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Trade: SAND/USDT/120/SMA/HILO/3496

Strategy
SAND/USDT/120/SMA/HILO/3496
Pair
SAND_USDT
Interval
2h
Score
448378
Daily Profit
0.705420
Profit Factor
2.264281
Profitability
38.028169
Streak
0.000000
Best Strategy
Training Data Length
1872.420000
Evaluation Time
2025-09-30 11:52
Expiration Time
2025-12-06 19:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1320843.3381 1259204.4057 61638.9325 2293005.9167 904542.5527 1388463.3641
Total P&L (%) 1320.8433 1259.2044 61.6389 2293.0059 904.5426 1388.4634
Avg Daily Profit (%) 0.7054 0.6725 0.0329 0.1697 0.1233 0.1443
Buy And Hold Return (%) 242.9764 242.9764 242.9764 242.9764 242.9764 242.9764
Max Trade Drawdown -94312 -76191 -130124 -4120753 -3515354 -1970896
Profit Factor 2.2643 3.557 1.1116 1.1127 1.0907 1.1339
Total Trades 284 142 142 284 142 142
Winning Trades 108 47 61 108 47 61
Losing Trades 176 95 81 176 95 81
Profitability (%) 38.0282 33.0986 42.9577 38.0282 33.0986 42.9577
Ratio Avg Win / Avg Loss 3.6899 7.1897 1.4761 1.8133 2.2047 1.5056
Largest Winning Trade 649442 649442 56168 4020429 4020429 1593548
Largest Losing Trade -41050 -19186 -41050 -885709 -762185 -885709
Avg Bars in Trades 77 65 89 77 65 89
Avg Bars in Winners 131 100 155 131 100 155
Avg Bars in Losers 45 48 40 45 48 40
Bars Traded 22131 9363 12768 22131 9363 12768
Profit Streak 0 0 23.2868 0 0 23.2868
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 448378 390618 -414822 -90807 -156822 -75362
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22469,
    "evaluation_days": 1872.42,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598875200000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759222375783,
    "expiration_time": 1765043164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            1320843.3381041535,
            1259204.4056509393,
            61638.9324532124,
            2293005.916704794,
            904542.5526512432,
            1388463.364053553
        ],
        [
            1320.843338,
            1259.204406,
            61.638932,
            2293.005917,
            904.542553,
            1388.463364
        ],
        [
            0.70542,
            0.672501,
            0.032919,
            0.169718,
            0.123292,
            0.14432
        ],
        [
            242.9764,
            242.9764,
            242.9764,
            242.9764,
            242.9764,
            242.9764
        ],
        [
            -94312,
            -76191,
            -130124,
            -4120753,
            -3515354,
            -1970896
        ],
        [
            2.264281,
            3.556993,
            1.111607,
            1.112727,
            1.090739,
            1.133858
        ],
        [
            284,
            142,
            142,
            284,
            142,
            142
        ],
        [
            108,
            47,
            61,
            108,
            47,
            61
        ],
        [
            176,
            95,
            81,
            176,
            95,
            81
        ],
        [
            38.028169,
            33.098592,
            42.957746,
            38.028169,
            33.098592,
            42.957746
        ],
        [
            3.689939,
            7.189667,
            1.476069,
            1.813333,
            2.204686,
            1.505615
        ],
        [
            649442,
            649442,
            56168,
            4020429,
            4020429,
            1593548
        ],
        [
            -41050,
            -19186,
            -41050,
            -885709,
            -762185,
            -885709
        ],
        [
            77,
            65,
            89,
            77,
            65,
            89
        ],
        [
            131,
            100,
            155,
            131,
            100,
            155
        ],
        [
            45,
            48,
            40,
            45,
            48,
            40
        ],
        [
            22131,
            9363,
            12768,
            22131,
            9363,
            12768
        ],
        [
            0,
            0,
            23.286757,
            0,
            0,
            23.286757
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            448378,
            390618,
            -414822,
            -90807,
            -156822,
            -75362
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22469,
    "evaluation_days": 1872.42,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598875200000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759222375783,
    "expiration_time": 1765043164800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)