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Trade: SAND/USDT/240/KCB/SINWMA/8712

Strategy
SAND/USDT/240/KCB/SINWMA/8712
Pair
SAND_USDT
Interval
4h
Score
578764
Daily Profit
0.191704
Profit Factor
3.386944
Profitability
54.347826
Streak
81.661922
Best Strategy
Training Data Length
1871.500000
Evaluation Time
2025-09-29 02:53
Expiration Time
2025-11-24 01:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2148099.2827 -88159.6767 -2059939.606 297620.7387 3502814.484 -3205193.7453
Total P&L (%) -2148.0993 -88.1597 -2059.9396 297.6207 3502.8145 -3205.1937
Avg Daily Profit (%) -1.1478 -0.0471 -1.1007 0.0738 0.1917 0
Buy And Hold Return (%) 543.5868 543.5868 543.5868 543.5868 543.5868 543.5868
Max Trade Drawdown -2280516 -148844 -2155244 -2676771 -297560 -4693928
Profit Factor 0.2386 0.7685 0.156 1.0347 3.3869 0.5489
Total Trades 93 46 47 93 46 47
Winning Trades 61 26 35 43 25 18
Losing Trades 32 20 12 50 21 29
Profitability (%) 65.5914 56.5217 74.4681 46.2366 54.3478 38.2979
Ratio Avg Win / Avg Loss 0.1252 0.5911 0.0535 1.2032 2.845 0.8844
Largest Winning Trade 30131 25289 30131 1476375 1132225 1476375
Largest Losing Trade -1460006 -52608 -1460006 -2676771 -264345 -2676771
Avg Bars in Trades 117 129 106 117 129 106
Avg Bars in Winners 65 58 70 141 157 119
Avg Bars in Losers 217 221 210 97 95 98
Bars Traded 10939 5938 5001 10939 5938 5001
Profit Streak 60.8286 81.6619 60.8286 60.8286 81.6619 60.8286
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576666 -578492 -576133 -442200 578764 -583855
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11229,
    "evaluation_days": 1871.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599537600000,
    "last_datapoint_time": 1759089600000,
    "evaluation_time": 1759103590085,
    "expiration_time": 1763940528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 53,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 149,
            "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": [
        [
            -2148099.282691123,
            -88159.6766754584,
            -2059939.6060156645,
            297620.7387027686,
            3502814.4839915675,
            -3205193.745288798
        ],
        [
            -2148.099283,
            -88.159677,
            -2059.939606,
            297.620739,
            3502.814484,
            -3205.193745
        ],
        [
            -1.147796,
            -0.047106,
            -1.100689,
            0.073782,
            0.191704,
            0
        ],
        [
            543.586752,
            543.586752,
            543.586752,
            543.586752,
            543.586752,
            543.586752
        ],
        [
            -2280516,
            -148844,
            -2155244,
            -2676771,
            -297560,
            -4693928
        ],
        [
            0.238636,
            0.768466,
            0.155977,
            1.034714,
            3.386944,
            0.548942
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            61,
            26,
            35,
            43,
            25,
            18
        ],
        [
            32,
            20,
            12,
            50,
            21,
            29
        ],
        [
            65.591398,
            56.521739,
            74.468085,
            46.236559,
            54.347826,
            38.297872
        ],
        [
            0.125186,
            0.591128,
            0.053478,
            1.203156,
            2.845033,
            0.884407
        ],
        [
            30131,
            25289,
            30131,
            1476375,
            1132225,
            1476375
        ],
        [
            -1460006,
            -52608,
            -1460006,
            -2676771,
            -264345,
            -2676771
        ],
        [
            117,
            129,
            106,
            117,
            129,
            106
        ],
        [
            65,
            58,
            70,
            141,
            157,
            119
        ],
        [
            217,
            221,
            210,
            97,
            95,
            98
        ],
        [
            10939,
            5938,
            5001,
            10939,
            5938,
            5001
        ],
        [
            60.828589,
            81.661922,
            60.828589,
            60.828589,
            81.661922,
            60.828589
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576666,
            -578492,
            -576133,
            -442200,
            578764,
            -583855
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11229,
    "evaluation_days": 1871.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599537600000,
    "last_datapoint_time": 1759089600000,
    "evaluation_time": 1759103590085,
    "expiration_time": 1763940528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 53,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 149,
            "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)