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Trade: SAND/USDT/480/LINREG/BBM/2855

Strategy
SAND/USDT/480/LINREG/BBM/2855
Pair
SAND_USDT
Interval
8h
Score
618917
Daily Profit
0.196872
Profit Factor
3.193244
Profitability
63.157895
Streak
93.122115
Best Strategy
Training Data Length
1884.330000
Evaluation Time
2025-10-11 13:55
Expiration Time
2025-12-06 22:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1872560.3489 -36012.9625 -1836547.3864 -20060.7498 3969336.2619 -3989397.0117
Total P&L (%) -1872.5603 -36.013 -1836.5474 -20.0608 3969.3363 -3989.397
Avg Daily Profit (%) -0.9938 -0.0191 -0.9746 -0.0119 0.1969 0
Buy And Hold Return (%) 296.4279 296.4279 296.4279 296.4279 296.4279 296.4279
Max Trade Drawdown -2000490 -147056 -1907980 -4176172 -565695 -5580663
Profit Factor 0.2511 0.8855 0.1599 0.9981 3.1932 0.5441
Total Trades 77 38 39 77 38 39
Winning Trades 51 23 28 41 24 17
Losing Trades 26 15 11 36 14 22
Profitability (%) 66.2338 60.5263 71.7949 53.2468 63.1579 43.5897
Ratio Avg Win / Avg Loss 0.128 0.5775 0.0628 0.8764 1.8627 0.7041
Largest Winning Trade 34336 34336 30270 2328964 1958538 2328964
Largest Losing Trade -1272511 -60730 -1272511 -3105421 -565695 -3105421
Avg Bars in Trades 70 78 63 70 78 63
Avg Bars in Winners 39 41 38 81 88 71
Avg Bars in Losers 131 134 127 58 60 57
Bars Traded 5456 2969 2487 5456 2969 2487
Profit Streak 71.7888 93.1221 71.7888 71.7888 93.1221 71.7888
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -623145 -578040 -576555 -625106 618917 -581874
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5653,
    "evaluation_days": 1884.33,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1599840000000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760180150706,
    "expiration_time": 1765053792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 86,
            "offset": 0,
            "std": 4.77372
        }
    }
}
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": [
        [
            -1872560.3489293389,
            -36012.9625377514,
            -1836547.3863915885,
            -20060.7498049585,
            3969336.2619018224,
            -3989397.0117067792
        ],
        [
            -1872.560349,
            -36.012963,
            -1836.547386,
            -20.06075,
            3969.336262,
            -3989.397012
        ],
        [
            -0.993754,
            -0.019112,
            -0.974642,
            -0.011882,
            0.196872,
            0
        ],
        [
            296.427878,
            296.427878,
            296.427878,
            296.427878,
            296.427878,
            296.427878
        ],
        [
            -2000490,
            -147056,
            -1907980,
            -4176172,
            -565695,
            -5580663
        ],
        [
            0.251093,
            0.885459,
            0.159852,
            0.9981,
            3.193244,
            0.544093
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            51,
            23,
            28,
            41,
            24,
            17
        ],
        [
            26,
            15,
            11,
            36,
            14,
            22
        ],
        [
            66.233766,
            60.526316,
            71.794872,
            53.246753,
            63.157895,
            43.589744
        ],
        [
            0.128008,
            0.577473,
            0.062799,
            0.876381,
            1.862725,
            0.704121
        ],
        [
            34336,
            34336,
            30270,
            2328964,
            1958538,
            2328964
        ],
        [
            -1272511,
            -60730,
            -1272511,
            -3105421,
            -565695,
            -3105421
        ],
        [
            70,
            78,
            63,
            70,
            78,
            63
        ],
        [
            39,
            41,
            38,
            81,
            88,
            71
        ],
        [
            131,
            134,
            127,
            58,
            60,
            57
        ],
        [
            5456,
            2969,
            2487,
            5456,
            2969,
            2487
        ],
        [
            71.788781,
            93.122115,
            71.788781,
            71.788781,
            93.122115,
            71.788781
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -623145,
            -578040,
            -576555,
            -625106,
            618917,
            -581874
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5653,
    "evaluation_days": 1884.33,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1599840000000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760180150706,
    "expiration_time": 1765053792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 86,
            "offset": 0,
            "std": 4.77372
        }
    }
}

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)