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Trade: SAND/USDT/120/MIDPRICE/KCU/1556

Strategy
SAND/USDT/120/MIDPRICE/KCU/1556
Pair
SAND_USDT
Interval
2h
Score
400344
Daily Profit
0.639315
Profit Factor
1.680947
Profitability
36.674817
Streak
0.000000
Best Strategy
Training Data Length
1871.000000
Evaluation Time
2025-09-29 02:37
Expiration Time
2025-12-05 08:32

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1196158.9343 1307300.827 -111141.8927 -36305.386 385863.9077 -422169.2937
Total P&L (%) 1196.1589 1307.3008 -111.1419 -36.3054 385.8639 -422.1693
Avg Daily Profit (%) 0.6393 0.6987 -0.0594 -0.0241 0.0845 0
Buy And Hold Return (%) 416.4588 416.4588 416.4588 416.4588 416.4588 416.4588
Max Trade Drawdown -289988 -244130 -179873 -1565356 -1324174 -466295
Profit Factor 1.6809 2.2589 0.8452 0.9924 1.1388 0.7866
Total Trades 818 409 409 818 409 409
Winning Trades 300 133 167 300 133 167
Losing Trades 518 276 242 518 276 242
Profitability (%) 36.6748 32.5183 40.8313 36.6748 32.5183 40.8313
Ratio Avg Win / Avg Loss 2.9024 4.6877 1.2248 1.7135 2.3632 1.1398
Largest Winning Trade 743807 743807 22902 1387631 1387631 126283
Largest Losing Trade -42216 -42216 -21589 -294526 -294526 -117049
Avg Bars in Trades 27 46 7 27 46 7
Avg Bars in Winners 38 76 7 38 76 7
Avg Bars in Losers 20 32 7 20 32 7
Bars Traded 22166 19096 3070 22166 19096 3070
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 400344 302278 -580816 -578631 -317864 -580816
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22452,
    "evaluation_days": 1871,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598313600000,
    "last_datapoint_time": 1759096800000,
    "evaluation_time": 1759102646272,
    "expiration_time": 1764916358400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 6,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            1196158.9342936752,
            1307300.826970014,
            -111141.8926763379,
            -36305.385979404,
            385863.9076898528,
            -422169.2936692578
        ],
        [
            1196.158934,
            1307.300827,
            -111.141893,
            -36.305386,
            385.863908,
            -422.169294
        ],
        [
            0.639315,
            0.698718,
            -0.059402,
            -0.024106,
            0.084523,
            0
        ],
        [
            416.458786,
            416.458786,
            416.458786,
            416.458786,
            416.458786,
            416.458786
        ],
        [
            -289988,
            -244130,
            -179873,
            -1565356,
            -1324174,
            -466295
        ],
        [
            1.680947,
            2.258922,
            0.845246,
            0.992371,
            1.138777,
            0.786586
        ],
        [
            818,
            409,
            409,
            818,
            409,
            409
        ],
        [
            300,
            133,
            167,
            300,
            133,
            167
        ],
        [
            518,
            276,
            242,
            518,
            276,
            242
        ],
        [
            36.674817,
            32.518337,
            40.831296,
            36.674817,
            32.518337,
            40.831296
        ],
        [
            2.902435,
            4.687689,
            1.224847,
            1.713493,
            2.363176,
            1.139843
        ],
        [
            743807,
            743807,
            22902,
            1387631,
            1387631,
            126283
        ],
        [
            -42216,
            -42216,
            -21589,
            -294526,
            -294526,
            -117049
        ],
        [
            27,
            46,
            7,
            27,
            46,
            7
        ],
        [
            38,
            76,
            7,
            38,
            76,
            7
        ],
        [
            20,
            32,
            7,
            20,
            32,
            7
        ],
        [
            22166,
            19096,
            3070,
            22166,
            19096,
            3070
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            400344,
            302278,
            -580816,
            -578631,
            -317864,
            -580816
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22452,
    "evaluation_days": 1871,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598313600000,
    "last_datapoint_time": 1759096800000,
    "evaluation_time": 1759102646272,
    "expiration_time": 1764916358400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 6,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)