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Trade: SAND/USDT/60/MIDPOINT/SSF/3883

Strategy
SAND/USDT/60/MIDPOINT/SSF/3883
Pair
SAND_USDT
Interval
1h
Score
321668
Daily Profit
0.153634
Profit Factor
1.258447
Profitability
56.578947
Streak
30.700503
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 15:48
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 160028.0813 97530.6815 62497.3998 85751.5373 78063.1226 7688.4146
Total P&L (%) 160.0281 97.5307 62.4974 85.7515 78.0631 7.6884
Avg Daily Profit (%) 0.1536 0.0936 0.06 0.0595 0.0554 0.0071
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -100621 -86031 -80185 -607116 -464023 -311531
Profit Factor 1.2584 1.3081 1.2065 1.041 1.0702 1.0079
Total Trades 228 114 114 228 114 114
Winning Trades 129 57 72 129 57 72
Losing Trades 99 57 42 99 57 42
Profitability (%) 56.5789 50 63.1579 56.5789 50 63.1579
Ratio Avg Win / Avg Loss 0.9658 1.3081 0.7038 0.7989 1.0702 0.5879
Largest Winning Trade 40446 40446 25395 160788 160788 95717
Largest Losing Trade -44350 -25420 -44350 -172582 -165760 -172582
Avg Bars in Trades 107 97 117 107 97 117
Avg Bars in Winners 113 100 123 113 100 123
Avg Bars in Losers 100 95 107 100 95 107
Bars Traded 24559 11153 13406 24559 11153 13406
Profit Streak 30.7005 30.7005 77.1588 30.7005 30.7005 77.1588
Trades During Streak 4 2 4 4 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321668 -67077 -112587 -287035 -261494 -559776

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669618800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758890923473,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 170,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            160028.081334874,
            97530.6814997191,
            62497.3998351547,
            85751.537258811,
            78063.1226307466,
            7688.4146280645
        ],
        [
            160.028081,
            97.530681,
            62.4974,
            85.751537,
            78.063123,
            7.688415
        ],
        [
            0.153634,
            0.093634,
            0.06,
            0.059467,
            0.055407,
            0.007111
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -100621,
            -86031,
            -80185,
            -607116,
            -464023,
            -311531
        ],
        [
            1.258447,
            1.308092,
            1.206516,
            1.041026,
            1.070194,
            1.007861
        ],
        [
            228,
            114,
            114,
            228,
            114,
            114
        ],
        [
            129,
            57,
            72,
            129,
            57,
            72
        ],
        [
            99,
            57,
            42,
            99,
            57,
            42
        ],
        [
            56.578947,
            50,
            63.157895,
            56.578947,
            50,
            63.157895
        ],
        [
            0.965785,
            1.308092,
            0.703801,
            0.798927,
            1.070194,
            0.587919
        ],
        [
            40446,
            40446,
            25395,
            160788,
            160788,
            95717
        ],
        [
            -44350,
            -25420,
            -44350,
            -172582,
            -165760,
            -172582
        ],
        [
            107,
            97,
            117,
            107,
            97,
            117
        ],
        [
            113,
            100,
            123,
            113,
            100,
            123
        ],
        [
            100,
            95,
            107,
            100,
            95,
            107
        ],
        [
            24559,
            11153,
            13406,
            24559,
            11153,
            13406
        ],
        [
            30.700503,
            30.700503,
            77.158836,
            30.700503,
            30.700503,
            77.158836
        ],
        [
            4,
            2,
            4,
            4,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321668,
            -67077,
            -112587,
            -287035,
            -261494,
            -559776
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669618800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758890923473,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 170,
            "offset": 0,
            "poles": 2
        }
    }
}

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)