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Trade: SAND/USDT/15/SMA/KCL/8344

Strategy
SAND/USDT/15/SMA/KCL/8344
Pair
SAND_USDT
Interval
15m
Score
317243
Daily Profit
0.189925
Profit Factor
1.538799
Profitability
73.333333
Streak
11.916055
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 19:29
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 38107.9638 -11352.179 49460.1428 22432.8403 -23799.049 46231.8892
Total P&L (%) 38.108 -11.3522 49.4601 22.4328 -23.799 46.2319
Avg Daily Profit (%) 0.1463 -0.0436 0.1899 0.0777 -0.1043 0.146
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -54274 -36296 -40515 -89505 -52221 -71170
Profit Factor 1.2299 0.8466 1.5388 1.0925 0.7755 1.3389
Total Trades 90 45 45 90 45 45
Winning Trades 57 24 33 57 24 33
Losing Trades 33 21 12 33 21 12
Profitability (%) 63.3333 53.3333 73.3333 63.3333 53.3333 73.3333
Ratio Avg Win / Avg Loss 0.712 0.7407 0.5596 0.6325 0.6786 0.4869
Largest Winning Trade 11821 8378 11821 15815 9291 15815
Largest Losing Trade -26862 -19269 -26862 -37420 -28324 -37420
Avg Bars in Trades 273 113 434 273 113 434
Avg Bars in Winners 200 79 287 200 79 287
Avg Bars in Losers 401 151 838 401 151 838
Bars Traded 24654 5092 19562 24654 5092 19562
Profit Streak 0 0 11.9161 0 0 11.9161
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -1246 -581675 317243 -213973 -581675 60273
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736445600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758990547179,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 243,
            "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": [
        [
            38107.9637886508,
            -11352.1790438922,
            49460.1428325431,
            22432.8402794701,
            -23799.048967187,
            46231.889246657
        ],
        [
            38.107964,
            -11.352179,
            49.460143,
            22.43284,
            -23.799049,
            46.231889
        ],
        [
            0.146333,
            -0.043592,
            0.189925,
            0.077748,
            -0.104314,
            0.146034
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -54274,
            -36296,
            -40515,
            -89505,
            -52221,
            -71170
        ],
        [
            1.22987,
            0.846558,
            1.538799,
            1.092526,
            0.775516,
            1.338861
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            57,
            24,
            33,
            57,
            24,
            33
        ],
        [
            33,
            21,
            12,
            33,
            21,
            12
        ],
        [
            63.333333,
            53.333333,
            73.333333,
            63.333333,
            53.333333,
            73.333333
        ],
        [
            0.71203,
            0.740739,
            0.559563,
            0.632515,
            0.678576,
            0.486859
        ],
        [
            11821,
            8378,
            11821,
            15815,
            9291,
            15815
        ],
        [
            -26862,
            -19269,
            -26862,
            -37420,
            -28324,
            -37420
        ],
        [
            273,
            113,
            434,
            273,
            113,
            434
        ],
        [
            200,
            79,
            287,
            200,
            79,
            287
        ],
        [
            401,
            151,
            838,
            401,
            151,
            838
        ],
        [
            24654,
            5092,
            19562,
            24654,
            5092,
            19562
        ],
        [
            0,
            0,
            11.916055,
            0,
            0,
            11.916055
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -1246,
            -581675,
            317243,
            -213973,
            -581675,
            60273
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736445600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758990547179,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 243,
            "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)