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Trade: SAND/USDT/720/HLC3/SSF/6706

Strategy
SAND/USDT/720/HLC3/SSF/6706
Pair
SAND_USDT
Interval
12h
Score
727830
Daily Profit
0.177885
Profit Factor
11.263286
Profitability
68.421053
Streak
168.004181
Best Strategy
Training Data Length
1878.500000
Evaluation Time
2025-10-06 03:06
Expiration Time
2025-11-30 22:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2112132.4376 -232171.8251 -1879960.6125 -93797.3692 2717968.9135 -2811766.2827
Total P&L (%) -2112.1324 -232.1718 -1879.9606 -93.7974 2717.9689 -2811.7663
Avg Daily Profit (%) -1.1244 -0.1236 -1.0008 -0.1479 0.1779 0
Buy And Hold Return (%) 316.5341 316.5341 316.5341 316.5341 316.5341 316.5341
Max Trade Drawdown -2207625 -265430 -1951539 -2607474 -206417 -3081636
Profit Factor 0.1413 0.3798 0.0985 0.9809 11.2633 0.3951
Total Trades 77 38 39 77 38 39
Winning Trades 49 20 29 41 26 15
Losing Trades 28 18 10 36 12 24
Profitability (%) 63.6364 52.6316 74.359 53.2468 68.4211 38.4615
Ratio Avg Win / Avg Loss 0.0807 0.3418 0.034 0.8613 5.1984 0.6322
Largest Winning Trade 35771 25302 35771 1382292 886544 1382292
Largest Losing Trade -1078509 -55516 -1078509 -2602394 -206417 -2602394
Avg Bars in Trades 48 55 40 48 55 40
Avg Bars in Winners 15 17 14 66 69 60
Avg Bars in Losers 105 98 118 28 25 29
Bars Traded 3725 2127 1597 3725 2127 1597
Profit Streak 51.5042 168.0042 51.5042 51.5042 168.0042 51.5042
Trades During Streak 6 6 3 6 6 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -623434 -578984 -576187 -625059 727830 -583832
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3757,
    "evaluation_days": 1878.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1597406400000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759709161245,
    "expiration_time": 1764534672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 171,
            "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": [
        [
            -2112132.437600039,
            -232171.825087899,
            -1879960.6125121394,
            -93797.3692283194,
            2717968.913501323,
            -2811766.282729641
        ],
        [
            -2112.132438,
            -232.171825,
            -1879.960613,
            -93.797369,
            2717.968914,
            -2811.766283
        ],
        [
            -1.124372,
            -0.123594,
            -1.000778,
            -0.147891,
            0.177885,
            0
        ],
        [
            316.534085,
            316.534085,
            316.534085,
            316.534085,
            316.534085,
            316.534085
        ],
        [
            -2207625,
            -265430,
            -1951539,
            -2607474,
            -206417,
            -3081636
        ],
        [
            0.141298,
            0.379812,
            0.09848,
            0.98091,
            11.263286,
            0.395139
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            49,
            20,
            29,
            41,
            26,
            15
        ],
        [
            28,
            18,
            10,
            36,
            12,
            24
        ],
        [
            63.636364,
            52.631579,
            74.358974,
            53.246753,
            68.421053,
            38.461538
        ],
        [
            0.080742,
            0.341831,
            0.033959,
            0.861287,
            5.19844,
            0.632222
        ],
        [
            35771,
            25302,
            35771,
            1382292,
            886544,
            1382292
        ],
        [
            -1078509,
            -55516,
            -1078509,
            -2602394,
            -206417,
            -2602394
        ],
        [
            48,
            55,
            40,
            48,
            55,
            40
        ],
        [
            15,
            17,
            14,
            66,
            69,
            60
        ],
        [
            105,
            98,
            118,
            28,
            25,
            29
        ],
        [
            3725,
            2127,
            1597,
            3725,
            2127,
            1597
        ],
        [
            51.504181,
            168.004181,
            51.504181,
            51.504181,
            168.004181,
            51.504181
        ],
        [
            6,
            6,
            3,
            6,
            6,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -623434,
            -578984,
            -576187,
            -625059,
            727830,
            -583832
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3757,
    "evaluation_days": 1878.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1597406400000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759709161245,
    "expiration_time": 1764534672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 171,
            "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)