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Trade: SAND/USDT/240/KCL/PWMA/8585

Strategy
SAND/USDT/240/KCL/PWMA/8585
Pair
SAND_USDT
Interval
4h
Score
397359
Daily Profit
0.845275
Profit Factor
3.129038
Profitability
36.190476
Streak
0.000000
Best Strategy
Training Data Length
1867.170000
Evaluation Time
2025-09-25 22:48
Expiration Time
2025-11-19 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1578271.6338 1696198.9024 -117927.2686 -27795.4008 1362368.628 -1390164.0288
Total P&L (%) 1578.2716 1696.1989 -117.9273 -27.7954 1362.3686 -1390.164
Avg Daily Profit (%) 0.8453 0.9084 -0.0632 -0.0174 0.1438 0
Buy And Hold Return (%) 515.3469 515.3469 515.3469 515.3469 515.3469 515.3469
Max Trade Drawdown -357120 -279600 -129343 -5197891 -4053335 -1394076
Profit Factor 3.129 4.2254 0.4526 0.996 1.2656 0.2102
Total Trades 105 52 53 105 52 53
Winning Trades 38 17 21 38 17 21
Losing Trades 67 35 32 67 35 32
Profitability (%) 36.1905 32.6923 39.6226 36.1905 32.6923 39.6226
Ratio Avg Win / Avg Loss 5.517 8.6994 0.6897 1.756 2.6056 0.3203
Largest Winning Trade 1323978 1323978 13801 4312766 4312766 157839
Largest Losing Trade -47750 -47750 -29696 -1943869 -1943869 -983381
Avg Bars in Trades 99 176 22 99 176 22
Avg Bars in Winners 136 274 24 136 274 24
Avg Bars in Losers 78 129 21 78 129 21
Bars Traded 10403 9186 1217 10403 9186 1217
Profit Streak 0 91.992 0 0 91.992 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 397359 -168870 -764591 -583091 -189634 -764591

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11203,
    "evaluation_days": 1867.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599249600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758829709426,
    "expiration_time": 1763554896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 129,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 52,
            "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": [
        [
            1578271.6337539682,
            1696198.9023964263,
            -117927.2686424584,
            -27795.4007773382,
            1362368.6280074618,
            -1390164.0287847987
        ],
        [
            1578.271634,
            1696.198902,
            -117.927269,
            -27.795401,
            1362.368628,
            -1390.164029
        ],
        [
            0.845275,
            0.908433,
            -0.063158,
            -0.01744,
            0.143778,
            0
        ],
        [
            515.346899,
            515.346899,
            515.346899,
            515.346899,
            515.346899,
            515.346899
        ],
        [
            -357120,
            -279600,
            -129343,
            -5197891,
            -4053335,
            -1394076
        ],
        [
            3.129038,
            4.225445,
            0.452587,
            0.995966,
            1.265556,
            0.21017
        ],
        [
            105,
            52,
            53,
            105,
            52,
            53
        ],
        [
            38,
            17,
            21,
            38,
            17,
            21
        ],
        [
            67,
            35,
            32,
            67,
            35,
            32
        ],
        [
            36.190476,
            32.692308,
            39.622642,
            36.190476,
            32.692308,
            39.622642
        ],
        [
            5.516989,
            8.699445,
            0.689657,
            1.756045,
            2.605557,
            0.320259
        ],
        [
            1323978,
            1323978,
            13801,
            4312766,
            4312766,
            157839
        ],
        [
            -47750,
            -47750,
            -29696,
            -1943869,
            -1943869,
            -983381
        ],
        [
            99,
            176,
            22,
            99,
            176,
            22
        ],
        [
            136,
            274,
            24,
            136,
            274,
            24
        ],
        [
            78,
            129,
            21,
            78,
            129,
            21
        ],
        [
            10403,
            9186,
            1217,
            10403,
            9186,
            1217
        ],
        [
            0,
            91.992007,
            0,
            0,
            91.992007,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            397359,
            -168870,
            -764591,
            -583091,
            -189634,
            -764591
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11203,
    "evaluation_days": 1867.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599249600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758829709426,
    "expiration_time": 1763554896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 129,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 52,
            "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)