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Trade: SAND/USDT/720/SSF/MIDPRICE/8642

Strategy
SAND/USDT/720/SSF/MIDPRICE/8642
Pair
SAND_USDT
Interval
12h
Score
621651
Daily Profit
0.910102
Profit Factor
3.797642
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1872.500000
Evaluation Time
2025-09-29 16:49
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 1704165.1759 1633400.8091 70764.3668 3057331.9155 -129757.926 3187089.8415
Total P&L (%) 1704.1652 1633.4008 70.7644 3057.3319 -129.7579 3187.0898
Avg Daily Profit (%) 0.9101 0.8723 0.0378 0.1845 0 0.1867
Buy And Hold Return (%) 581.5381 581.5381 581.5381 581.5381 581.5381 581.5381
Max Trade Drawdown -156354 -120428 -86435 -5312884 -4165408 -1890786
Profit Factor 3.7976 6.5608 1.2244 1.203 0.9852 1.5043
Total Trades 100 50 50 100 50 50
Winning Trades 50 23 27 50 23 27
Losing Trades 50 27 23 50 27 23
Profitability (%) 50 46 54 50 46 54
Ratio Avg Win / Avg Loss 3.7976 7.7018 1.043 1.203 1.1565 1.2815
Largest Winning Trade 886906 886906 58330 2333521 2333521 1331110
Largest Losing Trade -52718 -38070 -52718 -1912761 -1912761 -952717
Avg Bars in Trades 36 39 33 36 39 33
Avg Bars in Winners 48 57 41 48 57 41
Avg Bars in Losers 23 24 23 23 24 23
Bars Traded 3629 1977 1652 3629 1977 1652
Profit Streak 0 105.076 0 0 105.076 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 621651 -162177 -488111 234034 -759764 -171293
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": 1599480000000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759153767086,
    "expiration_time": 1764000720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 164,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 49,
            "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": [
        [
            1704165.1759081986,
            1633400.8090655052,
            70764.366842694,
            3057331.915547318,
            -129757.9259772651,
            3187089.8415245833
        ],
        [
            1704.165176,
            1633.400809,
            70.764367,
            3057.331916,
            -129.757926,
            3187.089842
        ],
        [
            0.910102,
            0.87231,
            0.037791,
            0.184539,
            0,
            0.186694
        ],
        [
            581.538146,
            581.538146,
            581.538146,
            581.538146,
            581.538146,
            581.538146
        ],
        [
            -156354,
            -120428,
            -86435,
            -5312884,
            -4165408,
            -1890786
        ],
        [
            3.797642,
            6.560751,
            1.22436,
            1.202968,
            0.98516,
            1.504316
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            50,
            23,
            27,
            50,
            23,
            27
        ],
        [
            50,
            27,
            23,
            50,
            27,
            23
        ],
        [
            50,
            46,
            54,
            50,
            46,
            54
        ],
        [
            3.797642,
            7.701751,
            1.042973,
            1.202968,
            1.156492,
            1.281454
        ],
        [
            886906,
            886906,
            58330,
            2333521,
            2333521,
            1331110
        ],
        [
            -52718,
            -38070,
            -52718,
            -1912761,
            -1912761,
            -952717
        ],
        [
            36,
            39,
            33,
            36,
            39,
            33
        ],
        [
            48,
            57,
            41,
            48,
            57,
            41
        ],
        [
            23,
            24,
            23,
            23,
            24,
            23
        ],
        [
            3629,
            1977,
            1652,
            3629,
            1977,
            1652
        ],
        [
            0,
            105.076008,
            0,
            0,
            105.076008,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            621651,
            -162177,
            -488111,
            234034,
            -759764,
            -171293
        ]
    ]
}
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": 1599480000000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759153767086,
    "expiration_time": 1764000720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 164,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 49,
            "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)