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Trade: SAND/USDT/240/SSF/HILO/5928

Strategy
SAND/USDT/240/SSF/HILO/5928
Pair
SAND_USDT
Interval
4h
Score
423855
Daily Profit
0.879725
Profit Factor
3.286896
Profitability
39.694656
Streak
0.000000
Best Strategy
Training Data Length
1867.170000
Evaluation Time
2025-09-25 20:11
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 1642596.6337 1630959.6288 11637.0049 696643.4575 314861.1371 381782.3204
Total P&L (%) 1642.5966 1630.9596 11.637 696.6435 314.8611 381.7823
Avg Daily Profit (%) 0.8797 0.8735 0.0062 0.1112 0.0762 0.0842
Buy And Hold Return (%) 678.5799 678.5799 678.5799 678.5799 678.5799 678.5799
Max Trade Drawdown -100120 -121130 -112174 -1434086 -1964794 -729854
Profit Factor 3.2869 5.1897 1.0354 1.0916 1.0701 1.1227
Total Trades 131 66 65 131 66 65
Winning Trades 52 22 30 52 22 30
Losing Trades 79 44 35 79 44 35
Profitability (%) 39.6947 33.3333 46.1538 39.6947 33.3333 46.1538
Ratio Avg Win / Avg Loss 4.9936 10.3795 1.2079 1.6584 2.1401 1.3098
Largest Winning Trade 1118092 1118092 51067 1795716 1795716 530926
Largest Losing Trade -39977 -33423 -39977 -676279 -676279 -511592
Avg Bars in Trades 84 69 98 84 69 98
Avg Bars in Winners 140 132 146 140 132 146
Avg Bars in Losers 47 38 58 47 38 58
Bars Traded 11022 4595 6427 11022 4595 6427
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 423855 -113974 -665346 -323929 -530239 -465240

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": 1599494400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758820291324,
    "expiration_time": 1763554896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 52,
            "offset": 145,
            "poles": 2
        }
    },
    "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": [
        [
            1642596.6337007566,
            1630959.6287534945,
            11637.0049472621,
            696643.4575072037,
            314861.1370600112,
            381782.3204471934
        ],
        [
            1642.596634,
            1630.959629,
            11.637005,
            696.643458,
            314.861137,
            381.78232
        ],
        [
            0.879725,
            0.873493,
            0.006232,
            0.111205,
            0.076229,
            0.084244
        ],
        [
            678.579888,
            678.579888,
            678.579888,
            678.579888,
            678.579888,
            678.579888
        ],
        [
            -100120,
            -121130,
            -112174,
            -1434086,
            -1964794,
            -729854
        ],
        [
            3.286896,
            5.189731,
            1.035372,
            1.0916,
            1.070056,
            1.122727
        ],
        [
            131,
            66,
            65,
            131,
            66,
            65
        ],
        [
            52,
            22,
            30,
            52,
            22,
            30
        ],
        [
            79,
            44,
            35,
            79,
            44,
            35
        ],
        [
            39.694656,
            33.333333,
            46.153846,
            39.694656,
            33.333333,
            46.153846
        ],
        [
            4.993554,
            10.379462,
            1.207934,
            1.658393,
            2.140111,
            1.309848
        ],
        [
            1118092,
            1118092,
            51067,
            1795716,
            1795716,
            530926
        ],
        [
            -39977,
            -33423,
            -39977,
            -676279,
            -676279,
            -511592
        ],
        [
            84,
            69,
            98,
            84,
            69,
            98
        ],
        [
            140,
            132,
            146,
            140,
            132,
            146
        ],
        [
            47,
            38,
            58,
            47,
            38,
            58
        ],
        [
            11022,
            4595,
            6427,
            11022,
            4595,
            6427
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
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        ],
        [
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        ],
        [
            423855,
            -113974,
            -665346,
            -323929,
            -530239,
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        ]
    ]
}
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": 1599494400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758820291324,
    "expiration_time": 1763554896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 52,
            "offset": 145,
            "poles": 2
        }
    },
    "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)