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Trade: SAND/USDT/120/KCL/SWMA/4966

Strategy
SAND/USDT/120/KCL/SWMA/4966
Pair
SAND_USDT
Interval
2h
Score
644309
Daily Profit
1.186003
Profit Factor
3.991449
Profitability
40.993789
Streak
0.000000
Best Strategy
Training Data Length
1876.330000
Evaluation Time
2025-10-04 09:29
Expiration Time
2025-12-10 21:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2225332.8292 2108770.2701 116562.5591 9267727.7803 1030231.3039 8237496.4763
Total P&L (%) 2225.3328 2108.7703 116.5626 9267.7278 1030.2313 8237.4965
Avg Daily Profit (%) 1.186 1.1239 0.0621 0.2422 0.1293 0.236
Buy And Hold Return (%) 314.683 314.683 314.683 314.683 314.683 314.683
Max Trade Drawdown -102188 -97233 -54176 -26016269 -18747595 -12599845
Profit Factor 3.9914 5.8789 1.374 1.0824 1.0157 1.1759
Total Trades 161 80 81 161 80 81
Winning Trades 66 28 38 66 28 38
Losing Trades 95 52 43 95 52 43
Profitability (%) 40.9938 35 46.9136 40.9938 35 46.9136
Ratio Avg Win / Avg Loss 5.7453 10.918 1.5548 1.558 1.8863 1.3307
Largest Winning Trade 1391626 1391626 49283 13012368 13012368 7271300
Largest Losing Trade -33072 -33072 -28093 -8979228 -8979228 -6464829
Avg Bars in Trades 138 155 120 138 155 120
Avg Bars in Winners 206 250 174 206 250 174
Avg Bars in Losers 90 104 73 90 104 73
Bars Traded 22243 12463 9781 22243 12463 9781
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 644309 -3604 -287264 -123050 -250273 -31809
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22516,
    "evaluation_days": 1876.33,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598781600000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759559360030,
    "expiration_time": 1765393747200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 192,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 59,
            "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": [
        [
            2225332.8291863175,
            2108770.270076342,
            116562.5591099743,
            9267727.780262565,
            1030231.3039332281,
            8237496.476329315
        ],
        [
            2225.332829,
            2108.77027,
            116.562559,
            9267.72778,
            1030.231304,
            8237.496476
        ],
        [
            1.186003,
            1.12388,
            0.062123,
            0.242247,
            0.129326,
            0.236023
        ],
        [
            314.683,
            314.683,
            314.683,
            314.683,
            314.683,
            314.683
        ],
        [
            -102188,
            -97233,
            -54176,
            -26016269,
            -18747595,
            -12599845
        ],
        [
            3.991449,
            5.878901,
            1.373987,
            1.082387,
            1.015688,
            1.175937
        ],
        [
            161,
            80,
            81,
            161,
            80,
            81
        ],
        [
            66,
            28,
            38,
            66,
            28,
            38
        ],
        [
            95,
            52,
            43,
            95,
            52,
            43
        ],
        [
            40.993789,
            35,
            46.91358,
            40.993789,
            35,
            46.91358
        ],
        [
            5.745268,
            10.917959,
            1.554775,
            1.557982,
            1.886278,
            1.330665
        ],
        [
            1391626,
            1391626,
            49283,
            13012368,
            13012368,
            7271300
        ],
        [
            -33072,
            -33072,
            -28093,
            -8979228,
            -8979228,
            -6464829
        ],
        [
            138,
            155,
            120,
            138,
            155,
            120
        ],
        [
            206,
            250,
            174,
            206,
            250,
            174
        ],
        [
            90,
            104,
            73,
            90,
            104,
            73
        ],
        [
            22243,
            12463,
            9781,
            22243,
            12463,
            9781
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            644309,
            -3604,
            -287264,
            -123050,
            -250273,
            -31809
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22516,
    "evaluation_days": 1876.33,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598781600000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759559360030,
    "expiration_time": 1765393747200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 192,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 59,
            "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)