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Trade: SAND/USDT/720/SSF/LINREG/3860

Strategy
SAND/USDT/720/SSF/LINREG/3860
Pair
SAND_USDT
Interval
12h
Score
684033
Daily Profit
0.280797
Profit Factor
5.356954
Profitability
56.410256
Streak
84.909289
Best Strategy
Training Data Length
1875.500000
Evaluation Time
2025-10-03 00:49
Expiration Time
2025-11-27 20:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2138555.8949 -110915.0119 -2027640.883 1647906.0421 19128143.0632 -17480237.0211
Total P&L (%) -2138.5559 -110.915 -2027.6409 1647.906 19128.1431 -17480.237
Avg Daily Profit (%) -1.1403 -0.0591 -1.0811 0.1527 0.2808 0
Buy And Hold Return (%) 664.1285 664.1285 664.1285 664.1285 664.1285 664.1285
Max Trade Drawdown -2215546 -177752 -2057583 -23520687 -1429111 -34594225
Profit Factor 0.2021 0.6389 0.1456 1.0368 5.357 0.5669
Total Trades 79 39 40 79 39 40
Winning Trades 49 23 26 39 22 17
Losing Trades 30 16 14 40 17 23
Profitability (%) 62.0253 58.9744 65 49.3671 56.4103 42.5
Ratio Avg Win / Avg Loss 0.1237 0.4445 0.0784 1.0634 4.1395 0.767
Largest Winning Trade 47160 44478 47160 9957630 8580461 9957630
Largest Losing Trade -1272793 -52898 -1272793 -18209875 -1039444 -18209875
Avg Bars in Trades 45 41 48 45 41 48
Avg Bars in Winners 27 21 33 47 51 41
Avg Bars in Losers 73 69 78 42 27 54
Bars Traded 3559 1600 1959 3559 1600 1959
Profit Streak 47.4093 84.9093 47.4093 47.4093 84.9093 47.4093
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -608730 -578229 -577816 -206103 684033 -582677
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3751,
    "evaluation_days": 1875.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1604664000000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759441762604,
    "expiration_time": 1764267696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 11,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 169,
            "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": [
        [
            -2138555.894903876,
            -110915.0118891332,
            -2027640.8830147428,
            1647906.0421364962,
            19128143.063196592,
            -17480237.021060117
        ],
        [
            -2138.555895,
            -110.915012,
            -2027.640883,
            1647.906042,
            19128.143063,
            -17480.237021
        ],
        [
            -1.140259,
            -0.059139,
            -1.08112,
            0.152663,
            0.280797,
            0
        ],
        [
            664.128487,
            664.128487,
            664.128487,
            664.128487,
            664.128487,
            664.128487
        ],
        [
            -2215546,
            -177752,
            -2057583,
            -23520687,
            -1429111,
            -34594225
        ],
        [
            0.202121,
            0.638942,
            0.145575,
            1.036824,
            5.356954,
            0.566905
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            49,
            23,
            26,
            39,
            22,
            17
        ],
        [
            30,
            16,
            14,
            40,
            17,
            23
        ],
        [
            62.025316,
            58.974359,
            65,
            49.367089,
            56.410256,
            42.5
        ],
        [
            0.123747,
            0.444481,
            0.078387,
            1.063409,
            4.139465,
            0.766989
        ],
        [
            47160,
            44478,
            47160,
            9957630,
            8580461,
            9957630
        ],
        [
            -1272793,
            -52898,
            -1272793,
            -18209875,
            -1039444,
            -18209875
        ],
        [
            45,
            41,
            48,
            45,
            41,
            48
        ],
        [
            27,
            21,
            33,
            47,
            51,
            41
        ],
        [
            73,
            69,
            78,
            42,
            27,
            54
        ],
        [
            3559,
            1600,
            1959,
            3559,
            1600,
            1959
        ],
        [
            47.409289,
            84.909289,
            47.409289,
            47.409289,
            84.909289,
            47.409289
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -608730,
            -578229,
            -577816,
            -206103,
            684033,
            -582677
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3751,
    "evaluation_days": 1875.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1604664000000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759441762604,
    "expiration_time": 1764267696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 11,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 169,
            "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)