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Trade: SAND/USDT/720/SSF/SUPERTREND/7301

Strategy
SAND/USDT/720/SSF/SUPERTREND/7301
Pair
SAND_USDT
Interval
12h
Score
762171
Daily Profit
0.227659
Profit Factor
24.303789
Profitability
76.666667
Streak
90.736978
Best Strategy
Training Data Length
1881.000000
Evaluation Time
2025-10-08 08:41
Expiration Time
2025-12-03 12:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2086229.6406 -200028.353 -1886201.2876 -66277.6784 7105261.7608 -7171539.4391
Total P&L (%) -2086.2296 -200.0284 -1886.2013 -66.2777 7105.2618 -7171.5394
Avg Daily Profit (%) -1.1091 -0.1063 -1.0028 -0.0578 0.2277 0
Buy And Hold Return (%) 367.5105 367.5105 367.5105 367.5105 367.5105 367.5105
Max Trade Drawdown -2214315 -285841 -1962428 -6523379 -254777 -7857631
Profit Factor 0.1517 0.434 0.1043 0.9939 24.3038 0.3242
Total Trades 59 30 29 59 30 29
Winning Trades 33 14 19 35 23 12
Losing Trades 26 16 10 24 7 17
Profitability (%) 55.9322 46.6667 65.5172 59.322 76.6667 41.3793
Ratio Avg Win / Avg Loss 0.1195 0.496 0.0549 0.6816 7.3968 0.4593
Largest Winning Trade 31491 31491 27763 3256117 3256117 2504046
Largest Losing Trade -1134349 -63893 -1134349 -6403898 -254777 -6403898
Avg Bars in Trades 62 61 63 62 61 63
Avg Bars in Winners 32 31 34 67 63 76
Avg Bars in Losers 100 88 120 55 56 55
Bars Traded 3707 1852 1855 3707 1852 1855
Profit Streak 70.237 90.737 70.237 70.237 90.737 70.237
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -758130 -581162 -578263 -757691 762171 -583627
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3762,
    "evaluation_days": 1881,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1597622400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759902074918,
    "expiration_time": 1764757152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 10,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 5,
            "offset": 0,
            "multiplier": 3.2825
        }
    }
}
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": [
        [
            -2086229.6405929131,
            -200028.353002704,
            -1886201.2875902085,
            -66277.6783588863,
            7105261.760778959,
            -7171539.43913784
        ],
        [
            -2086.229641,
            -200.028353,
            -1886.201288,
            -66.277678,
            7105.261761,
            -7171.539439
        ],
        [
            -1.109107,
            -0.106341,
            -1.002765,
            -0.057772,
            0.227659,
            0
        ],
        [
            367.510489,
            367.510489,
            367.510489,
            367.510489,
            367.510489,
            367.510489
        ],
        [
            -2214315,
            -285841,
            -1962428,
            -6523379,
            -254777,
            -7857631
        ],
        [
            0.151663,
            0.434031,
            0.104271,
            0.993929,
            24.303789,
            0.324211
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            33,
            14,
            19,
            35,
            23,
            12
        ],
        [
            26,
            16,
            10,
            24,
            7,
            17
        ],
        [
            55.932203,
            46.666667,
            65.517241,
            59.322034,
            76.666667,
            41.37931
        ],
        [
            0.119492,
            0.496035,
            0.05488,
            0.681551,
            7.396805,
            0.459299
        ],
        [
            31491,
            31491,
            27763,
            3256117,
            3256117,
            2504046
        ],
        [
            -1134349,
            -63893,
            -1134349,
            -6403898,
            -254777,
            -6403898
        ],
        [
            62,
            61,
            63,
            62,
            61,
            63
        ],
        [
            32,
            31,
            34,
            67,
            63,
            76
        ],
        [
            100,
            88,
            120,
            55,
            56,
            55
        ],
        [
            3707,
            1852,
            1855,
            3707,
            1852,
            1855
        ],
        [
            70.236978,
            90.736978,
            70.236978,
            70.236978,
            90.736978,
            70.236978
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -758130,
            -581162,
            -578263,
            -757691,
            762171,
            -583627
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3762,
    "evaluation_days": 1881,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1597622400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759902074918,
    "expiration_time": 1764757152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 10,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 5,
            "offset": 0,
            "multiplier": 3.2825
        }
    }
}

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)