 1940 1621 3562 1940 1621
Profit Streak 0 0 37.9964 0 0 37.9964
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 304823 -42672 -295080 -10097 -177546 -43588
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3745,
    "evaluation_days": 1872.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1603843200000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759190090955,
    "expiration_time": 1764000720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "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": [
        [
            1510034.3596108058,
            1349282.6083180518,
            160751.7512927541,
            25142729.26170634,
            6438637.144494729,
            18704092.117211618
        ],
        [
            1510.03436,
            1349.282608,
            160.751751,
            25142.729262,
            6438.637144,
            18704.092117
        ],
        [
            0.806427,
            0.720578,
            0.085849,
            0.295824,
            0.223497,
            0.280053
        ],
        [
            677.002576,
            677.002576,
            677.002576,
            677.002576,
            677.002576,
            677.002576
        ],
        [
            -95724,
            -81018,
            -57444,
            -47561435,
            -35777826,
            -15765912
        ],
        [
            3.297581,
            4.639482,
            1.561102,
            1.18738,
            1.08126,
            1.340416
        ],
        [
            153,
            77,
            76,
            153,
            77,
            76
        ],
        [
            50,
            22,
            28,
            50,
            22,
            28
        ],
        [
            103,
            55,
            48,
            103,
            55,
            48
        ],
        [
            32.679739,
            28.571429,
            36.842105,
            32.679739,
            28.571429,
            36.842105
        ],
        [
            6.793016,
            11.598705,
            2.676174,
            2.446004,
            2.703149,
            2.297856
        ],
        [
            549440,
            549440,
            50698,
            36032677,
            36032677,
            21722578
        ],
        [
            -28497,
            -28497,
            -21544,
            -9455915,
            -9455915,
            -4634472
        ],
        [
            23,
            25,
            21,
            23,
            25,
            21
        ],
        [
            48,
            49,
            47,
            48,
            49,
            47
        ],
        [
            11,
            15,
            6,
            11,
            15,
            6
        ],
        [
            3562,
            1940,
            1621,
            3562,
            1940,
            1621
        ],
        [
            0,
            0,
            37.996423,
            0,
            0,
            37.996423
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304823,
            -42672,
            -295080,
            -10097,
            -177546,
            -43588
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3745,
    "evaluation_days": 1872.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1603843200000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759190090955,
    "expiration_time": 1764000720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "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)