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Trade: SAND/USDT/120/KCL/HMA/1937

Strategy
SAND/USDT/120/KCL/HMA/1937
Pair
SAND_USDT
Interval
2h
Score
341588
Daily Profit
0.628825
Profit Factor
4.347777
Profitability
31.034483
Streak
59.463847
Best Strategy
Training Data Length
1874.920000
Evaluation Time
2025-10-03 00:07
Expiration Time
2025-12-09 09:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1144185.6847 1178995.6615 -34809.9768 -34503.3762 246161.4435 -280664.8197
Total P&L (%) 1144.1857 1178.9957 -34.81 -34.5034 246.1614 -280.6648
Avg Daily Profit (%) 0.6103 0.6288 -0.0186 -0.0226 0.0663 0
Buy And Hold Return (%) 336.2232 336.2232 336.2232 336.2232 336.2232 336.2232
Max Trade Drawdown -198792 -171287 -42101 -1318191 -1040257 -309333
Profit Factor 3.5219 4.3478 0.6571 0.9819 1.1835 0.5022
Total Trades 59 29 30 59 29 30
Winning Trades 24 9 15 24 9 15
Losing Trades 35 20 15 35 20 15
Profitability (%) 40.678 31.0345 50 40.678 31.0345 50
Ratio Avg Win / Avg Loss 5.1361 9.6617 0.6571 1.4319 2.6299 0.5022
Largest Winning Trade 1336801 1336801 14169 1287385 1287385 149058
Largest Losing Trade -50513 -50513 -19189 -456356 -456356 -265528
Avg Bars in Trades 316 610 33 316 610 33
Avg Bars in Winners 411 1042 32 411 1042 32
Avg Bars in Losers 251 415 33 251 415 33
Bars Traded 18693 17703 990 18693 17703 990
Profit Streak 0 59.4638 0 0 59.4638 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -167900 341588 -580825 -762514 -294725 -580825
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22499,
    "evaluation_days": 1874.92,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598767200000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759439276380,
    "expiration_time": 1765266940800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 83,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 178,
            "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": [
        [
            1144185.6847384793,
            1178995.6615391036,
            -34809.9768006243,
            -34503.3761571005,
            246161.443545844,
            -280664.8197029444
        ],
        [
            1144.185685,
            1178.995662,
            -34.809977,
            -34.503376,
            246.161444,
            -280.66482
        ],
        [
            0.610258,
            0.628825,
            -0.018566,
            -0.022568,
            0.066251,
            0
        ],
        [
            336.223165,
            336.223165,
            336.223165,
            336.223165,
            336.223165,
            336.223165
        ],
        [
            -198792,
            -171287,
            -42101,
            -1318191,
            -1040257,
            -309333
        ],
        [
            3.521926,
            4.347777,
            0.65712,
            0.981893,
            1.183464,
            0.502163
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            24,
            9,
            15,
            24,
            9,
            15
        ],
        [
            35,
            20,
            15,
            35,
            20,
            15
        ],
        [
            40.677966,
            31.034483,
            50,
            40.677966,
            31.034483,
            50
        ],
        [
            5.136143,
            9.661726,
            0.65712,
            1.431927,
            2.629921,
            0.502163
        ],
        [
            1336801,
            1336801,
            14169,
            1287385,
            1287385,
            149058
        ],
        [
            -50513,
            -50513,
            -19189,
            -456356,
            -456356,
            -265528
        ],
        [
            316,
            610,
            33,
            316,
            610,
            33
        ],
        [
            411,
            1042,
            32,
            411,
            1042,
            32
        ],
        [
            251,
            415,
            33,
            251,
            415,
            33
        ],
        [
            18693,
            17703,
            990,
            18693,
            17703,
            990
        ],
        [
            0,
            59.463847,
            0,
            0,
            59.463847,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -167900,
            341588,
            -580825,
            -762514,
            -294725,
            -580825
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22499,
    "evaluation_days": 1874.92,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598767200000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759439276380,
    "expiration_time": 1765266940800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 83,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 178,
            "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)