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Trade: SAND/USDT/720/HILO/SSF/6539

Strategy
SAND/USDT/720/HILO/SSF/6539
Pair
SAND_USDT
Interval
12h
Score
345985
Daily Profit
0.188902
Profit Factor
1.587433
Profitability
45.283019
Streak
37.617113
Best Strategy
Training Data Length
1885.500000
Evaluation Time
2025-10-12 17:48
Expiration Time
2025-12-08 03:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 890244.1563 787368.0729 102876.0835 4197404.2105 786783.0272 3410621.1833
Total P&L (%) 890.2442 787.3681 102.8761 4197.4042 786.783 3410.6212
Avg Daily Profit (%) 0.4722 0.4176 0.0546 0.1996 0.1158 0.1889
Buy And Hold Return (%) 314.3577 314.3577 314.3577 314.3577 314.3577 314.3577
Max Trade Drawdown -123678 -90078 -140535 -2762837 -3263104 -1125055
Profit Factor 1.8904 2.6042 1.2021 1.3031 1.0978 1.5874
Total Trades 213 107 106 213 107 106
Winning Trades 82 34 48 82 34 48
Losing Trades 131 73 58 131 73 58
Profitability (%) 38.4977 31.7757 45.283 38.4977 31.7757 45.283
Ratio Avg Win / Avg Loss 3.0201 5.5913 1.4526 2.0817 2.3571 1.9181
Largest Winning Trade 194597 194597 31863 3487255 3487255 1370011
Largest Losing Trade -33904 -27830 -33904 -1103724 -1103724 -535777
Avg Bars in Trades 17 17 17 17 17 17
Avg Bars in Winners 30 33 27 30 33 27
Avg Bars in Losers 9 10 8 9 10 8
Bars Traded 3737 1895 1842 3737 1895 1842
Profit Streak 0 0 37.6171 0 0 37.6171
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 274020 152406 -287632 222046 -160425 345985
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3771,
    "evaluation_days": 1885.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598356800000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760280518558,
    "expiration_time": 1765157616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 8,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            890244.156336557,
            787368.0728814157,
            102876.0834551413,
            4197404.210540918,
            786783.0272054756,
            3410621.183335441
        ],
        [
            890.244156,
            787.368073,
            102.876083,
            4197.404211,
            786.783027,
            3410.621183
        ],
        [
            0.472153,
            0.417591,
            0.054562,
            0.199647,
            0.115815,
            0.188902
        ],
        [
            314.357735,
            314.357735,
            314.357735,
            314.357735,
            314.357735,
            314.357735
        ],
        [
            -123678,
            -90078,
            -140535,
            -2762837,
            -3263104,
            -1125055
        ],
        [
            1.890435,
            2.604162,
            1.202131,
            1.303064,
            1.097811,
            1.587433
        ],
        [
            213,
            107,
            106,
            213,
            107,
            106
        ],
        [
            82,
            34,
            48,
            82,
            34,
            48
        ],
        [
            131,
            73,
            58,
            131,
            73,
            58
        ],
        [
            38.497653,
            31.775701,
            45.283019,
            38.497653,
            31.775701,
            45.283019
        ],
        [
            3.020085,
            5.591289,
            1.452575,
            2.081724,
            2.357064,
            1.918148
        ],
        [
            194597,
            194597,
            31863,
            3487255,
            3487255,
            1370011
        ],
        [
            -33904,
            -27830,
            -33904,
            -1103724,
            -1103724,
            -535777
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            30,
            33,
            27,
            30,
            33,
            27
        ],
        [
            9,
            10,
            8,
            9,
            10,
            8
        ],
        [
            3737,
            1895,
            1842,
            3737,
            1895,
            1842
        ],
        [
            0,
            0,
            37.617113,
            0,
            0,
            37.617113
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            274020,
            152406,
            -287632,
            222046,
            -160425,
            345985
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3771,
    "evaluation_days": 1885.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598356800000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760280518558,
    "expiration_time": 1765157616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 8,
            "offset": 0,
            "poles": 3
        }
    }
}

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)