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Trade: SAND/USDT/720/HL2/EMA/8845

Strategy
SAND/USDT/720/HL2/EMA/8845
Pair
SAND_USDT
Interval
12h
Score
591751
Daily Profit
0.205115
Profit Factor
2.961613
Profitability
79.545455
Streak
62.499385
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-25 14:59
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 -1287581.8312 -33327.504 -1254254.3272 243434.137 -4247145.9721 4490580.1091
Total P&L (%) -1287.5818 -33.3275 -1254.2543 243.4341 -4247.146 4490.5801
Avg Daily Profit (%) -0.6895 -0.0178 -0.6716 0.0661 0 0.2051
Buy And Hold Return (%) 538.3077 538.3077 538.3077 538.3077 538.3077 538.3077
Max Trade Drawdown -1419813 -143123 -1344769 -5755419 -5527716 -1556209
Profit Factor 0.2196 0.8454 0.1256 1.0278 0.344 2.9616
Total Trades 87 43 44 87 43 44
Winning Trades 69 35 34 67 32 35
Losing Trades 18 8 10 20 11 9
Profitability (%) 79.3103 81.3953 77.2727 77.0115 74.4186 79.5455
Ratio Avg Win / Avg Loss 0.0573 0.1932 0.0369 0.3068 0.1182 0.7616
Largest Winning Trade 20197 20197 15020 3727998 747436 3727998
Largest Losing Trade -799045 -79499 -799045 -4712925 -4712925 -1430736
Avg Bars in Trades 40 50 30 40 50 30
Avg Bars in Winners 10 11 8 17 15 18
Avg Bars in Losers 155 220 102 117 152 74
Bars Traded 3499 2172 1327 3499 2172 1327
Profit Streak 45.4994 45.4994 62.4994 45.4994 45.4994 62.4994
Trades During Streak 9 4 7 9 4 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574815 -575210 -575594 -456437 -576069 591751

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": 1607212800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758801546896,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 228,
            "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": [
        [
            -1287581.831227882,
            -33327.5040173861,
            -1254254.3272104957,
            243434.1369576148,
            -4247145.97210801,
            4490580.109065626
        ],
        [
            -1287.581831,
            -33.327504,
            -1254.254327,
            243.434137,
            -4247.145972,
            4490.580109
        ],
        [
            -0.689468,
            -0.017846,
            -0.671622,
            0.06609,
            0,
            0.205115
        ],
        [
            538.30771,
            538.30771,
            538.30771,
            538.30771,
            538.30771,
            538.30771
        ],
        [
            -1419813,
            -143123,
            -1344769,
            -5755419,
            -5527716,
            -1556209
        ],
        [
            0.219634,
            0.845429,
            0.125565,
            1.027778,
            0.343993,
            2.961613
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            69,
            35,
            34,
            67,
            32,
            35
        ],
        [
            18,
            8,
            10,
            20,
            11,
            9
        ],
        [
            79.310345,
            81.395349,
            77.272727,
            77.011494,
            74.418605,
            79.545455
        ],
        [
            0.057296,
            0.193241,
            0.036931,
            0.306799,
            0.118248,
            0.761558
        ],
        [
            20197,
            20197,
            15020,
            3727998,
            747436,
            3727998
        ],
        [
            -799045,
            -79499,
            -799045,
            -4712925,
            -4712925,
            -1430736
        ],
        [
            40,
            50,
            30,
            40,
            50,
            30
        ],
        [
            10,
            11,
            8,
            17,
            15,
            18
        ],
        [
            155,
            220,
            102,
            117,
            152,
            74
        ],
        [
            3499,
            2172,
            1327,
            3499,
            2172,
            1327
        ],
        [
            45.499385,
            45.499385,
            62.499385,
            45.499385,
            45.499385,
            62.499385
        ],
        [
            9,
            4,
            7,
            9,
            4,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574815,
            -575210,
            -575594,
            -456437,
            -576069,
            591751
        ]
    ]
}
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": 1607212800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758801546896,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 228,
            "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)