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Trade: SAND/USDT/120/SSF/RMA/4852

Strategy
SAND/USDT/120/SSF/RMA/4852
Pair
SAND_USDT
Interval
2h
Score
683162
Daily Profit
0.237736
Profit Factor
5.577542
Profitability
64.102564
Streak
41.020316
Best Strategy
Training Data Length
1878.170000
Evaluation Time
2025-10-06 05:29
Expiration Time
2025-12-12 18:44

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1593796.3357 -92591.4842 -1501204.8515 33252.5309 8546887.026 -8513634.4951
Total P&L (%) -1593.7963 -92.5915 -1501.2049 33.2525 8546.887 -8513.6345
Avg Daily Profit (%) -0.8486 -0.0493 -0.7993 0.0153 0.2377 0
Buy And Hold Return (%) 289.4903 289.4903 289.4903 289.4903 289.4903 289.4903
Max Trade Drawdown -1816961 -225613 -1635128 -8396397 -756397 -10946532
Profit Factor 0.2648 0.7326 0.1759 1.0019 5.5775 0.4508
Total Trades 79 39 40 79 39 40
Winning Trades 50 19 31 42 25 17
Losing Trades 29 20 9 37 14 23
Profitability (%) 63.2911 48.7179 77.5 53.1646 64.1026 42.5
Ratio Avg Win / Avg Loss 0.1536 0.7711 0.0511 0.8826 3.1234 0.6099
Largest Winning Trade 43688 35466 43688 3889554 3889554 3785115
Largest Losing Trade -838197 -62653 -838197 -7930126 -756397 -7930126
Avg Bars in Trades 281 334 229 281 334 229
Avg Bars in Winners 148 168 136 335 370 284
Avg Bars in Losers 509 492 549 219 270 188
Bars Traded 22214 13049 9165 22214 13049 9165
Profit Streak 40.437 41.0203 40.437 40.437 41.0203 40.437
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -609067 -580706 -576636 -588171 683162 -583118
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22538,
    "evaluation_days": 1878.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598666400000,
    "last_datapoint_time": 1759716000000,
    "evaluation_time": 1759717755319,
    "expiration_time": 1765557849600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 160,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 176,
            "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": [
        [
            -1593796.3356592606,
            -92591.4841516294,
            -1501204.8515076314,
            33252.5309040676,
            8546887.02603256,
            -8513634.495128492
        ],
        [
            -1593.796336,
            -92.591484,
            -1501.204852,
            33.252531,
            8546.887026,
            -8513.634495
        ],
        [
            -0.84859,
            -0.049299,
            -0.799291,
            0.015286,
            0.237736,
            0
        ],
        [
            289.490343,
            289.490343,
            289.490343,
            289.490343,
            289.490343,
            289.490343
        ],
        [
            -1816961,
            -225613,
            -1635128,
            -8396397,
            -756397,
            -10946532
        ],
        [
            0.264821,
            0.732553,
            0.175931,
            1.001914,
            5.577542,
            0.450824
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            50,
            19,
            31,
            42,
            25,
            17
        ],
        [
            29,
            20,
            9,
            37,
            14,
            23
        ],
        [
            63.291139,
            48.717949,
            77.5,
            53.164557,
            64.102564,
            42.5
        ],
        [
            0.153596,
            0.771108,
            0.051077,
            0.882639,
            3.123424,
            0.609939
        ],
        [
            43688,
            35466,
            43688,
            3889554,
            3889554,
            3785115
        ],
        [
            -838197,
            -62653,
            -838197,
            -7930126,
            -756397,
            -7930126
        ],
        [
            281,
            334,
            229,
            281,
            334,
            229
        ],
        [
            148,
            168,
            136,
            335,
            370,
            284
        ],
        [
            509,
            492,
            549,
            219,
            270,
            188
        ],
        [
            22214,
            13049,
            9165,
            22214,
            13049,
            9165
        ],
        [
            40.436983,
            41.020316,
            40.436983,
            40.436983,
            41.020316,
            40.436983
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -609067,
            -580706,
            -576636,
            -588171,
            683162,
            -583118
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22538,
    "evaluation_days": 1878.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598666400000,
    "last_datapoint_time": 1759716000000,
    "evaluation_time": 1759717755319,
    "expiration_time": 1765557849600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 160,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 176,
            "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)