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Trade: SAND/USDT/120/SSF/KCB/6222

Strategy
SAND/USDT/120/SSF/KCB/6222
Pair
SAND_USDT
Interval
2h
Score
306343
Daily Profit
0.429935
Profit Factor
1.594823
Profitability
43.913043
Streak
0.000000
Best Strategy
Training Data Length
1884.580000
Evaluation Time
2025-10-12 16:56
Expiration Time
2025-12-19 10:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 810245.9879 804323.4049 5922.583 221331.851 -312739.1794 534071.0304
Total P&L (%) 810.246 804.3234 5.9226 221.3319 -312.7392 534.071
Avg Daily Profit (%) 0.4299 0.4268 0.0031 0.062 0 0.0981
Buy And Hold Return (%) 293.8291 293.8291 293.8291 293.8291 293.8291 293.8291
Max Trade Drawdown -185323 -98594 -146223 -4096814 -2204091 -2571050
Profit Factor 1.5948 2.2446 1.0083 1.0129 0.9641 1.0635
Total Trades 230 115 115 230 115 115
Winning Trades 101 46 55 101 46 55
Losing Trades 129 69 60 129 69 60
Profitability (%) 43.913 40 47.8261 43.913 40 47.8261
Ratio Avg Win / Avg Loss 2.037 3.3669 1.0999 1.2937 1.4462 1.1602
Largest Winning Trade 255464 255464 38298 1653611 1653611 882109
Largest Losing Trade -71321 -37970 -71321 -1084820 -1084820 -943533
Avg Bars in Trades 97 104 90 97 104 90
Avg Bars in Winners 127 137 118 127 137 118
Avg Bars in Losers 74 82 64 74 82 64
Bars Traded 22419 12001 10418 22419 12001 10418
Profit Streak 0 0 38.9145 0 0 38.9145
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 306343 243593 -566367 -483444 -583248 -220947
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22615,
    "evaluation_days": 1884.58,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598270400000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760277409148,
    "expiration_time": 1766132208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 187,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 121,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            810245.9879008731,
            804323.4049404883,
            5922.5829603856,
            221331.8509774567,
            -312739.1794283314,
            534071.0304057926
        ],
        [
            810.245988,
            804.323405,
            5.922583,
            221.331851,
            -312.739179,
            534.07103
        ],
        [
            0.429935,
            0.426792,
            0.003143,
            0.061959,
            0,
            0.098053
        ],
        [
            293.829149,
            293.829149,
            293.829149,
            293.829149,
            293.829149,
            293.829149
        ],
        [
            -185323,
            -98594,
            -146223,
            -4096814,
            -2204091,
            -2571050
        ],
        [
            1.594823,
            2.24457,
            1.008273,
            1.012926,
            0.964119,
            1.063531
        ],
        [
            230,
            115,
            115,
            230,
            115,
            115
        ],
        [
            101,
            46,
            55,
            101,
            46,
            55
        ],
        [
            129,
            69,
            60,
            129,
            69,
            60
        ],
        [
            43.913043,
            40,
            47.826087,
            43.913043,
            40,
            47.826087
        ],
        [
            2.036953,
            3.366855,
            1.099934,
            1.293738,
            1.446178,
            1.160216
        ],
        [
            255464,
            255464,
            38298,
            1653611,
            1653611,
            882109
        ],
        [
            -71321,
            -37970,
            -71321,
            -1084820,
            -1084820,
            -943533
        ],
        [
            97,
            104,
            90,
            97,
            104,
            90
        ],
        [
            127,
            137,
            118,
            127,
            137,
            118
        ],
        [
            74,
            82,
            64,
            74,
            82,
            64
        ],
        [
            22419,
            12001,
            10418,
            22419,
            12001,
            10418
        ],
        [
            0,
            0,
            38.914458,
            0,
            0,
            38.914458
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306343,
            243593,
            -566367,
            -483444,
            -583248,
            -220947
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22615,
    "evaluation_days": 1884.58,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598270400000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760277409148,
    "expiration_time": 1766132208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 187,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 121,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)