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Trade: SAND/USDT/720/HILO/RMA/3355

Strategy
SAND/USDT/720/HILO/RMA/3355
Pair
SAND_USDT
Interval
12h
Score
710824
Daily Profit
0.245466
Profit Factor
4.398421
Profitability
73.333333
Streak
39.692275
Best Strategy
Training Data Length
1883.500000
Evaluation Time
2025-10-10 19:36
Expiration Time
2025-12-06 02:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -605775.9888 144887.4898 -750663.4786 1898832.2366 -8127096.8296 10025929.0661
Total P&L (%) -605.776 144.8875 -750.6635 1898.8322 -8127.0968 10025.9291
Avg Daily Profit (%) -0.3216 0.0769 -0.3985 0.1591 0 0.2455
Buy And Hold Return (%) 516.5554 516.5554 516.5554 516.5554 516.5554 516.5554
Max Trade Drawdown -866452 -158943 -864920 -7693764 -9115907 -1162893
Profit Factor 0.5039 1.5496 0.216 1.1325 0.286 4.3984
Total Trades 59 29 30 59 29 30
Winning Trades 39 18 21 37 15 22
Losing Trades 20 11 9 22 14 8
Profitability (%) 66.1017 62.069 70 62.7119 51.7241 73.3333
Ratio Avg Win / Avg Loss 0.2584 0.947 0.0926 0.6734 0.2669 1.5994
Largest Winning Trade 145001 145001 21915 8213824 938911 8213824
Largest Losing Trade -558231 -61130 -558231 -5100759 -5100759 -988246
Avg Bars in Trades 61 80 43 61 80 43
Avg Bars in Winners 32 47 19 38 45 34
Avg Bars in Losers 118 135 98 100 118 68
Bars Traded 3641 2337 1304 3641 2337 1304
Profit Streak 39.6923 46.1923 39.6923 39.6923 46.1923 39.6923
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -756682 -253577 -577245 -247621 -579621 710824
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3767,
    "evaluation_days": 1883.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600344000000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760114212546,
    "expiration_time": 1764979632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 69,
            "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": [
        [
            -605775.9887556862,
            144887.4898096199,
            -750663.4785653063,
            1898832.2365744745,
            -8127096.82955421,
            10025929.066128686
        ],
        [
            -605.775989,
            144.88749,
            -750.663479,
            1898.832237,
            -8127.09683,
            10025.929066
        ],
        [
            -0.321623,
            0.076925,
            -0.398547,
            0.159147,
            0,
            0.245466
        ],
        [
            516.555401,
            516.555401,
            516.555401,
            516.555401,
            516.555401,
            516.555401
        ],
        [
            -866452,
            -158943,
            -864920,
            -7693764,
            -9115907,
            -1162893
        ],
        [
            0.503926,
            1.549634,
            0.216045,
            1.132489,
            0.285956,
            4.398421
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            39,
            18,
            21,
            37,
            15,
            22
        ],
        [
            20,
            11,
            9,
            22,
            14,
            8
        ],
        [
            66.101695,
            62.068966,
            70,
            62.711864,
            51.724138,
            73.333333
        ],
        [
            0.258424,
            0.946998,
            0.092591,
            0.673372,
            0.266892,
            1.599426
        ],
        [
            145001,
            145001,
            21915,
            8213824,
            938911,
            8213824
        ],
        [
            -558231,
            -61130,
            -558231,
            -5100759,
            -5100759,
            -988246
        ],
        [
            61,
            80,
            43,
            61,
            80,
            43
        ],
        [
            32,
            47,
            19,
            38,
            45,
            34
        ],
        [
            118,
            135,
            98,
            100,
            118,
            68
        ],
        [
            3641,
            2337,
            1304,
            3641,
            2337,
            1304
        ],
        [
            39.692275,
            46.192275,
            39.692275,
            39.692275,
            46.192275,
            39.692275
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -756682,
            -253577,
            -577245,
            -247621,
            -579621,
            710824
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3767,
    "evaluation_days": 1883.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600344000000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760114212546,
    "expiration_time": 1764979632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 69,
            "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)