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Trade: SAND/USDT/120/MIDPRICE/DCM/8422

Strategy
SAND/USDT/120/MIDPRICE/DCM/8422
Pair
SAND_USDT
Interval
2h
Score
419983
Daily Profit
0.196942
Profit Factor
1.963244
Profitability
57.894737
Streak
0.000000
Best Strategy
Training Data Length
1866.670000
Evaluation Time
2025-09-27 12:45
Expiration Time
2025-11-30 20:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -608879.3882 138012.9423 -746892.3304 -429387.4314 3835574.8789 -4264962.3104
Total P&L (%) -608.8794 138.0129 -746.8923 -429.3874 3835.5749 -4264.9623
Avg Daily Profit (%) -0.3262 0.0739 -0.4001 0 0.1969 0
Buy And Hold Return (%) 266.1707 266.1707 266.1707 266.1707 266.1707 266.1707
Max Trade Drawdown -814712 -135790 -763411 -9631432 -1409381 -13010549
Profit Factor 0.5211 1.6351 0.2915 0.9821 1.9632 0.7866
Total Trades 77 38 39 77 38 39
Winning Trades 46 22 24 36 22 14
Losing Trades 31 16 15 41 16 25
Profitability (%) 59.7403 57.8947 61.5385 46.7532 57.8947 35.8974
Ratio Avg Win / Avg Loss 0.3512 1.1892 0.1822 1.1185 1.4278 1.4047
Largest Winning Trade 155416 155416 49851 8606957 3446863 8606957
Largest Losing Trade -442987 -54807 -442987 -9004148 -1063599 -9004148
Avg Bars in Trades 285 287 283 285 287 283
Avg Bars in Winners 243 260 228 327 323 333
Avg Bars in Losers 347 324 371 248 237 255
Bars Traded 21977 10926 11051 21977 10926 11051
Profit Streak 0 88.4067 0 46.7401 0 221.0734
Trades During Streak 0 1 0 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -625515 -256424 -579261 -626092 419983 -583217
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22400,
    "evaluation_days": 1866.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598616000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758966340913,
    "expiration_time": 1764528480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "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": [
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            -746892.3304469937,
            -429387.4314456183,
            3835574.878914023,
            -4264962.31035964
        ],
        [
            -608.879388,
            138.012942,
            -746.89233,
            -429.387431,
            3835.574879,
            -4264.96231
        ],
        [
            -0.326185,
            0.073935,
            -0.40012,
            0,
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            0
        ],
        [
            266.170659,
            266.170659,
            266.170659,
            266.170659,
            266.170659,
            266.170659
        ],
        [
            -814712,
            -135790,
            -763411,
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            -1409381,
            -13010549
        ],
        [
            0.521149,
            1.635121,
            0.291535,
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            1.963244,
            0.786606
        ],
        [
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            38,
            39,
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        ],
        [
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        ],
        [
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            41,
            16,
            25
        ],
        [
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            57.894737,
            61.538462,
            46.753247,
            57.894737,
            35.897436
        ],
        [
            0.351209,
            1.189179,
            0.18221,
            1.118486,
            1.427814,
            1.404653
        ],
        [
            155416,
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            49851,
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            3446863,
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        ],
        [
            -442987,
            -54807,
            -442987,
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            -1063599,
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        ],
        [
            285,
            287,
            283,
            285,
            287,
            283
        ],
        [
            243,
            260,
            228,
            327,
            323,
            333
        ],
        [
            347,
            324,
            371,
            248,
            237,
            255
        ],
        [
            21977,
            10926,
            11051,
            21977,
            10926,
            11051
        ],
        [
            0,
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            0,
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            0,
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        ],
        [
            0,
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        ],
        [
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        [
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22400,
    "evaluation_days": 1866.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598616000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758966340913,
    "expiration_time": 1764528480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "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)