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Trade: SAND/USDT/720/OHLC4/KCB/5388

Strategy
SAND/USDT/720/OHLC4/KCB/5388
Pair
SAND_USDT
Interval
12h
Score
603045
Daily Profit
0.218868
Profit Factor
2.994468
Profitability
81.395349
Streak
242.547051
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-26 16:07
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 -1244592.7815 -14634.2929 -1229958.4886 453380.5463 -5378317.1691 5831697.7154
Total P&L (%) -1244.5928 -14.6343 -1229.9585 453.3805 -5378.3172 5831.6977
Avg Daily Profit (%) -0.6664 -0.0078 -0.6586 0.0917 0 0.2189
Buy And Hold Return (%) 538.3077 538.3077 538.3077 538.3077 538.3077 538.3077
Max Trade Drawdown -1371132 -135876 -1317243 -7339427 -7128518 -1582742
Profit Factor 0.2407 0.9286 0.1424 1.0399 0.3623 2.9945
Total Trades 85 42 43 85 42 43
Winning Trades 69 34 35 65 30 35
Losing Trades 16 8 8 20 12 8
Profitability (%) 81.1765 80.9524 81.3953 76.4706 71.4286 81.3953
Ratio Avg Win / Avg Loss 0.0558 0.2185 0.0325 0.32 0.1449 0.6845
Largest Winning Trade 22222 20197 22222 4385982 879357 4385982
Largest Losing Trade -799045 -79169 -799045 -6048747 -6048747 -1455131
Avg Bars in Trades 41 51 30 41 51 30
Avg Bars in Winners 9 9 8 16 13 18
Avg Bars in Losers 179 233 126 122 147 85
Bars Traded 3499 2174 1325 3499 2174 1325
Profit Streak 75.0471 75.0471 242.5471 75.0471 75.0471 242.5471
Trades During Streak 13 6 11 13 6 11
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574576 -575233 -575167 -409032 -576437 603045

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": 1607212800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892065206,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 228,
            "offset": 213,
            "scalar": 2
        }
    }
}
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": [
        [
            -1244592.7815488982,
            -14634.2929160442,
            -1229958.488632854,
            453380.5462687389,
            -5378317.16910411,
            5831697.715372848
        ],
        [
            -1244.592782,
            -14.634293,
            -1229.958489,
            453.380546,
            -5378.317169,
            5831.697715
        ],
        [
            -0.666449,
            -0.007836,
            -0.658612,
            0.091655,
            0,
            0.218868
        ],
        [
            538.30771,
            538.30771,
            538.30771,
            538.30771,
            538.30771,
            538.30771
        ],
        [
            -1371132,
            -135876,
            -1317243,
            -7339427,
            -7128518,
            -1582742
        ],
        [
            0.240663,
            0.928574,
            0.142386,
            1.039918,
            0.362285,
            2.994468
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            69,
            34,
            35,
            65,
            30,
            35
        ],
        [
            16,
            8,
            8,
            20,
            12,
            8
        ],
        [
            81.176471,
            80.952381,
            81.395349,
            76.470588,
            71.428571,
            81.395349
        ],
        [
            0.055806,
            0.218488,
            0.032545,
            0.319975,
            0.144914,
            0.68445
        ],
        [
            22222,
            20197,
            22222,
            4385982,
            879357,
            4385982
        ],
        [
            -799045,
            -79169,
            -799045,
            -6048747,
            -6048747,
            -1455131
        ],
        [
            41,
            51,
            30,
            41,
            51,
            30
        ],
        [
            9,
            9,
            8,
            16,
            13,
            18
        ],
        [
            179,
            233,
            126,
            122,
            147,
            85
        ],
        [
            3499,
            2174,
            1325,
            3499,
            2174,
            1325
        ],
        [
            75.047051,
            75.047051,
            242.547051,
            75.047051,
            75.047051,
            242.547051
        ],
        [
            13,
            6,
            11,
            13,
            6,
            11
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574576,
            -575233,
            -575167,
            -409032,
            -576437,
            603045
        ]
    ]
}
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": 1607212800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892065206,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 228,
            "offset": 213,
            "scalar": 2
        }
    }
}

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)