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Trade: SAND/USDT/720/SSF/BBU/6014

Strategy
SAND/USDT/720/SSF/BBU/6014
Pair
SAND_USDT
Interval
12h
Score
552774
Daily Profit
0.849179
Profit Factor
3.878362
Profitability
43.478261
Streak
0.000000
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-26 23:37
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 1585842.4975 1502537.5874 83304.9101 3315447.1779 -160290.1716 3475737.3495
Total P&L (%) 1585.8425 1502.5376 83.3049 3315.4472 -160.2902 3475.7373
Avg Daily Profit (%) 0.8492 0.8046 0.0446 0.1892 0 0.1917
Buy And Hold Return (%) 434.7563 434.7563 434.7563 434.7563 434.7563 434.7563
Max Trade Drawdown -185823 -174002 -73881 -6520360 -7299056 -3073101
Profit Factor 3.8784 5.8795 1.3428 1.1831 0.985 1.4682
Total Trades 92 46 46 92 46 46
Winning Trades 40 18 22 40 18 22
Losing Trades 52 28 24 52 28 24
Profitability (%) 43.4783 39.1304 47.8261 43.4783 39.1304 47.8261
Ratio Avg Win / Avg Loss 5.0419 9.1459 1.4649 1.538 1.5322 1.6016
Largest Winning Trade 999839 999839 40322 4669586 4669586 1831192
Largest Losing Trade -34975 -34975 -28602 -2407896 -2407896 -1394657
Avg Bars in Trades 38 42 35 38 42 35
Avg Bars in Winners 54 65 45 54 65 45
Avg Bars in Losers 26 28 25 26 28 25
Bars Traded 3569 1956 1613 3569 1956 1613
Profit Streak 0 162.8596 0 0 162.8596 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 552774 551849 -299533 -12374 -581575 339038

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": 1597752000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758919068917,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 217,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 9,
            "offset": 0,
            "std": 3.45944
        }
    }
}
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": [
        [
            1585842.4974559438,
            1502537.5873521692,
            83304.9101037745,
            3315447.1778872083,
            -160290.1716113605,
            3475737.3494985704
        ],
        [
            1585.842497,
            1502.537587,
            83.30491,
            3315.447178,
            -160.290172,
            3475.737349
        ],
        [
            0.849179,
            0.804572,
            0.044608,
            0.189249,
            0,
            0.19171
        ],
        [
            434.756251,
            434.756251,
            434.756251,
            434.756251,
            434.756251,
            434.756251
        ],
        [
            -185823,
            -174002,
            -73881,
            -6520360,
            -7299056,
            -3073101
        ],
        [
            3.878362,
            5.879487,
            1.342785,
            1.183079,
            0.984999,
            1.468172
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            40,
            18,
            22,
            40,
            18,
            22
        ],
        [
            52,
            28,
            24,
            52,
            28,
            24
        ],
        [
            43.478261,
            39.130435,
            47.826087,
            43.478261,
            39.130435,
            47.826087
        ],
        [
            5.04187,
            9.145868,
            1.464856,
            1.538003,
            1.532221,
            1.601642
        ],
        [
            999839,
            999839,
            40322,
            4669586,
            4669586,
            1831192
        ],
        [
            -34975,
            -34975,
            -28602,
            -2407896,
            -2407896,
            -1394657
        ],
        [
            38,
            42,
            35,
            38,
            42,
            35
        ],
        [
            54,
            65,
            45,
            54,
            65,
            45
        ],
        [
            26,
            28,
            25,
            26,
            28,
            25
        ],
        [
            3569,
            1956,
            1613,
            3569,
            1956,
            1613
        ],
        [
            0,
            162.859594,
            0,
            0,
            162.859594,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            552774,
            551849,
            -299533,
            -12374,
            -581575,
            339038
        ]
    ]
}
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": 1597752000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758919068917,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 217,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 9,
            "offset": 0,
            "std": 3.45944
        }
    }
}

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)