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Trade: SAND/USDT/720/SSF/MIDPRICE/5368

Strategy
SAND/USDT/720/SSF/MIDPRICE/5368
Pair
SAND_USDT
Interval
12h
Score
556192
Daily Profit
0.850631
Profit Factor
6.559149
Profitability
39.473684
Streak
114.224883
Best Strategy
Training Data Length
1871.500000
Evaluation Time
2025-09-28 20:23
Expiration Time
2025-11-23 17:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1651427.0922 1591956.4363 59470.6558 2592988.3617 -738430.8302 3331419.1919
Total P&L (%) 1651.4271 1591.9564 59.4707 2592.9884 -738.4308 3331.4192
Avg Daily Profit (%) 0.8824 0.8506 0.0318 0.1761 0 0.1891
Buy And Hold Return (%) 541.7739 541.7739 541.7739 541.7739 541.7739 541.7739
Max Trade Drawdown -142167 -135241 -55549 -5219276 -5984579 -1845121
Profit Factor 4.087 6.5591 1.2392 1.1664 0.9249 1.5793
Total Trades 76 38 38 76 38 38
Winning Trades 29 15 14 29 15 14
Losing Trades 47 23 24 47 23 24
Profitability (%) 38.1579 39.4737 36.8421 38.1579 39.4737 36.8421
Ratio Avg Win / Avg Loss 6.6237 10.0574 2.1244 1.8904 1.4182 2.7074
Largest Winning Trade 930706 930706 54477 3766518 3766518 1655714
Largest Losing Trade -38070 -38070 -34239 -2446506 -2446506 -1142951
Avg Bars in Trades 47 49 45 47 49 45
Avg Bars in Winners 86 84 89 86 84 89
Avg Bars in Losers 23 26 20 23 26 20
Bars Traded 3605 1871 1733 3605 1871 1733
Profit Streak 0 114.2249 0 0 114.2249 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -41088 556192 -320495 -88439 -582233 186310
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3743,
    "evaluation_days": 1871.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599393600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759080229929,
    "expiration_time": 1763911728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 175,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 47,
            "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": [
        [
            1651427.0921563464,
            1591956.4363385395,
            59470.6558178067,
            2592988.361718881,
            -738430.8301725434,
            3331419.191891423
        ],
        [
            1651.427092,
            1591.956436,
            59.470656,
            2592.988362,
            -738.43083,
            3331.419192
        ],
        [
            0.882408,
            0.850631,
            0.031777,
            0.176123,
            0,
            0.189094
        ],
        [
            541.773914,
            541.773914,
            541.773914,
            541.773914,
            541.773914,
            541.773914
        ],
        [
            -142167,
            -135241,
            -55549,
            -5219276,
            -5984579,
            -1845121
        ],
        [
            4.08697,
            6.559149,
            1.239222,
            1.166408,
            0.924893,
            1.579334
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            47,
            23,
            24,
            47,
            23,
            24
        ],
        [
            38.157895,
            39.473684,
            36.842105,
            38.157895,
            39.473684,
            36.842105
        ],
        [
            6.62371,
            10.057361,
            2.124381,
            1.890386,
            1.418169,
            2.70743
        ],
        [
            930706,
            930706,
            54477,
            3766518,
            3766518,
            1655714
        ],
        [
            -38070,
            -38070,
            -34239,
            -2446506,
            -2446506,
            -1142951
        ],
        [
            47,
            49,
            45,
            47,
            49,
            45
        ],
        [
            86,
            84,
            89,
            86,
            84,
            89
        ],
        [
            23,
            26,
            20,
            23,
            26,
            20
        ],
        [
            3605,
            1871,
            1733,
            3605,
            1871,
            1733
        ],
        [
            0,
            114.224883,
            0,
            0,
            114.224883,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
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            1.45
        ],
        [
            -41088,
            556192,
            -320495,
            -88439,
            -582233,
            186310
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3743,
    "evaluation_days": 1871.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599393600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759080229929,
    "expiration_time": 1763911728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 175,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 47,
            "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)