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Trade: SAND/USDT/720/BBM/HILO/5315

Strategy
SAND/USDT/720/BBM/HILO/5315
Pair
SAND_USDT
Interval
12h
Score
334556
Daily Profit
0.466835
Profit Factor
2.124863
Profitability
45.045045
Streak
0.000000
Best Strategy
Training Data Length
1884.500000
Evaluation Time
2025-10-12 02:00
Expiration Time
2025-12-07 02:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 879750.4795 911647.3602 -31896.8807 205578.5239 1797291.5111 -1591712.9872
Total P&L (%) 879.7505 911.6474 -31.8969 205.5785 1797.2915 -1591.713
Avg Daily Profit (%) 0.4668 0.4838 -0.0169 0.0593 0.1563 0
Buy And Hold Return (%) 333.7101 333.7101 333.7101 333.7101 333.7101 333.7101
Max Trade Drawdown -115708 -132399 -136341 -2676083 -1741017 -2759186
Profit Factor 2.1249 3.2239 0.9143 1.0272 1.5243 0.6157
Total Trades 111 56 55 111 56 55
Winning Trades 50 23 27 50 23 27
Losing Trades 61 33 28 61 33 28
Profitability (%) 45.045 41.0714 49.0909 45.045 41.0714 49.0909
Ratio Avg Win / Avg Loss 2.5923 4.6256 0.9482 1.2531 2.1871 0.6386
Largest Winning Trade 547538 547538 53079 1562100 1562100 336917
Largest Losing Trade -59672 -35068 -59672 -1478924 -493133 -1478924
Avg Bars in Trades 33 25 41 33 25 41
Avg Bars in Winners 46 37 54 46 37 54
Avg Bars in Losers 22 16 29 22 16 29
Bars Traded 3673 1400 2273 3673 1400 2273
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 334556 -169974 -761186 -471813 -174095 -761186
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3769,
    "evaluation_days": 1884.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599955200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760223642910,
    "expiration_time": 1765068624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 60,
            "offset": 0,
            "std": 4.05248
        }
    },
    "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": [
        [
            879750.4795147665,
            911647.3601943231,
            -31896.880679557,
            205578.5239224266,
            1797291.511098034,
            -1591712.987175608
        ],
        [
            879.75048,
            911.64736,
            -31.896881,
            205.578524,
            1797.291511,
            -1591.712987
        ],
        [
            0.466835,
            0.483761,
            -0.016926,
            0.059293,
            0.156291,
            0
        ],
        [
            333.710083,
            333.710083,
            333.710083,
            333.710083,
            333.710083,
            333.710083
        ],
        [
            -115708,
            -132399,
            -136341,
            -2676083,
            -1741017,
            -2759186
        ],
        [
            2.124863,
            3.223913,
            0.914294,
            1.027157,
            1.524327,
            0.615745
        ],
        [
            111,
            56,
            55,
            111,
            56,
            55
        ],
        [
            50,
            23,
            27,
            50,
            23,
            27
        ],
        [
            61,
            33,
            28,
            61,
            33,
            28
        ],
        [
            45.045045,
            41.071429,
            49.090909,
            45.045045,
            41.071429,
            49.090909
        ],
        [
            2.592332,
            4.625614,
            0.948157,
            1.253131,
            2.187078,
            0.63855
        ],
        [
            547538,
            547538,
            53079,
            1562100,
            1562100,
            336917
        ],
        [
            -59672,
            -35068,
            -59672,
            -1478924,
            -493133,
            -1478924
        ],
        [
            33,
            25,
            41,
            33,
            25,
            41
        ],
        [
            46,
            37,
            54,
            46,
            37,
            54
        ],
        [
            22,
            16,
            29,
            22,
            16,
            29
        ],
        [
            3673,
            1400,
            2273,
            3673,
            1400,
            2273
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334556,
            -169974,
            -761186,
            -471813,
            -174095,
            -761186
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3769,
    "evaluation_days": 1884.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599955200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760223642910,
    "expiration_time": 1765068624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 60,
            "offset": 0,
            "std": 4.05248
        }
    },
    "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)