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Trade: SAND/USDT/720/KCB/SINWMA/1090

Strategy
SAND/USDT/720/KCB/SINWMA/1090
Pair
SAND_USDT
Interval
12h
Score
324629
Daily Profit
0.664839
Profit Factor
2.274770
Profitability
31.868132
Streak
23.811608
Best Strategy
Training Data Length
1873.000000
Evaluation Time
2025-09-30 10:28
Expiration Time
2025-11-25 06:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1245244.2703 1240753.1193 4491.1511 822703.1823 667319.0564 155384.1259
Total P&L (%) 1245.2443 1240.7531 4.4912 822.7032 667.3191 155.3841
Avg Daily Profit (%) 0.6648 0.6624 0.0024 0.1187 0.1089 0.0501
Buy And Hold Return (%) 296.8039 296.8039 296.8039 296.8039 296.8039 296.8039
Max Trade Drawdown -118833 -121854 -112203 -2139439 -1671767 -1157875
Profit Factor 2.2748 3.6632 1.0088 1.0819 1.1367 1.0301
Total Trades 182 91 91 182 91 91
Winning Trades 58 23 35 58 23 35
Losing Trades 124 68 56 124 68 56
Profitability (%) 31.8681 25.2747 38.4615 31.8681 25.2747 38.4615
Ratio Avg Win / Avg Loss 4.8633 10.8302 1.6141 2.3129 3.3608 1.6481
Largest Winning Trade 632027 632027 55004 1687247 1687247 1030180
Largest Losing Trade -29594 -23122 -29594 -433943 -280962 -433943
Avg Bars in Trades 20 17 23 20 17 23
Avg Bars in Winners 40 37 43 40 37 43
Avg Bars in Losers 10 10 10 10 10 10
Bars Traded 3688 1589 2098 3688 1589 2098
Profit Streak 23.8116 35.3116 0 23.8116 35.3116 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 324629 -11351 -569654 -172064 -149587 -482694
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3746,
    "evaluation_days": 1873,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598659200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759217322911,
    "expiration_time": 1764045216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 30,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 5,
            "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": [
        [
            1245244.270342454,
            1240753.1192513236,
            4491.1510911298,
            822703.1823406736,
            667319.0563966052,
            155384.1259440679
        ],
        [
            1245.24427,
            1240.753119,
            4.491151,
            822.703182,
            667.319056,
            155.384126
        ],
        [
            0.664839,
            0.662442,
            0.002398,
            0.118711,
            0.108854,
            0.050071
        ],
        [
            296.803859,
            296.803859,
            296.803859,
            296.803859,
            296.803859,
            296.803859
        ],
        [
            -118833,
            -121854,
            -112203,
            -2139439,
            -1671767,
            -1157875
        ],
        [
            2.27477,
            3.663153,
            1.00879,
            1.081863,
            1.136734,
            1.030059
        ],
        [
            182,
            91,
            91,
            182,
            91,
            91
        ],
        [
            58,
            23,
            35,
            58,
            23,
            35
        ],
        [
            124,
            68,
            56,
            124,
            68,
            56
        ],
        [
            31.868132,
            25.274725,
            38.461538,
            31.868132,
            25.274725,
            38.461538
        ],
        [
            4.863302,
            10.83019,
            1.614064,
            2.312948,
            3.360778,
            1.648094
        ],
        [
            632027,
            632027,
            55004,
            1687247,
            1687247,
            1030180
        ],
        [
            -29594,
            -23122,
            -29594,
            -433943,
            -280962,
            -433943
        ],
        [
            20,
            17,
            23,
            20,
            17,
            23
        ],
        [
            40,
            37,
            43,
            40,
            37,
            43
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            3688,
            1589,
            2098,
            3688,
            1589,
            2098
        ],
        [
            23.811608,
            35.311608,
            0,
            23.811608,
            35.311608,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            324629,
            -11351,
            -569654,
            -172064,
            -149587,
            -482694
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3746,
    "evaluation_days": 1873,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598659200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759217322911,
    "expiration_time": 1764045216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 30,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 5,
            "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)