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Trade: SAND/USDT/720/DCU/LINREG/5621

Strategy
SAND/USDT/720/DCU/LINREG/5621
Pair
SAND_USDT
Interval
12h
Score
493374
Daily Profit
0.199682
Profit Factor
2.285605
Profitability
52.173913
Streak
79.859508
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-26 23:37
Expiration Time
2025-11-19 14:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2261168.2786 -112793.9008 -2148374.3777 281717.4372 4048557.6103 -3766840.1732
Total P&L (%) -2261.1683 -112.7939 -2148.3744 281.7174 4048.5576 -3766.8402
Avg Daily Profit (%) -1.2108 -0.0604 -1.1504 0.0718 0.1997 0
Buy And Hold Return (%) 465.0492 465.0492 465.0492 465.0492 465.0492 465.0492
Max Trade Drawdown -2323153 -152208 -2202680 -5676690 -967882 -8271655
Profit Factor 0.1853 0.6299 0.1305 1.019 2.2856 0.6771
Total Trades 92 46 46 92 46 46
Winning Trades 60 27 33 42 24 18
Losing Trades 32 19 13 50 22 28
Profitability (%) 65.2174 58.6957 71.7391 45.6522 52.1739 39.1304
Ratio Avg Win / Avg Loss 0.0988 0.4432 0.0514 1.2131 2.0951 1.0533
Largest Winning Trade 38015 25837 38015 2228441 1762431 2228441
Largest Losing Trade -1481136 -61490 -1481136 -3281145 -757647 -3281145
Avg Bars in Trades 37 30 45 37 30 45
Avg Bars in Winners 21 12 28 49 41 61
Avg Bars in Losers 68 55 86 27 17 35
Bars Traded 3462 1382 2080 3462 1382 2080
Profit Streak 55.8595 79.8595 55.8595 55.8595 79.8595 55.8595
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576818 -578614 -576904 -462506 493374 -582283

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3735,
    "evaluation_days": 1867.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1607990400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758919061479,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 246,
            "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": [
        [
            -2261168.27857851,
            -112793.9008311237,
            -2148374.377747386,
            281717.4371532116,
            4048557.6103445916,
            -3766840.17319138
        ],
        [
            -2261.168279,
            -112.793901,
            -2148.374378,
            281.717437,
            4048.55761,
            -3766.840173
        ],
        [
            -1.2108,
            -0.060398,
            -1.150401,
            0.071753,
            0.199682,
            0
        ],
        [
            465.049219,
            465.049219,
            465.049219,
            465.049219,
            465.049219,
            465.049219
        ],
        [
            -2323153,
            -152208,
            -2202680,
            -5676690,
            -967882,
            -8271655
        ],
        [
            0.185327,
            0.62987,
            0.130499,
            1.019015,
            2.285605,
            0.677111
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            60,
            27,
            33,
            42,
            24,
            18
        ],
        [
            32,
            19,
            13,
            50,
            22,
            28
        ],
        [
            65.217391,
            58.695652,
            71.73913,
            45.652174,
            52.173913,
            39.130435
        ],
        [
            0.098841,
            0.443242,
            0.051409,
            1.213114,
            2.095138,
            1.053284
        ],
        [
            38015,
            25837,
            38015,
            2228441,
            1762431,
            2228441
        ],
        [
            -1481136,
            -61490,
            -1481136,
            -3281145,
            -757647,
            -3281145
        ],
        [
            37,
            30,
            45,
            37,
            30,
            45
        ],
        [
            21,
            12,
            28,
            49,
            41,
            61
        ],
        [
            68,
            55,
            86,
            27,
            17,
            35
        ],
        [
            3462,
            1382,
            2080,
            3462,
            1382,
            2080
        ],
        [
            55.859508,
            79.859508,
            55.859508,
            55.859508,
            79.859508,
            55.859508
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576818,
            -578614,
            -576904,
            -462506,
            493374,
            -582283
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3735,
    "evaluation_days": 1867.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1607990400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758919061479,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 246,
            "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)