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Trade: SAND/USDT/360/BBM/MIDPRICE/6878

Strategy
SAND/USDT/360/BBM/MIDPRICE/6878
Pair
SAND_USDT
Interval
6h
Score
663030
Daily Profit
1.467255
Profit Factor
4.471285
Profitability
46.315789
Streak
0.000000
Best Strategy
Training Data Length
1875.500000
Evaluation Time
2025-10-03 00:01
Expiration Time
2025-11-28 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2751836.0257 2794486.2095 -42650.1838 302970.4923 1580285.8198 -1277315.3275
Total P&L (%) 2751.836 2794.4862 -42.6502 302.9705 1580.2858 -1277.3153
Avg Daily Profit (%) 1.4673 1.49 -0.0227 0.0743 0.1506 0
Buy And Hold Return (%) 579.3094 579.3094 579.3094 579.3094 579.3094 579.3094
Max Trade Drawdown -187091 -193806 -137867 -3032531 -2686382 -2411432
Profit Factor 4.4713 6.7478 0.8609 1.0336 1.2858 0.6343
Total Trades 95 47 48 95 47 48
Winning Trades 44 19 25 44 19 25
Losing Trades 51 28 23 51 28 23
Profitability (%) 46.3158 40.4255 52.0833 46.3158 40.4255 52.0833
Ratio Avg Win / Avg Loss 5.1826 9.9441 0.792 1.198 1.8949 0.5836
Largest Winning Trade 2317428 2317428 33879 2663617 2663617 790045
Largest Losing Trade -53492 -47769 -53492 -1277723 -1219883 -1277723
Avg Bars in Trades 74 115 34 74 115 34
Avg Bars in Winners 90 149 44 90 149 44
Avg Bars in Losers 61 92 23 61 92 23
Bars Traded 7098 5442 1656 7098 5442 1656
Profit Streak 0 59.6263 0 0 59.6263 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 663030 652975 -580419 -444235 97391 -580419
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 1875.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1601272800000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759438915962,
    "expiration_time": 1764289296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 154,
            "offset": 0,
            "std": 1.68528
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 180,
            "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": [
        [
            2751836.025650167,
            2794486.2094811406,
            -42650.183830973,
            302970.4923250093,
            1580285.819781873,
            -1277315.327456863
        ],
        [
            2751.836026,
            2794.486209,
            -42.650184,
            302.970492,
            1580.28582,
            -1277.315327
        ],
        [
            1.467255,
            1.489995,
            -0.022741,
            0.074338,
            0.150556,
            0
        ],
        [
            579.309369,
            579.309369,
            579.309369,
            579.309369,
            579.309369,
            579.309369
        ],
        [
            -187091,
            -193806,
            -137867,
            -3032531,
            -2686382,
            -2411432
        ],
        [
            4.471285,
            6.74776,
            0.860873,
            1.03358,
            1.285805,
            0.634321
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            44,
            19,
            25,
            44,
            19,
            25
        ],
        [
            51,
            28,
            23,
            51,
            28,
            23
        ],
        [
            46.315789,
            40.425532,
            52.083333,
            46.315789,
            40.425532,
            52.083333
        ],
        [
            5.182626,
            9.944067,
            0.792003,
            1.198014,
            1.89487,
            0.583576
        ],
        [
            2317428,
            2317428,
            33879,
            2663617,
            2663617,
            790045
        ],
        [
            -53492,
            -47769,
            -53492,
            -1277723,
            -1219883,
            -1277723
        ],
        [
            74,
            115,
            34,
            74,
            115,
            34
        ],
        [
            90,
            149,
            44,
            90,
            149,
            44
        ],
        [
            61,
            92,
            23,
            61,
            92,
            23
        ],
        [
            7098,
            5442,
            1656,
            7098,
            5442,
            1656
        ],
        [
            0,
            59.626342,
            0,
            0,
            59.626342,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            663030,
            652975,
            -580419,
            -444235,
            97391,
            -580419
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 1875.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1601272800000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759438915962,
    "expiration_time": 1764289296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 154,
            "offset": 0,
            "std": 1.68528
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 180,
            "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)