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Trade: SAND/USDT/720/KCB/EMA/5433

Strategy
SAND/USDT/720/KCB/EMA/5433
Pair
SAND_USDT
Interval
12h
Score
531015
Daily Profit
0.216566
Profit Factor
2.298930
Profitability
77.419355
Streak
283.442429
Best Strategy
Training Data Length
1878.000000
Evaluation Time
2025-10-05 13:37
Expiration Time
2025-11-30 10:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1568379.7702 -41153.1324 -1527226.6378 -25004.5926 -5738231.9096 5713227.3169
Total P&L (%) -1568.3798 -41.1531 -1527.2266 -25.0046 -5738.2319 5713.2273
Avg Daily Profit (%) -0.8351 -0.0219 -0.8132 -0.0153 0 0.2166
Buy And Hold Return (%) 479.3939 479.3939 479.3939 479.3939 479.3939 479.3939
Max Trade Drawdown -1781115 -190529 -1661684 -5754624 -6312076 -2303906
Profit Factor 0.2515 0.8508 0.1607 0.9978 0.1696 2.2989
Total Trades 61 30 31 61 30 31
Winning Trades 43 19 24 41 17 24
Losing Trades 18 11 7 20 13 7
Profitability (%) 70.4918 63.3333 77.4194 67.2131 56.6667 77.4194
Ratio Avg Win / Avg Loss 0.1053 0.4925 0.0469 0.4867 0.1297 0.6705
Largest Winning Trade 36282 36282 26431 6037182 529410 6037182
Largest Losing Trade -1083315 -57288 -1083315 -3298064 -3298064 -2078491
Avg Bars in Trades 57 70 45 57 70 45
Avg Bars in Winners 21 24 19 30 31 30
Avg Bars in Losers 144 151 134 113 122 96
Bars Traded 3530 2125 1405 3530 2125 1405
Profit Streak 163.4424 163.4424 283.4424 163.4424 163.4424 283.4424
Trades During Streak 11 5 8 11 5 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -742542 -577685 -575806 -742967 -578550 531015
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3756,
    "evaluation_days": 1878,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600905600000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759660625868,
    "expiration_time": 1764490176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 15,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 82,
            "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": [
        [
            -1568379.7701682935,
            -41153.1323950343,
            -1527226.6377732593,
            -25004.5926076821,
            -5738231.909552179,
            5713227.316944494
        ],
        [
            -1568.37977,
            -41.153132,
            -1527.226638,
            -25.004593,
            -5738.23191,
            5713.227317
        ],
        [
            -0.835133,
            -0.021913,
            -0.81322,
            -0.015321,
            0,
            0.216566
        ],
        [
            479.393939,
            479.393939,
            479.393939,
            479.393939,
            479.393939,
            479.393939
        ],
        [
            -1781115,
            -190529,
            -1661684,
            -5754624,
            -6312076,
            -2303906
        ],
        [
            0.251519,
            0.850752,
            0.160717,
            0.997789,
            0.169598,
            2.29893
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            43,
            19,
            24,
            41,
            17,
            24
        ],
        [
            18,
            11,
            7,
            20,
            13,
            7
        ],
        [
            70.491803,
            63.333333,
            77.419355,
            67.213115,
            56.666667,
            77.419355
        ],
        [
            0.105287,
            0.492541,
            0.046876,
            0.486726,
            0.129692,
            0.670521
        ],
        [
            36282,
            36282,
            26431,
            6037182,
            529410,
            6037182
        ],
        [
            -1083315,
            -57288,
            -1083315,
            -3298064,
            -3298064,
            -2078491
        ],
        [
            57,
            70,
            45,
            57,
            70,
            45
        ],
        [
            21,
            24,
            19,
            30,
            31,
            30
        ],
        [
            144,
            151,
            134,
            113,
            122,
            96
        ],
        [
            3530,
            2125,
            1405,
            3530,
            2125,
            1405
        ],
        [
            163.442429,
            163.442429,
            283.442429,
            163.442429,
            163.442429,
            283.442429
        ],
        [
            11,
            5,
            8,
            11,
            5,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -742542,
            -577685,
            -575806,
            -742967,
            -578550,
            531015
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3756,
    "evaluation_days": 1878,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600905600000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759660625868,
    "expiration_time": 1764490176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 15,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 82,
            "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)