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Trade: SAND/USDT/720/SMA/LINREG/5521

Strategy
SAND/USDT/720/SMA/LINREG/5521
Pair
SAND_USDT
Interval
12h
Score
327381
Daily Profit
0.470597
Profit Factor
1.758213
Profitability
38.328530
Streak
29.004248
Best Strategy
Training Data Length
1878.500000
Evaluation Time
2025-10-06 03:06
Expiration Time
2025-11-30 22:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 884016.8105 822667.3946 61349.4159 2062450.8257 496646.3692 1565804.4565
Total P&L (%) 884.0168 822.6674 61.3494 2062.4508 496.6464 1565.8045
Avg Daily Profit (%) 0.4706 0.4379 0.0327 0.1638 0.0951 0.1499
Buy And Hold Return (%) 299.0072 299.0072 299.0072 299.0072 299.0072 299.0072
Max Trade Drawdown -106816 -85437 -169676 -3695736 -3003877 -2061964
Profit Factor 1.7582 2.5153 1.0985 1.1689 1.076 1.2759
Total Trades 347 173 174 347 173 174
Winning Trades 133 55 78 133 55 78
Losing Trades 214 118 96 214 118 96
Profitability (%) 38.3285 31.7919 44.8276 38.3285 31.7919 44.8276
Ratio Avg Win / Avg Loss 2.829 5.3966 1.352 1.8807 2.3084 1.5703
Largest Winning Trade 327632 327632 51903 2953257 2953257 1270395
Largest Losing Trade -29658 -24395 -29658 -840427 -576660 -840427
Avg Bars in Trades 10 9 11 10 9 11
Avg Bars in Winners 17 15 19 17 15 19
Avg Bars in Losers 6 6 6 6 6 6
Bars Traded 3712 1629 2083 3712 1629 2083
Profit Streak 29.0042 29.5042 29.0042 29.0042 29.5042 29.0042
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 327381 202378 -428087 -27446 -216880 232197
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3757,
    "evaluation_days": 1878.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598745600000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759709167077,
    "expiration_time": 1764534672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 2,
            "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": [
        [
            884016.8105160986,
            822667.3946319157,
            61349.4158841835,
            2062450.825671154,
            496646.3691871354,
            1565804.4564840186
        ],
        [
            884.016811,
            822.667395,
            61.349416,
            2062.450826,
            496.646369,
            1565.804456
        ],
        [
            0.470597,
            0.437938,
            0.032659,
            0.163766,
            0.095129,
            0.149854
        ],
        [
            299.007199,
            299.007199,
            299.007199,
            299.007199,
            299.007199,
            299.007199
        ],
        [
            -106816,
            -85437,
            -169676,
            -3695736,
            -3003877,
            -2061964
        ],
        [
            1.758213,
            2.515347,
            1.098469,
            1.168864,
            1.075968,
            1.275857
        ],
        [
            347,
            173,
            174,
            347,
            173,
            174
        ],
        [
            133,
            55,
            78,
            133,
            55,
            78
        ],
        [
            214,
            118,
            96,
            214,
            118,
            96
        ],
        [
            38.32853,
            31.791908,
            44.827586,
            38.32853,
            31.791908,
            44.827586
        ],
        [
            2.829005,
            5.396563,
            1.351962,
            1.880728,
            2.308441,
            1.570286
        ],
        [
            327632,
            327632,
            51903,
            2953257,
            2953257,
            1270395
        ],
        [
            -29658,
            -24395,
            -29658,
            -840427,
            -576660,
            -840427
        ],
        [
            10,
            9,
            11,
            10,
            9,
            11
        ],
        [
            17,
            15,
            19,
            17,
            15,
            19
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            3712,
            1629,
            2083,
            3712,
            1629,
            2083
        ],
        [
            29.004248,
            29.504248,
            29.004248,
            29.004249,
            29.504249,
            29.004249
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            327381,
            202378,
            -428087,
            -27446,
            -216880,
            232197
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3757,
    "evaluation_days": 1878.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598745600000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759709167077,
    "expiration_time": 1764534672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 2,
            "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)