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Trade: SAND/USDT/720/DCL/SMA/5161

Strategy
SAND/USDT/720/DCL/SMA/5161
Pair
SAND_USDT
Interval
12h
Score
539011
Daily Profit
0.197300
Profit Factor
3.185690
Profitability
68.965517
Streak
18.886476
Best Strategy
Training Data Length
1878.000000
Evaluation Time
2025-10-05 12:16
Expiration Time
2025-11-30 10:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1042696.7071 52469.6321 -1095166.3392 -46274.841 -3997656.7286 3951381.8875
Total P&L (%) -1042.6967 52.4696 -1095.1663 -46.2748 -3997.6567 3951.3819
Avg Daily Profit (%) -0.5552 0.0279 -0.5832 -0.0331 0 0.1973
Buy And Hold Return (%) 715.1432 715.1432 715.1432 715.1432 715.1432 715.1432
Max Trade Drawdown -1131981 -156837 -1152684 -3236316 -4041173 -1431997
Profit Factor 0.3094 1.1969 0.1192 0.9925 0.085 3.1857
Total Trades 57 28 29 57 28 29
Winning Trades 40 20 20 38 18 20
Losing Trades 17 8 9 19 10 9
Profitability (%) 70.1754 71.4286 68.9655 66.6667 64.2857 68.9655
Ratio Avg Win / Avg Loss 0.1315 0.4788 0.0537 0.4963 0.0472 1.4336
Largest Winning Trade 132805 132805 19690 5065734 159522 5065734
Largest Losing Trade -917285 -70833 -917285 -1764256 -1764256 -1317269
Avg Bars in Trades 61 85 38 61 85 38
Avg Bars in Winners 22 26 18 31 31 30
Avg Bars in Losers 153 233 83 122 182 54
Bars Traded 3511 2400 1111 3511 2400 1111
Profit Streak 18.8865 51.3865 18.8865 18.8865 51.3865 18.8865
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -756596 -343769 -577814 -757051 -598568 539011
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3756,
    "evaluation_days": 1878,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1603886400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759655791497,
    "expiration_time": 1764490176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 6,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 151,
            "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": [
        [
            -1042696.7070881521,
            52469.632144505,
            -1095166.3392326569,
            -46274.8410403531,
            -3997656.728588604,
            3951381.8875482497
        ],
        [
            -1042.696707,
            52.469632,
            -1095.166339,
            -46.274841,
            -3997.656729,
            3951.381888
        ],
        [
            -0.555217,
            0.027939,
            -0.583156,
            -0.033077,
            0,
            0.1973
        ],
        [
            715.143247,
            715.143247,
            715.143247,
            715.143247,
            715.143247,
            715.143247
        ],
        [
            -1131981,
            -156837,
            -1152684,
            -3236316,
            -4041173,
            -1431997
        ],
        [
            0.309407,
            1.196928,
            0.119227,
            0.992509,
            0.085045,
            3.18569
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            40,
            20,
            20,
            38,
            18,
            20
        ],
        [
            17,
            8,
            9,
            19,
            10,
            9
        ],
        [
            70.175439,
            71.428571,
            68.965517,
            66.666667,
            64.285714,
            68.965517
        ],
        [
            0.131498,
            0.478771,
            0.053652,
            0.496254,
            0.047247,
            1.433561
        ],
        [
            132805,
            132805,
            19690,
            5065734,
            159522,
            5065734
        ],
        [
            -917285,
            -70833,
            -917285,
            -1764256,
            -1764256,
            -1317269
        ],
        [
            61,
            85,
            38,
            61,
            85,
            38
        ],
        [
            22,
            26,
            18,
            31,
            31,
            30
        ],
        [
            153,
            233,
            83,
            122,
            182,
            54
        ],
        [
            3511,
            2400,
            1111,
            3511,
            2400,
            1111
        ],
        [
            18.886476,
            51.386476,
            18.886476,
            18.886476,
            51.386476,
            18.886476
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -756596,
            -343769,
            -577814,
            -757051,
            -598568,
            539011
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3756,
    "evaluation_days": 1878,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1603886400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759655791497,
    "expiration_time": 1764490176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 6,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 151,
            "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)