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Trade: SAND/USDT/120/KCL/MIDPOINT/1856

Strategy
SAND/USDT/120/KCL/MIDPOINT/1856
Pair
SAND_USDT
Interval
2h
Score
419030
Daily Profit
1.046938
Profit Factor
4.193509
Profitability
30.681818
Streak
63.285365
Best Strategy
Training Data Length
1876.920000
Evaluation Time
2025-10-04 23:50
Expiration Time
2025-12-11 11:39

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1901948.2703 1965019.0803 -63070.81 95451.6557 49059.6539 46392.0018
Total P&L (%) 1901.9483 1965.0191 -63.0708 95.4517 49.0597 46.392
Avg Daily Profit (%) 1.0133 1.0469 -0.0336 0.0357 0.0213 0.0203
Buy And Hold Return (%) 473.1474 473.1474 473.1474 473.1474 473.1474 473.1474
Max Trade Drawdown -251888 -222796 -86493 -6727505 -6871464 -1078501
Profit Factor 3.1652 4.1935 0.7603 1.007 1.005 1.0125
Total Trades 177 88 89 177 88 89
Winning Trades 57 27 30 57 27 30
Losing Trades 120 61 59 120 61 59
Profitability (%) 32.2034 30.6818 33.7079 32.2034 30.6818 33.7079
Ratio Avg Win / Avg Loss 6.6635 9.4742 1.4952 2.1201 2.2705 1.9912
Largest Winning Trade 1368252 1368252 32095 6018881 6018881 940009
Largest Losing Trade -46325 -46325 -29063 -1169369 -1169369 -608007
Avg Bars in Trades 125 216 35 125 216 35
Avg Bars in Winners 232 415 68 232 415 68
Avg Bars in Losers 74 128 18 74 128 18
Bars Traded 22177 19062 3115 22177 19062 3115
Profit Streak 0 63.2854 0 0 63.2854 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 403251 419030 -585763 -528633 -551014 -543826
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22523,
    "evaluation_days": 1876.92,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598421600000,
    "last_datapoint_time": 1759608000000,
    "evaluation_time": 1759611055579,
    "expiration_time": 1765445961600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 142,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 39,
            "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": [
        [
            1901948.2703230104,
            1965019.0802884942,
            -63070.809965484,
            95451.6557019118,
            49059.6539216684,
            46392.0017802445
        ],
        [
            1901.94827,
            1965.01908,
            -63.07081,
            95.451656,
            49.059654,
            46.392002
        ],
        [
            1.013335,
            1.046938,
            -0.033603,
            0.035711,
            0.02127,
            0.020308
        ],
        [
            473.147366,
            473.147366,
            473.147366,
            473.147366,
            473.147366,
            473.147366
        ],
        [
            -251888,
            -222796,
            -86493,
            -6727505,
            -6871464,
            -1078501
        ],
        [
            3.165181,
            4.193509,
            0.760285,
            1.007042,
            1.004985,
            1.012499
        ],
        [
            177,
            88,
            89,
            177,
            88,
            89
        ],
        [
            57,
            27,
            30,
            57,
            27,
            30
        ],
        [
            120,
            61,
            59,
            120,
            61,
            59
        ],
        [
            32.20339,
            30.681818,
            33.707865,
            32.20339,
            30.681818,
            33.707865
        ],
        [
            6.663539,
            9.474224,
            1.495228,
            2.120089,
            2.270521,
            1.991247
        ],
        [
            1368252,
            1368252,
            32095,
            6018881,
            6018881,
            940009
        ],
        [
            -46325,
            -46325,
            -29063,
            -1169369,
            -1169369,
            -608007
        ],
        [
            125,
            216,
            35,
            125,
            216,
            35
        ],
        [
            232,
            415,
            68,
            232,
            415,
            68
        ],
        [
            74,
            128,
            18,
            74,
            128,
            18
        ],
        [
            22177,
            19062,
            3115,
            22177,
            19062,
            3115
        ],
        [
            0,
            63.285365,
            0,
            0,
            63.285365,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            403251,
            419030,
            -585763,
            -528633,
            -551014,
            -543826
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22523,
    "evaluation_days": 1876.92,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598421600000,
    "last_datapoint_time": 1759608000000,
    "evaluation_time": 1759611055579,
    "expiration_time": 1765445961600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 142,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 39,
            "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)