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Trade: SAND/USDT/720/KCB/SINWMA/4856

Strategy
SAND/USDT/720/KCB/SINWMA/4856
Pair
SAND_USDT
Interval
12h
Score
319869
Daily Profit
0.192193
Profit Factor
1.443658
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1875.000000
Evaluation Time
2025-10-02 13:19
Expiration Time
2025-11-27 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1838727.576 32381.1477 -1871108.7237 -1344542.7465 3560410.9947 -4904953.7412
Total P&L (%) -1838.7276 32.3811 -1871.1087 -1344.5427 3560.411 -4904.9537
Avg Daily Profit (%) -0.9807 0.0173 -0.9979 0 0.1922 0
Buy And Hold Return (%) 471.9192 471.9192 471.9192 471.9192 471.9192 471.9192
Max Trade Drawdown -1947931 -79088 -1980349 -8619164 -2013246 -10382435
Profit Factor 0.2778 1.0992 0.157 0.9449 1.4437 0.7004
Total Trades 61 30 31 61 30 31
Winning Trades 36 15 21 24 15 9
Losing Trades 25 15 10 37 15 22
Profitability (%) 59.0164 50 67.7419 39.3443 50 29.0323
Ratio Avg Win / Avg Loss 0.1929 1.0992 0.0748 1.4567 1.4437 1.7122
Largest Winning Trade 61836 61836 37350 2837351 2674349 2837351
Largest Losing Trade -1279726 -61681 -1279726 -4980535 -1640117 -4980535
Avg Bars in Trades 59 59 59 59 59 59
Avg Bars in Winners 38 35 41 80 82 77
Avg Bars in Losers 89 83 99 45 36 52
Bars Traded 3636 1783 1853 3636 1783 1853
Profit Streak 84.4299 84.4299 127.9299 0 0 0
Trades During Streak 3 1 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -744244 -446436 -577558 -749532 319869 -590083
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3750,
    "evaluation_days": 1875,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600905600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759400342942,
    "expiration_time": 1764223200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 72,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "sinwma",
        "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": [
        [
            -1838727.5760220708,
            32381.1476617383,
            -1871108.7236838087,
            -1344542.7465113797,
            3560410.9946630597,
            -4904953.741174441
        ],
        [
            -1838.727576,
            32.381148,
            -1871.108724,
            -1344.542747,
            3560.410995,
            -4904.953741
        ],
        [
            -0.980655,
            0.01727,
            -0.997925,
            0,
            0.192193,
            0
        ],
        [
            471.919192,
            471.919192,
            471.919192,
            471.919192,
            471.919192,
            471.919192
        ],
        [
            -1947931,
            -79088,
            -1980349,
            -8619164,
            -2013246,
            -10382435
        ],
        [
            0.277781,
            1.099216,
            0.156996,
            0.944894,
            1.443658,
            0.700444
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            36,
            15,
            21,
            24,
            15,
            9
        ],
        [
            25,
            15,
            10,
            37,
            15,
            22
        ],
        [
            59.016393,
            50,
            67.741935,
            39.344262,
            50,
            29.032258
        ],
        [
            0.192904,
            1.099216,
            0.07476,
            1.456712,
            1.443658,
            1.712197
        ],
        [
            61836,
            61836,
            37350,
            2837351,
            2674349,
            2837351
        ],
        [
            -1279726,
            -61681,
            -1279726,
            -4980535,
            -1640117,
            -4980535
        ],
        [
            59,
            59,
            59,
            59,
            59,
            59
        ],
        [
            38,
            35,
            41,
            80,
            82,
            77
        ],
        [
            89,
            83,
            99,
            45,
            36,
            52
        ],
        [
            3636,
            1783,
            1853,
            3636,
            1783,
            1853
        ],
        [
            84.429895,
            84.429895,
            127.929895,
            0,
            0,
            0
        ],
        [
            3,
            1,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -744244,
            -446436,
            -577558,
            -749532,
            319869,
            -590083
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3750,
    "evaluation_days": 1875,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600905600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759400342942,
    "expiration_time": 1764223200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 72,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "sinwma",
        "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)