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Trade: SAND/USDT/240/T3/MIDPRICE/2300

Strategy
SAND/USDT/240/T3/MIDPRICE/2300
Pair
SAND_USDT
Interval
4h
Score
506534
Daily Profit
0.883971
Profit Factor
5.793147
Profitability
34.285714
Streak
0.000000
Best Strategy
Training Data Length
1884.500000
Evaluation Time
2025-10-12 00:37
Expiration Time
2025-12-07 10:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1741775.6787 1665843.7124 75931.9663 2487864.4847 -5513727.9339 8001592.4186
Total P&L (%) 1741.7757 1665.8437 75.932 2487.8645 -5513.7279 8001.5924
Avg Daily Profit (%) 0.9243 0.884 0.0403 0.1728 0 0.2335
Buy And Hold Return (%) 340.1275 340.1275 340.1275 340.1275 340.1275 340.1275
Max Trade Drawdown -139860 -111103 -62760 -10707370 -12541058 -2668943
Profit Factor 4.0212 5.7931 1.3316 1.0744 0.7791 1.9458
Total Trades 70 35 35 70 35 35
Winning Trades 28 12 16 28 12 16
Losing Trades 42 23 19 42 23 19
Profitability (%) 40 34.2857 45.7143 40 34.2857 45.7143
Ratio Avg Win / Avg Loss 6.0318 11.1035 1.5813 1.6117 1.4933 2.3106
Largest Winning Trade 978377 978377 54863 5493821 5493821 3515233
Largest Losing Trade -41533 -40689 -41533 -3682268 -3682268 -1960651
Avg Bars in Trades 157 190 124 157 190 124
Avg Bars in Winners 250 366 163 250 366 163
Avg Bars in Losers 95 98 92 95 98 92
Bars Traded 11025 6660 4365 11025 6660 4365
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 -83568 506534 -305148 -232394 -585232 372351
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11307,
    "evaluation_days": 1884.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600473600000,
    "last_datapoint_time": 1760212800000,
    "evaluation_time": 1760218669185,
    "expiration_time": 1765097424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 214,
            "offset": 0,
            "a": 0.75246
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 168,
            "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": [
        [
            1741775.6787118914,
            1665843.712414513,
            75931.9662973789,
            2487864.4847257165,
            -5513727.933862985,
            8001592.418588698
        ],
        [
            1741.775679,
            1665.843712,
            75.931966,
            2487.864485,
            -5513.727934,
            8001.592419
        ],
        [
            0.924264,
            0.883971,
            0.040293,
            0.17279,
            0,
            0.233472
        ],
        [
            340.12752,
            340.12752,
            340.12752,
            340.12752,
            340.12752,
            340.12752
        ],
        [
            -139860,
            -111103,
            -62760,
            -10707370,
            -12541058,
            -2668943
        ],
        [
            4.021167,
            5.793147,
            1.331614,
            1.074439,
            0.77911,
            1.945785
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            28,
            12,
            16,
            28,
            12,
            16
        ],
        [
            42,
            23,
            19,
            42,
            23,
            19
        ],
        [
            40,
            34.285714,
            45.714286,
            40,
            34.285714,
            45.714286
        ],
        [
            6.03175,
            11.103532,
            1.581291,
            1.611658,
            1.493294,
            2.31062
        ],
        [
            978377,
            978377,
            54863,
            5493821,
            5493821,
            3515233
        ],
        [
            -41533,
            -40689,
            -41533,
            -3682268,
            -3682268,
            -1960651
        ],
        [
            157,
            190,
            124,
            157,
            190,
            124
        ],
        [
            250,
            366,
            163,
            250,
            366,
            163
        ],
        [
            95,
            98,
            92,
            95,
            98,
            92
        ],
        [
            11025,
            6660,
            4365,
            11025,
            6660,
            4365
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -83568,
            506534,
            -305148,
            -232394,
            -585232,
            372351
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11307,
    "evaluation_days": 1884.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600473600000,
    "last_datapoint_time": 1760212800000,
    "evaluation_time": 1760218669185,
    "expiration_time": 1765097424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 214,
            "offset": 0,
            "a": 0.75246
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 168,
            "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)