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Trade: SAND/USDT/720/LINREG/SUPERTREND/5132

Strategy
SAND/USDT/720/LINREG/SUPERTREND/5132
Pair
SAND_USDT
Interval
12h
Score
584848
Daily Profit
0.940334
Profit Factor
5.746752
Profitability
41.463415
Streak
0.000000
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-26 23:37
Expiration Time
2025-11-19 14:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1813585.9603 1756073.9643 57511.996 3081292.3479 -2228054.0025 5309346.3504
Total P&L (%) 1813.586 1756.074 57.512 3081.2923 -2228.054 5309.3464
Avg Daily Profit (%) 0.9711 0.9403 0.0308 0.1854 0 0.2139
Buy And Hold Return (%) 424.4862 424.4862 424.4862 424.4862 424.4862 424.4862
Max Trade Drawdown -170270 -157859 -80072 -35665677 -40651232 -13303933
Profit Factor 3.943 5.7468 1.2335 1.0345 0.964 1.1939
Total Trades 82 41 41 82 41 41
Winning Trades 33 17 16 33 17 16
Losing Trades 49 24 25 49 24 25
Profitability (%) 40.2439 41.4634 39.0244 40.2439 41.4634 39.0244
Ratio Avg Win / Avg Loss 5.8547 8.1131 1.9274 1.5361 1.361 1.8655
Largest Winning Trade 1233525 1233525 66758 26619222 26619222 10662831
Largest Losing Trade -39883 -39883 -30192 -13615775 -13615775 -10215347
Avg Bars in Trades 41 50 33 41 50 33
Avg Bars in Winners 61 66 55 61 66 55
Avg Bars in Losers 28 39 19 28 39 19
Bars Traded 3442 2072 1371 3442 2072 1371
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 208176 584848 -320966 -186128 -582395 -2160
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3735,
    "evaluation_days": 1867.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1607601600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758919068150,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 124,
            "offset": 0,
            "multiplier": 1.77982
        }
    }
}
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": [
        [
            1813585.96030705,
            1756073.9642943146,
            57511.9960127367,
            3081292.3479365064,
            -2228054.0025021695,
            5309346.35043867
        ],
        [
            1813.58596,
            1756.073964,
            57.511996,
            3081.292348,
            -2228.054003,
            5309.34635
        ],
        [
            0.97113,
            0.940334,
            0.030796,
            0.185439,
            0,
            0.213921
        ],
        [
            424.486152,
            424.486152,
            424.486152,
            424.486152,
            424.486152,
            424.486152
        ],
        [
            -170270,
            -157859,
            -80072,
            -35665677,
            -40651232,
            -13303933
        ],
        [
            3.942984,
            5.746752,
            1.233515,
            1.034496,
            0.964032,
            1.193938
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            49,
            24,
            25,
            49,
            24,
            25
        ],
        [
            40.243902,
            41.463415,
            39.02439,
            40.243902,
            41.463415,
            39.02439
        ],
        [
            5.854734,
            8.113062,
            1.927368,
            1.53607,
            1.360986,
            1.865528
        ],
        [
            1233525,
            1233525,
            66758,
            26619222,
            26619222,
            10662831
        ],
        [
            -39883,
            -39883,
            -30192,
            -13615775,
            -13615775,
            -10215347
        ],
        [
            41,
            50,
            33,
            41,
            50,
            33
        ],
        [
            61,
            66,
            55,
            61,
            66,
            55
        ],
        [
            28,
            39,
            19,
            28,
            39,
            19
        ],
        [
            3442,
            2072,
            1371,
            3442,
            2072,
            1371
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            208176,
            584848,
            -320966,
            -186128,
            -582395,
            -2160
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3735,
    "evaluation_days": 1867.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1607601600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758919068150,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 124,
            "offset": 0,
            "multiplier": 1.77982
        }
    }
}

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)