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Trade: SAND/USDT/720/RMA/KCL/1107

Strategy
SAND/USDT/720/RMA/KCL/1107
Pair
SAND_USDT
Interval
12h
Score
566663
Daily Profit
0.299908
Profit Factor
2.383948
Profitability
78.787879
Streak
234.999345
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 -2276583.6452 -87953.7569 -2188629.8883 6676366.7012 -20061651.3791 26738018.0803
Total P&L (%) -2276.5836 -87.9538 -2188.6299 6676.3667 -20061.6514 26738.0181
Avg Daily Profit (%) -1.2191 -0.0471 -1.172 0.226 0 0.2999
Buy And Hold Return (%) 529.7614 529.7614 529.7614 529.7614 529.7614 529.7614
Max Trade Drawdown -2312145 -115530 -1431255 -18320512 -22184013 -11481642
Profit Factor 0.1406 0.5748 0.1038 1.1322 0.3564 2.3839
Total Trades 67 34 33 67 34 33
Winning Trades 48 20 28 46 20 26
Losing Trades 19 14 5 21 14 7
Profitability (%) 71.6418 58.8235 84.8485 68.6567 58.8235 78.7879
Ratio Avg Win / Avg Loss 0.0556 0.4024 0.0185 0.5169 0.2495 0.6418
Largest Winning Trade 18899 16308 18899 19343811 1438012 19343811
Largest Losing Trade -1431255 -52054 -1431255 -12205905 -12205905 -11481642
Avg Bars in Trades 51 37 65 51 37 65
Avg Bars in Winners 20 13 25 31 16 42
Avg Bars in Losers 128 71 287 94 67 149
Bars Traded 3427 1277 2150 3427 1277 2150
Profit Streak 83.9993 83.9993 234.9993 83.9993 83.9993 234.9993
Trades During Streak 2 1 4 2 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -698010 -579093 -575063 -186108 -579093 566663

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": 1602115200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758801543406,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 110,
            "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": [
        [
            -2276583.6451929244,
            -87953.7568921501,
            -2188629.8883007746,
            6676366.70120231,
            -20061651.37907848,
            26738018.080280766
        ],
        [
            -2276.583645,
            -87.953757,
            -2188.629888,
            6676.366701,
            -20061.651379,
            26738.01808
        ],
        [
            -1.219054,
            -0.047097,
            -1.171957,
            0.226013,
            0,
            0.299908
        ],
        [
            529.761416,
            529.761416,
            529.761416,
            529.761416,
            529.761416,
            529.761416
        ],
        [
            -2312145,
            -115530,
            -1431255,
            -18320512,
            -22184013,
            -11481642
        ],
        [
            0.140586,
            0.574813,
            0.103806,
            1.132223,
            0.356443,
            2.383948
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            48,
            20,
            28,
            46,
            20,
            26
        ],
        [
            19,
            14,
            5,
            21,
            14,
            7
        ],
        [
            71.641791,
            58.823529,
            84.848485,
            68.656716,
            58.823529,
            78.787879
        ],
        [
            0.055649,
            0.402369,
            0.018537,
            0.516884,
            0.24951,
            0.641832
        ],
        [
            18899,
            16308,
            18899,
            19343811,
            1438012,
            19343811
        ],
        [
            -1431255,
            -52054,
            -1431255,
            -12205905,
            -12205905,
            -11481642
        ],
        [
            51,
            37,
            65,
            51,
            37,
            65
        ],
        [
            20,
            13,
            25,
            31,
            16,
            42
        ],
        [
            128,
            71,
            287,
            94,
            67,
            149
        ],
        [
            3427,
            1277,
            2150,
            3427,
            1277,
            2150
        ],
        [
            83.999345,
            83.999345,
            234.999345,
            83.999345,
            83.999345,
            234.999345
        ],
        [
            2,
            1,
            4,
            2,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -698010,
            -579093,
            -575063,
            -186108,
            -579093,
            566663
        ]
    ]
}
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": 1602115200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758801543406,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 110,
            "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)