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Trade: SAND/USDT/120/HL2/KCL/1823

Strategy
SAND/USDT/120/HL2/KCL/1823
Pair
SAND_USDT
Interval
2h
Score
437657
Daily Profit
0.379257
Profit Factor
2.270523
Profitability
41.666667
Streak
4.398614
Best Strategy
Training Data Length
1876.250000
Evaluation Time
2025-10-04 08:34
Expiration Time
2025-12-10 19:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1945662.1049 -41715.0292 -1903947.0757 24649246.9775 121380809.118 -96731562.1405
Total P&L (%) -1945.6621 -41.715 -1903.9471 24649.247 121380.8091 -96731.5621
Avg Daily Profit (%) -1.037 -0.0222 -1.0148 0.2942 0.3793 0
Buy And Hold Return (%) 437.8996 437.8996 437.8996 437.8996 437.8996 437.8996
Max Trade Drawdown -2128045 -181784 -2036080 -143642419 -14334980 -187059783
Profit Factor 0.3538 0.9112 0.2507 1.065 2.2705 0.659
Total Trades 623 312 311 623 312 311
Winning Trades 465 212 253 249 130 119
Losing Trades 158 100 58 374 182 192
Profitability (%) 74.6388 67.9487 81.3505 39.9679 41.6667 38.2637
Ratio Avg Win / Avg Loss 0.1202 0.4298 0.0575 1.5996 3.1787 1.0633
Largest Winning Trade 23887 23887 20763 31300264 30683226 31300264
Largest Losing Trade -1317285 -34031 -1317285 -129610750 -11383361 -129610750
Avg Bars in Trades 35 22 48 35 22 48
Avg Bars in Winners 14 8 19 49 37 63
Avg Bars in Losers 98 53 174 26 12 39
Bars Traded 22234 7145 15089 22234 7145 15089
Profit Streak 4.3986 4.3986 12.1486 4.3986 4.3986 12.1486
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -573296 -576945 -575065 -139108 437657 -581983
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22515,
    "evaluation_days": 1876.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599105600000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759556040238,
    "expiration_time": 1765386288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 237,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            -1945662.1049095937,
            -41715.0291894712,
            -1903947.0757201237,
            24649246.977479026,
            121380809.11800008,
            -96731562.14052086
        ],
        [
            -1945.662105,
            -41.715029,
            -1903.947076,
            24649.246977,
            121380.809118,
            -96731.562141
        ],
        [
            -1.036995,
            -0.022233,
            -1.014762,
            0.294176,
            0.379257,
            0
        ],
        [
            437.89963,
            437.89963,
            437.89963,
            437.89963,
            437.89963,
            437.89963
        ],
        [
            -2128045,
            -181784,
            -2036080,
            -143642419,
            -14334980,
            -187059783
        ],
        [
            0.353763,
            0.911212,
            0.250689,
            1.064996,
            2.270523,
            0.659043
        ],
        [
            623,
            312,
            311,
            623,
            312,
            311
        ],
        [
            465,
            212,
            253,
            249,
            130,
            119
        ],
        [
            158,
            100,
            58,
            374,
            182,
            192
        ],
        [
            74.638844,
            67.948718,
            81.350482,
            39.967897,
            41.666667,
            38.263666
        ],
        [
            0.120203,
            0.429817,
            0.05747,
            1.599633,
            3.178732,
            1.06333
        ],
        [
            23887,
            23887,
            20763,
            31300264,
            30683226,
            31300264
        ],
        [
            -1317285,
            -34031,
            -1317285,
            -129610750,
            -11383361,
            -129610750
        ],
        [
            35,
            22,
            48,
            35,
            22,
            48
        ],
        [
            14,
            8,
            19,
            49,
            37,
            63
        ],
        [
            98,
            53,
            174,
            26,
            12,
            39
        ],
        [
            22234,
            7145,
            15089,
            22234,
            7145,
            15089
        ],
        [
            4.398614,
            4.398614,
            12.148614,
            4.398614,
            4.398614,
            12.148614
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -573296,
            -576945,
            -575065,
            -139108,
            437657,
            -581983
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22515,
    "evaluation_days": 1876.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599105600000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759556040238,
    "expiration_time": 1765386288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 237,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)