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Trade: SAND/USDT/360/KCL/HILO/2245

Strategy
SAND/USDT/360/KCL/HILO/2245
Pair
SAND_USDT
Interval
6h
Score
551471
Daily Profit
0.933544
Profit Factor
4.068451
Profitability
42.857143
Streak
0.000000
Best Strategy
Training Data Length
1876.000000
Evaluation Time
2025-10-03 11:52
Expiration Time
2025-11-28 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1751328.9781 1735031.7885 16297.1896 866355.5218 -211850.4668 1078205.9887
Total P&L (%) 1751.329 1735.0318 16.2972 866.3555 -211.8505 1078.206
Avg Daily Profit (%) 0.9335 0.9249 0.0087 0.121 0 0.1316
Buy And Hold Return (%) 483.5391 483.5391 483.5391 483.5391 483.5391 483.5391
Max Trade Drawdown -110095 -138159 -72956 -3535449 -4253170 -727773
Profit Factor 4.0685 6.4455 1.0646 1.0764 0.9703 1.2561
Total Trades 98 49 49 98 49 49
Winning Trades 42 15 27 42 15 27
Losing Trades 56 34 22 56 34 22
Profitability (%) 42.8571 30.6122 55.102 42.8571 30.6122 55.102
Ratio Avg Win / Avg Loss 5.4246 14.6098 0.8675 1.4352 2.1993 1.0235
Largest Winning Trade 1054065 1054065 58947 3335451 3335451 1669545
Largest Losing Trade -44446 -30733 -44446 -1079902 -1079902 -668529
Avg Bars in Trades 73 82 64 73 82 64
Avg Bars in Winners 109 148 88 109 148 88
Avg Bars in Losers 46 53 35 46 53 35
Bars Traded 7198 4039 3159 7198 4039 3159
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 551471 423753 -497336 -178374 -585443 -21750
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7504,
    "evaluation_days": 1876,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1601834400000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759481577219,
    "expiration_time": 1764333792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 206,
            "offset": 0,
            "scalar": 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": [
        [
            1751328.9781065846,
            1735031.7885140637,
            16297.1895925216,
            866355.5218261142,
            -211850.4668282817,
            1078205.9886543981
        ],
        [
            1751.328978,
            1735.031789,
            16.29719,
            866.355522,
            -211.850467,
            1078.205989
        ],
        [
            0.933544,
            0.924857,
            0.008687,
            0.120988,
            0,
            0.131567
        ],
        [
            483.539095,
            483.539095,
            483.539095,
            483.539095,
            483.539095,
            483.539095
        ],
        [
            -110095,
            -138159,
            -72956,
            -3535449,
            -4253170,
            -727773
        ],
        [
            4.068451,
            6.445494,
            1.064637,
            1.076381,
            0.970297,
            1.256094
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            42,
            15,
            27,
            42,
            15,
            27
        ],
        [
            56,
            34,
            22,
            56,
            34,
            22
        ],
        [
            42.857143,
            30.612245,
            55.102041,
            42.857143,
            30.612245,
            55.102041
        ],
        [
            5.424602,
            14.609785,
            0.867482,
            1.435175,
            2.19934,
            1.023484
        ],
        [
            1054065,
            1054065,
            58947,
            3335451,
            3335451,
            1669545
        ],
        [
            -44446,
            -30733,
            -44446,
            -1079902,
            -1079902,
            -668529
        ],
        [
            73,
            82,
            64,
            73,
            82,
            64
        ],
        [
            109,
            148,
            88,
            109,
            148,
            88
        ],
        [
            46,
            53,
            35,
            46,
            53,
            35
        ],
        [
            7198,
            4039,
            3159,
            7198,
            4039,
            3159
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            551471,
            423753,
            -497336,
            -178374,
            -585443,
            -21750
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7504,
    "evaluation_days": 1876,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1601834400000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759481577219,
    "expiration_time": 1764333792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 206,
            "offset": 0,
            "scalar": 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)