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Trade: SAND/USDT/120/DCL/MIDPRICE/3625

Strategy
SAND/USDT/120/DCL/MIDPRICE/3625
Pair
SAND_USDT
Interval
2h
Score
528528
Daily Profit
1.247556
Profit Factor
3.883779
Profitability
37.634409
Streak
0.000000
Best Strategy
Training Data Length
1874.580000
Evaluation Time
2025-10-02 16:22
Expiration Time
2025-12-09 01:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2338644.2838 2505860.374 -167216.0902 -74999.8101 472386.6551 -547386.4652
Total P&L (%) 2338.6443 2505.8604 -167.2161 -74.9998 472.3867 -547.3865
Avg Daily Profit (%) 1.2476 1.3368 -0.0892 -0.0739 0.0931 0
Buy And Hold Return (%) 461.5465 461.5465 461.5465 461.5465 461.5465 461.5465
Max Trade Drawdown -330944 -271411 -179960 -912827 -784996 -569520
Profit Factor 3.8838 5.7486 0.4097 0.9617 1.3948 0.281
Total Trades 93 46 47 93 46 47
Winning Trades 35 13 22 35 13 22
Losing Trades 58 33 25 58 33 25
Profitability (%) 37.6344 28.2609 46.8085 37.6344 28.2609 46.8085
Ratio Avg Win / Avg Loss 6.436 14.5926 0.4655 1.5937 3.5407 0.3193
Largest Winning Trade 1885410 1885410 30656 845244 845244 85430
Largest Losing Trade -55036 -55036 -49940 -376243 -250305 -376243
Avg Bars in Trades 225 383 70 225 383 70
Avg Bars in Winners 354 843 66 354 843 66
Avg Bars in Losers 147 202 74 147 202 74
Bars Traded 20958 17638 3320 20958 17638 3320
Profit Streak 0 100.3905 0 0 100.3905 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 528528 220307 -581938 -582561 -240162 -581938
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22495,
    "evaluation_days": 1874.58,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599703200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759411341559,
    "expiration_time": 1765237104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 189,
            "offset": 131
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 138,
            "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": [
        [
            2338644.283767316,
            2505860.373951693,
            -167216.0901843766,
            -74999.810143188,
            472386.6551008888,
            -547386.4652440764
        ],
        [
            2338.644284,
            2505.860374,
            -167.21609,
            -74.99981,
            472.386655,
            -547.386465
        ],
        [
            1.247556,
            1.336758,
            -0.089202,
            -0.073925,
            0.093112,
            0
        ],
        [
            461.546528,
            461.546528,
            461.546528,
            461.546528,
            461.546528,
            461.546528
        ],
        [
            -330944,
            -271411,
            -179960,
            -912827,
            -784996,
            -569520
        ],
        [
            3.883779,
            5.748614,
            0.409676,
            0.961692,
            1.394805,
            0.280978
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            35,
            13,
            22,
            35,
            13,
            22
        ],
        [
            58,
            33,
            25,
            58,
            33,
            25
        ],
        [
            37.634409,
            28.26087,
            46.808511,
            37.634409,
            28.26087,
            46.808511
        ],
        [
            6.435977,
            14.592635,
            0.465541,
            1.593661,
            3.540659,
            0.319293
        ],
        [
            1885410,
            1885410,
            30656,
            845244,
            845244,
            85430
        ],
        [
            -55036,
            -55036,
            -49940,
            -376243,
            -250305,
            -376243
        ],
        [
            225,
            383,
            70,
            225,
            383,
            70
        ],
        [
            354,
            843,
            66,
            354,
            843,
            66
        ],
        [
            147,
            202,
            74,
            147,
            202,
            74
        ],
        [
            20958,
            17638,
            3320,
            20958,
            17638,
            3320
        ],
        [
            0,
            100.390527,
            0,
            0,
            100.390527,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            528528,
            220307,
            -581938,
            -582561,
            -240162,
            -581938
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22495,
    "evaluation_days": 1874.58,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599703200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759411341559,
    "expiration_time": 1765237104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 189,
            "offset": 131
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 138,
            "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)