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Trade: SAND/USDT/240/RMA/MIDPRICE/4552

Strategy
SAND/USDT/240/RMA/MIDPRICE/4552
Pair
SAND_USDT
Interval
4h
Score
584985
Daily Profit
0.972826
Profit Factor
3.403861
Profitability
44.537815
Streak
75.444558
Best Strategy
Training Data Length
1867.170000
Evaluation Time
2025-09-27 01:40
Expiration Time
2025-11-19 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1816431.4146 1842522.0089 -26090.5944 31057.6404 33052.7523 -1995.1119
Total P&L (%) 1816.4314 1842.522 -26.0906 31.0576 33.0528 -1.9951
Avg Daily Profit (%) 0.9728 0.9868 -0.014 0.0145 0.0153 -0.0011
Buy And Hold Return (%) 530.207 530.207 530.207 530.207 530.207 530.207
Max Trade Drawdown -189097 -148072 -133549 -2693974 -2327429 -1158007
Profit Factor 3.4039 5.1665 0.9168 1.0053 1.0084 0.999
Total Trades 119 59 60 119 59 60
Winning Trades 53 23 30 53 23 30
Losing Trades 66 36 30 66 36 30
Profitability (%) 44.5378 38.9831 50 44.5378 38.9831 50
Ratio Avg Win / Avg Loss 4.2388 8.0867 0.9168 1.2518 1.5784 0.999
Largest Winning Trade 1690421 1690421 32969 1934591 1934591 372580
Largest Losing Trade -87408 -34365 -87408 -771192 -534270 -771192
Avg Bars in Trades 88 117 60 88 117 60
Avg Bars in Winners 129 186 85 129 186 85
Avg Bars in Losers 55 73 35 55 73 35
Bars Traded 10528 6921 3607 10528 6921 3607
Profit Streak 75.4446 88.9446 75.4446 75.4446 88.9446 75.4446
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 584985 -161324 -749400 -554846 -728252 -749400
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11203,
    "evaluation_days": 1867.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600603200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758926409780,
    "expiration_time": 1763554896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 223,
            "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": [
        [
            1816431.414575255,
            1842522.0089435084,
            -26090.5943682532,
            31057.6404177529,
            33052.7523230441,
            -1995.1119052902
        ],
        [
            1816.431415,
            1842.522009,
            -26.090594,
            31.05764,
            33.052752,
            -1.995112
        ],
        [
            0.972826,
            0.986799,
            -0.013973,
            0.014486,
            0.015296,
            -0.001079
        ],
        [
            530.207026,
            530.207026,
            530.207026,
            530.207026,
            530.207026,
            530.207026
        ],
        [
            -189097,
            -148072,
            -133549,
            -2693974,
            -2327429,
            -1158007
        ],
        [
            3.403861,
            5.166471,
            0.916751,
            1.005267,
            1.008394,
            0.998982
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            53,
            23,
            30,
            53,
            23,
            30
        ],
        [
            66,
            36,
            30,
            66,
            36,
            30
        ],
        [
            44.537815,
            38.983051,
            50,
            44.537815,
            38.983051,
            50
        ],
        [
            4.23877,
            8.086651,
            0.916751,
            1.251841,
            1.578356,
            0.998982
        ],
        [
            1690421,
            1690421,
            32969,
            1934591,
            1934591,
            372580
        ],
        [
            -87408,
            -34365,
            -87408,
            -771192,
            -534270,
            -771192
        ],
        [
            88,
            117,
            60,
            88,
            117,
            60
        ],
        [
            129,
            186,
            85,
            129,
            186,
            85
        ],
        [
            55,
            73,
            35,
            55,
            73,
            35
        ],
        [
            10528,
            6921,
            3607,
            10528,
            6921,
            3607
        ],
        [
            75.444558,
            88.944558,
            75.444558,
            75.444558,
            88.944558,
            75.444558
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            584985,
            -161324,
            -749400,
            -554846,
            -728252,
            -749400
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11203,
    "evaluation_days": 1867.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600603200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758926409780,
    "expiration_time": 1763554896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 223,
            "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)