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Trade: SAND/USDT/120/SSF/KCU/8523

Strategy
SAND/USDT/120/SSF/KCU/8523
Pair
SAND_USDT
Interval
2h
Score
399266
Daily Profit
0.612037
Profit Factor
2.819627
Profitability
47.959184
Streak
0.000000
Best Strategy
Training Data Length
1866.670000
Evaluation Time
2025-09-28 07:54
Expiration Time
2025-11-30 20:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1142470.6774 1114921.5794 27549.098 853749.936 -1274925.7132 2128675.6492
Total P&L (%) 1142.4707 1114.9216 27.5491 853.7499 -1274.9257 2128.6756
Avg Daily Profit (%) 0.612 0.5973 0.0148 0.1209 0 0.1664
Buy And Hold Return (%) 511.03 511.03 511.03 511.03 511.03 511.03
Max Trade Drawdown -172161 -164557 -54869 -50926716 -47878645 -3857580
Profit Factor 2.8196 3.2571 1.2057 1.0116 0.9811 1.341
Total Trades 98 49 49 98 49 49
Winning Trades 47 23 24 47 23 24
Losing Trades 51 26 25 51 26 25
Profitability (%) 47.9592 46.9388 48.9796 47.9592 46.9388 48.9796
Ratio Avg Win / Avg Loss 3.0596 3.682 1.256 1.0977 1.1091 1.3969
Largest Winning Trade 584013 584013 32347 28467877 28467877 4208339
Largest Losing Trade -80334 -80334 -27625 -28282332 -28282332 -1409414
Avg Bars in Trades 227 426 27 227 426 27
Avg Bars in Winners 215 402 36 215 402 36
Avg Bars in Losers 237 447 19 237 447 19
Bars Traded 22270 20906 1364 22270 20906 1364
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 399266 391964 -339421 -248596 -580205 215538
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22400,
    "evaluation_days": 1866.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598234400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759035278269,
    "expiration_time": 1764528480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 160,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 116,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            1142470.6773700058,
            1114921.579372531,
            27549.0979974746,
            853749.9359599877,
            -1274925.7132428258,
            2128675.64920282
        ],
        [
            1142.470677,
            1114.921579,
            27.549098,
            853.749936,
            -1274.925713,
            2128.675649
        ],
        [
            0.612037,
            0.597278,
            0.014758,
            0.120889,
            0,
            0.166423
        ],
        [
            511.029965,
            511.029965,
            511.029965,
            511.029965,
            511.029965,
            511.029965
        ],
        [
            -172161,
            -164557,
            -54869,
            -50926716,
            -47878645,
            -3857580
        ],
        [
            2.819627,
            3.257138,
            1.205735,
            1.011593,
            0.981085,
            1.340991
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            47,
            23,
            24,
            47,
            23,
            24
        ],
        [
            51,
            26,
            25,
            51,
            26,
            25
        ],
        [
            47.959184,
            46.938776,
            48.979592,
            47.959184,
            46.938776,
            48.979592
        ],
        [
            3.059596,
            3.681982,
            1.255974,
            1.097686,
            1.109052,
            1.396865
        ],
        [
            584013,
            584013,
            32347,
            28467877,
            28467877,
            4208339
        ],
        [
            -80334,
            -80334,
            -27625,
            -28282332,
            -28282332,
            -1409414
        ],
        [
            227,
            426,
            27,
            227,
            426,
            27
        ],
        [
            215,
            402,
            36,
            215,
            402,
            36
        ],
        [
            237,
            447,
            19,
            237,
            447,
            19
        ],
        [
            22270,
            20906,
            1364,
            22270,
            20906,
            1364
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            399266,
            391964,
            -339421,
            -248596,
            -580205,
            215538
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22400,
    "evaluation_days": 1866.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598234400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759035278269,
    "expiration_time": 1764528480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 160,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 116,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)