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Trade: SAND/USDT/720/HL2/KCB/5196

Strategy
SAND/USDT/720/HL2/KCB/5196
Pair
SAND_USDT
Interval
12h
Score
518085
Daily Profit
0.208815
Profit Factor
2.435252
Profitability
50.526316
Streak
58.910403
Best Strategy
Training Data Length
1879.000000
Evaluation Time
2025-10-06 12:50
Expiration Time
2025-12-01 10:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1913718.3344 -117727.3783 -1795990.9561 -1322.9114 4937779.7632 -4939102.6746
Total P&L (%) -1913.7183 -117.7274 -1795.991 -1.3229 4937.7798 -4939.1027
Avg Daily Profit (%) -1.0185 -0.0627 -0.9558 -0.0007 0.2088 0
Buy And Hold Return (%) 559.9225 559.9225 559.9225 559.9225 559.9225 559.9225
Max Trade Drawdown -2078741 -239775 -1888342 -5146784 -1214111 -5796893
Profit Factor 0.2716 0.7499 0.1672 0.9999 2.4353 0.4912
Total Trades 191 95 96 191 95 96
Winning Trades 140 63 77 84 48 36
Losing Trades 51 32 19 107 47 60
Profitability (%) 73.2984 66.3158 80.2083 43.9791 50.5263 37.5
Ratio Avg Win / Avg Loss 0.0989 0.3809 0.0412 1.2737 2.3845 0.8186
Largest Winning Trade 25100 25100 19575 2721304 2593598 2721304
Largest Losing Trade -1146611 -59268 -1146611 -3412361 -491271 -3412361
Avg Bars in Trades 19 22 15 19 22 15
Avg Bars in Winners 7 6 7 26 32 19
Avg Bars in Losers 52 54 49 13 12 13
Bars Traded 3653 2148 1505 3653 2148 1505
Profit Streak 58.9104 58.9104 68.9104 58.9104 58.9104 68.9104
Trades During Streak 15 7 8 15 7 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574724 -576815 -575004 -578419 518085 -584052
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3758,
    "evaluation_days": 1879,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600041600000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759744258847,
    "expiration_time": 1764579168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 62,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            -1913718.3344013877,
            -117727.3783453923,
            -1795990.956055996,
            -1322.9113815619,
            4937779.763234481,
            -4939102.674616045
        ],
        [
            -1913.718334,
            -117.727378,
            -1795.990956,
            -1.322911,
            4937.779763,
            -4939.102675
        ],
        [
            -1.018477,
            -0.062654,
            -0.955823,
            -0.000709,
            0.208815,
            0
        ],
        [
            559.922473,
            559.922473,
            559.922473,
            559.922473,
            559.922473,
            559.922473
        ],
        [
            -2078741,
            -239775,
            -1888342,
            -5146784,
            -1214111,
            -5796893
        ],
        [
            0.271568,
            0.749893,
            0.167161,
            0.999899,
            2.435252,
            0.491168
        ],
        [
            191,
            95,
            96,
            191,
            95,
            96
        ],
        [
            140,
            63,
            77,
            84,
            48,
            36
        ],
        [
            51,
            32,
            19,
            107,
            47,
            60
        ],
        [
            73.298429,
            66.315789,
            80.208333,
            43.979058,
            50.526316,
            37.5
        ],
        [
            0.098928,
            0.380898,
            0.041247,
            1.273681,
            2.384517,
            0.818613
        ],
        [
            25100,
            25100,
            19575,
            2721304,
            2593598,
            2721304
        ],
        [
            -1146611,
            -59268,
            -1146611,
            -3412361,
            -491271,
            -3412361
        ],
        [
            19,
            22,
            15,
            19,
            22,
            15
        ],
        [
            7,
            6,
            7,
            26,
            32,
            19
        ],
        [
            52,
            54,
            49,
            13,
            12,
            13
        ],
        [
            3653,
            2148,
            1505,
            3653,
            2148,
            1505
        ],
        [
            58.910403,
            58.910403,
            68.910403,
            58.910403,
            58.910403,
            68.910403
        ],
        [
            15,
            7,
            8,
            15,
            7,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574724,
            -576815,
            -575004,
            -578419,
            518085,
            -584052
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3758,
    "evaluation_days": 1879,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600041600000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759744258847,
    "expiration_time": 1764579168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 62,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)