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Trade: SAND/USDT/360/DEMA/KCL/1835

Strategy
SAND/USDT/360/DEMA/KCL/1835
Pair
SAND_USDT
Interval
6h
Score
513736
Daily Profit
0.215745
Profit Factor
1.846210
Profitability
81.250000
Streak
271.242637
Best Strategy
Training Data Length
1867.250000
Evaluation Time
2025-09-28 02:49
Expiration Time
2025-11-19 14:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1170648.7919 8736.7518 -1179385.5437 85376.2479 -5407985.1163 5493361.3642
Total P&L (%) -1170.6488 8.7368 -1179.3855 85.3762 -5407.9851 5493.3614
Avg Daily Profit (%) -0.6269 0.0047 -0.6316 0.0331 0 0.2157
Buy And Hold Return (%) 549.6623 549.6623 549.6623 549.6623 549.6623 549.6623
Max Trade Drawdown -1315359 -128283 -1291094 -5807989 -5920675 -2835558
Profit Factor 0.3113 1.0413 0.2077 1.0063 0.2377 1.8462
Total Trades 64 32 32 64 32 32
Winning Trades 45 20 25 45 19 26
Losing Trades 19 12 7 19 13 6
Profitability (%) 70.3125 62.5 78.125 70.3125 59.375 81.25
Ratio Avg Win / Avg Loss 0.1315 0.6248 0.0582 0.4249 0.1626 0.426
Largest Winning Trade 54849 54849 30425 4871426 294437 4871426
Largest Losing Trade -786361 -55902 -786361 -3305631 -3305631 -2094411
Avg Bars in Trades 112 109 114 112 109 114
Avg Bars in Winners 52 42 60 70 52 84
Avg Bars in Losers 253 222 306 210 193 246
Bars Traded 7185 3517 3668 7185 3517 3668
Profit Streak 157.4926 157.4926 271.2426 157.4926 157.4926 271.2426
Trades During Streak 8 4 5 8 4 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -720144 -526090 -575770 -669151 -578212 513736
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7469,
    "evaluation_days": 1867.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600776000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759016963801,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 157,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            -1170648.7919040618,
            8736.7518098088,
            -1179385.5437138714,
            85376.2478616619,
            -5407985.116331468,
            5493361.364193126
        ],
        [
            -1170.648792,
            8.736752,
            -1179.385544,
            85.376248,
            -5407.985116,
            5493.361364
        ],
        [
            -0.626937,
            0.004679,
            -0.631616,
            0.03306,
            0,
            0.215745
        ],
        [
            549.662345,
            549.662345,
            549.662345,
            549.662345,
            549.662345,
            549.662345
        ],
        [
            -1315359,
            -128283,
            -1291094,
            -5807989,
            -5920675,
            -2835558
        ],
        [
            0.311348,
            1.041344,
            0.207719,
            1.006284,
            0.237687,
            1.84621
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            45,
            20,
            25,
            45,
            19,
            26
        ],
        [
            19,
            12,
            7,
            19,
            13,
            6
        ],
        [
            70.3125,
            62.5,
            78.125,
            70.3125,
            59.375,
            81.25
        ],
        [
            0.131458,
            0.624806,
            0.058161,
            0.424876,
            0.162628,
            0.426048
        ],
        [
            54849,
            54849,
            30425,
            4871426,
            294437,
            4871426
        ],
        [
            -786361,
            -55902,
            -786361,
            -3305631,
            -3305631,
            -2094411
        ],
        [
            112,
            109,
            114,
            112,
            109,
            114
        ],
        [
            52,
            42,
            60,
            70,
            52,
            84
        ],
        [
            253,
            222,
            306,
            210,
            193,
            246
        ],
        [
            7185,
            3517,
            3668,
            7185,
            3517,
            3668
        ],
        [
            157.492636,
            157.492637,
            271.242636,
            157.492637,
            157.492637,
            271.242637
        ],
        [
            8,
            4,
            5,
            8,
            4,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -720144,
            -526090,
            -575770,
            -669151,
            -578212,
            513736
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7469,
    "evaluation_days": 1867.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600776000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759016963801,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 157,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)