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Trade: SAND/USDT/240/SSF/MIDPOINT/8708

Strategy
SAND/USDT/240/SSF/MIDPOINT/8708
Pair
SAND_USDT
Interval
4h
Score
309650
Daily Profit
0.643862
Profit Factor
2.532626
Profitability
35.251799
Streak
0.000000
Best Strategy
Training Data Length
1883.830000
Evaluation Time
2025-10-11 08:46
Expiration Time
2025-12-06 18:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1212925.8451 1169246.6524 43679.1927 1593504.6143 564385.1741 1029119.4402
Total P&L (%) 1212.9258 1169.2467 43.6792 1593.5046 564.3852 1029.1194
Avg Daily Profit (%) 0.6439 0.6207 0.0232 0.1503 0.1006 0.1288
Buy And Hold Return (%) 349.2565 349.2565 349.2565 349.2565 349.2565 349.2565
Max Trade Drawdown -140199 -109162 -84346 -4421433 -2710236 -2013582
Profit Factor 2.5326 3.771 1.1182 1.1073 1.0677 1.1581
Total Trades 139 70 69 139 70 69
Winning Trades 49 21 28 49 21 28
Losing Trades 90 49 41 90 49 41
Profitability (%) 35.2518 30 40.5797 35.2518 30 40.5797
Ratio Avg Win / Avg Loss 4.6518 8.7989 1.6374 2.0339 2.4913 1.6958
Largest Winning Trade 581445 581445 57202 2161933 2161933 1421907
Largest Losing Trade -32976 -23661 -32976 -1040523 -612894 -1040523
Avg Bars in Trades 79 78 81 79 78 81
Avg Bars in Winners 132 139 127 132 139 127
Avg Bars in Losers 51 52 50 51 52 50
Bars Traded 11114 5477 5637 11114 5477 5637
Profit Streak 0 0 33.2409 0 0 33.2409
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309650 -86510 -522113 -100830 -314941 -174424
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11303,
    "evaluation_days": 1883.83,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598068800000,
    "last_datapoint_time": 1760155200000,
    "evaluation_time": 1760161615862,
    "expiration_time": 1765038096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 242,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 47,
            "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": [
        [
            1212925.8450904214,
            1169246.6524027751,
            43679.1926876467,
            1593504.6143230211,
            564385.1740847465,
            1029119.4402382735
        ],
        [
            1212.925845,
            1169.246652,
            43.679193,
            1593.504614,
            564.385174,
            1029.11944
        ],
        [
            0.643862,
            0.620675,
            0.023186,
            0.150306,
            0.100574,
            0.128758
        ],
        [
            349.256481,
            349.256481,
            349.256481,
            349.256481,
            349.256481,
            349.256481
        ],
        [
            -140199,
            -109162,
            -84346,
            -4421433,
            -2710236,
            -2013582
        ],
        [
            2.532626,
            3.770976,
            1.11823,
            1.107329,
            1.067682,
            1.15813
        ],
        [
            139,
            70,
            69,
            139,
            70,
            69
        ],
        [
            49,
            21,
            28,
            49,
            21,
            28
        ],
        [
            90,
            49,
            41,
            90,
            49,
            41
        ],
        [
            35.251799,
            30,
            40.57971,
            35.251799,
            30,
            40.57971
        ],
        [
            4.651762,
            8.798945,
            1.637409,
            2.03387,
            2.491258,
            1.695833
        ],
        [
            581445,
            581445,
            57202,
            2161933,
            2161933,
            1421907
        ],
        [
            -32976,
            -23661,
            -32976,
            -1040523,
            -612894,
            -1040523
        ],
        [
            79,
            78,
            81,
            79,
            78,
            81
        ],
        [
            132,
            139,
            127,
            132,
            139,
            127
        ],
        [
            51,
            52,
            50,
            51,
            52,
            50
        ],
        [
            11114,
            5477,
            5637,
            11114,
            5477,
            5637
        ],
        [
            0,
            0,
            33.240924,
            0,
            0,
            33.240924
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309650,
            -86510,
            -522113,
            -100830,
            -314941,
            -174424
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11303,
    "evaluation_days": 1883.83,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598068800000,
    "last_datapoint_time": 1760155200000,
    "evaluation_time": 1760161615862,
    "expiration_time": 1765038096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 242,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 47,
            "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)