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Trade: SAND/USDT/240/MIDPRICE/MIDPOINT/5637

Strategy
SAND/USDT/240/MIDPRICE/MIDPOINT/5637
Pair
SAND_USDT
Interval
4h
Score
484615
Daily Profit
0.232348
Profit Factor
2.347594
Profitability
55.000000
Streak
0.000000
Best Strategy
Training Data Length
1878.670000
Evaluation Time
2025-10-06 05:19
Expiration Time
2025-12-01 10:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1823297.6165 -54004.5575 -1769293.0591 -1245562.6635 7725609.0139 -8971171.6774
Total P&L (%) -1823.2976 -54.0046 -1769.2931 -1245.5627 7725.609 -8971.1717
Avg Daily Profit (%) -0.9705 -0.0287 -0.9418 0 0.2323 0
Buy And Hold Return (%) 572.8437 572.8437 572.8437 572.8437 572.8437 572.8437
Max Trade Drawdown -1999245 -161646 -1913849 -9358297 -1686755 -12844737
Profit Factor 0.2424 0.8258 0.1561 0.9504 2.3476 0.5367
Total Trades 81 40 41 81 40 41
Winning Trades 49 20 29 35 22 13
Losing Trades 32 20 12 46 18 28
Profitability (%) 60.4938 50 70.7317 43.2099 55 31.7073
Ratio Avg Win / Avg Loss 0.1583 0.8258 0.0646 1.2491 1.9208 1.156
Largest Winning Trade 32433 32433 25620 4925598 4925598 3550679
Largest Losing Trade -1214478 -60453 -1214478 -6207713 -1579539 -6207713
Avg Bars in Trades 133 163 105 133 163 105
Avg Bars in Winners 85 117 63 176 193 147
Avg Bars in Losers 207 208 206 101 126 85
Bars Traded 10845 6528 4317 10845 6528 4317
Profit Streak 25.0969 166.2635 25.0969 0 0 0
Trades During Streak 2 4 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -594393 -579367 -577511 -598029 484615 -586189
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11272,
    "evaluation_days": 1878.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600776000000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759717170270,
    "expiration_time": 1764578304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 235,
            "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": [
        [
            -1823297.6165219925,
            -54004.5574546523,
            -1769293.0590673396,
            -1245562.6634823629,
            7725609.01393743,
            -8971171.677419798
        ],
        [
            -1823.297617,
            -54.004557,
            -1769.293059,
            -1245.562663,
            7725.609014,
            -8971.171677
        ],
        [
            -0.970526,
            -0.028746,
            -0.94178,
            0,
            0.232348,
            0
        ],
        [
            572.843698,
            572.843698,
            572.843698,
            572.843698,
            572.843698,
            572.843698
        ],
        [
            -1999245,
            -161646,
            -1913849,
            -9358297,
            -1686755,
            -12844737
        ],
        [
            0.242381,
            0.825835,
            0.156089,
            0.950369,
            2.347594,
            0.536693
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            49,
            20,
            29,
            35,
            22,
            13
        ],
        [
            32,
            20,
            12,
            46,
            18,
            28
        ],
        [
            60.493827,
            50,
            70.731707,
            43.209877,
            55,
            31.707317
        ],
        [
            0.15829,
            0.825835,
            0.064588,
            1.249056,
            1.920758,
            1.155954
        ],
        [
            32433,
            32433,
            25620,
            4925598,
            4925598,
            3550679
        ],
        [
            -1214478,
            -60453,
            -1214478,
            -6207713,
            -1579539,
            -6207713
        ],
        [
            133,
            163,
            105,
            133,
            163,
            105
        ],
        [
            85,
            117,
            63,
            176,
            193,
            147
        ],
        [
            207,
            208,
            206,
            101,
            126,
            85
        ],
        [
            10845,
            6528,
            4317,
            10845,
            6528,
            4317
        ],
        [
            25.096878,
            166.263545,
            25.096878,
            0,
            0,
            0
        ],
        [
            2,
            4,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -594393,
            -579367,
            -577511,
            -598029,
            484615,
            -586189
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11272,
    "evaluation_days": 1878.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600776000000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759717170270,
    "expiration_time": 1764578304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 235,
            "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)