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Trade: SAND/USDT/720/SSF/MIDPOINT/4248

Strategy
SAND/USDT/720/SSF/MIDPOINT/4248
Pair
SAND_USDT
Interval
12h
Score
465811
Daily Profit
0.702238
Profit Factor
5.520947
Profitability
39.024390
Streak
0.000000
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-26 08:14
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 1271802.0266 1311428.7325 -39626.7059 210177.1205 175666.9558 34510.1647
Total P&L (%) 1271.802 1311.4287 -39.6267 210.1771 175.667 34.5102
Avg Daily Profit (%) 0.681 0.7022 -0.0212 0.0606 0.0543 0.0159
Buy And Hold Return (%) 477.3252 477.3252 477.3252 477.3252 477.3252 477.3252
Max Trade Drawdown -149585 -130607 -154509 -832673 -955362 -688233
Profit Factor 3.0508 5.5209 0.8799 1.0637 1.0982 1.0228
Total Trades 83 41 42 83 41 42
Winning Trades 36 16 20 36 16 20
Losing Trades 47 25 22 47 25 22
Profitability (%) 43.3735 39.0244 47.619 43.3735 39.0244 47.619
Ratio Avg Win / Avg Loss 3.983 8.6265 0.9679 1.3887 1.7159 1.1251
Largest Winning Trade 764992 764992 47133 649129 649129 298361
Largest Losing Trade -62914 -37129 -62914 -380712 -346870 -380712
Avg Bars in Trades 43 50 35 43 50 35
Avg Bars in Winners 57 72 45 57 72 45
Avg Bars in Losers 31 36 26 31 36 26
Bars Traded 3573 2068 1505 3573 2068 1505
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 385673 465811 -581660 -432072 -401820 -533705

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": 1600948800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758863654393,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 174,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 83,
            "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": [
        [
            1271802.026589468,
            1311428.732484761,
            -39626.7058952931,
            210177.1204979459,
            175666.9558109669,
            34510.1646869791
        ],
        [
            1271.802027,
            1311.428732,
            -39.626706,
            210.17712,
            175.666956,
            34.510165
        ],
        [
            0.681018,
            0.702238,
            -0.021219,
            0.060633,
            0.054313,
            0.015876
        ],
        [
            477.325192,
            477.325192,
            477.325192,
            477.325192,
            477.325192,
            477.325192
        ],
        [
            -149585,
            -130607,
            -154509,
            -832673,
            -955362,
            -688233
        ],
        [
            3.050794,
            5.520947,
            0.879946,
            1.063681,
            1.098177,
            1.022837
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            36,
            16,
            20,
            36,
            16,
            20
        ],
        [
            47,
            25,
            22,
            47,
            25,
            22
        ],
        [
            43.373494,
            39.02439,
            47.619048,
            43.373494,
            39.02439,
            47.619048
        ],
        [
            3.982981,
            8.62648,
            0.96794,
            1.388695,
            1.715902,
            1.12512
        ],
        [
            764992,
            764992,
            47133,
            649129,
            649129,
            298361
        ],
        [
            -62914,
            -37129,
            -62914,
            -380712,
            -346870,
            -380712
        ],
        [
            43,
            50,
            35,
            43,
            50,
            35
        ],
        [
            57,
            72,
            45,
            57,
            72,
            45
        ],
        [
            31,
            36,
            26,
            31,
            36,
            26
        ],
        [
            3573,
            2068,
            1505,
            3573,
            2068,
            1505
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            385673,
            465811,
            -581660,
            -432072,
            -401820,
            -533705
        ]
    ]
}
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": 1600948800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758863654393,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 174,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 83,
            "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)