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Trade: SAND/USDT/30/KCL/MIDPRICE/5429

Strategy
SAND/USDT/30/KCL/MIDPRICE/5429
Pair
SAND_USDT
Interval
30m
Score
307199
Daily Profit
0.255203
Profit Factor
1.458563
Profitability
46.218487
Streak
0.000000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-05 19:20
Expiration Time
2025-12-19 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 132917.6328 104877.8138 28039.819 19086.6814 -20477.2808 39563.9621
Total P&L (%) 132.9176 104.8778 28.0398 19.0867 -20.4773 39.564
Avg Daily Profit (%) 0.2552 0.2014 0.0538 0.0335 -0.044 0.064
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127568 -118793 -19969 -280281 -270212 -37155
Profit Factor 1.4586 1.4273 1.6317 1.0393 0.9509 1.5811
Total Trades 119 59 60 119 59 60
Winning Trades 55 24 31 55 24 31
Losing Trades 64 35 29 64 35 29
Profitability (%) 46.2185 40.678 51.6667 46.2185 40.678 51.6667
Ratio Avg Win / Avg Loss 1.6972 2.0814 1.5264 1.2094 1.3868 1.4791
Largest Winning Trade 191785 191785 15241 203596 203596 23292
Largest Losing Trade -28392 -28392 -4700 -72205 -72205 -14902
Avg Bars in Trades 201 390 15 201 390 15
Avg Bars in Winners 230 502 19 230 502 19
Avg Bars in Losers 176 313 10 176 313 10
Bars Traded 23975 23057 918 23975 23057 918
Profit Streak 0 65.6599 0 0 65.6599 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 307199 -170575 -290197 -334577 -759291 -277154
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714681800000,
    "first_datapoint_time": 1714923000000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759681218575,
    "expiration_time": 1766160000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 135,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 112,
            "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": [
        [
            132917.6327503744,
            104877.8137742349,
            28039.8189761395,
            19086.6813576571,
            -20477.2807828665,
            39563.9621405235
        ],
        [
            132.917633,
            104.877814,
            28.039819,
            19.086681,
            -20.477281,
            39.563962
        ],
        [
            0.255203,
            0.201367,
            0.053837,
            0.033545,
            -0.043983,
            0.064025
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127568,
            -118793,
            -19969,
            -280281,
            -270212,
            -37155
        ],
        [
            1.458563,
            1.427253,
            1.631716,
            1.039319,
            0.950934,
            1.581073
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            55,
            24,
            31,
            55,
            24,
            31
        ],
        [
            64,
            35,
            29,
            64,
            35,
            29
        ],
        [
            46.218487,
            40.677966,
            51.666667,
            46.218487,
            40.677966,
            51.666667
        ],
        [
            1.697237,
            2.08141,
            1.526444,
            1.20939,
            1.386779,
            1.479068
        ],
        [
            191785,
            191785,
            15241,
            203596,
            203596,
            23292
        ],
        [
            -28392,
            -28392,
            -4700,
            -72205,
            -72205,
            -14902
        ],
        [
            201,
            390,
            15,
            201,
            390,
            15
        ],
        [
            230,
            502,
            19,
            230,
            502,
            19
        ],
        [
            176,
            313,
            10,
            176,
            313,
            10
        ],
        [
            23975,
            23057,
            918,
            23975,
            23057,
            918
        ],
        [
            0,
            65.659937,
            0,
            0,
            65.659937,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307199,
            -170575,
            -290197,
            -334577,
            -759291,
            -277154
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714681800000,
    "first_datapoint_time": 1714923000000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759681218575,
    "expiration_time": 1766160000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 135,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 112,
            "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)