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Trade: SAND/USDT/120/RMA/MIDPRICE/1861

Strategy
SAND/USDT/120/RMA/MIDPRICE/1861
Pair
SAND_USDT
Interval
2h
Score
485741
Daily Profit
1.064805
Profit Factor
3.667669
Profitability
31.818182
Streak
0.000000
Best Strategy
Training Data Length
1881.500000
Evaluation Time
2025-10-09 15:03
Expiration Time
2025-12-16 05:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2003430.3904 1965581.552 37848.8384 1848051.9136 383301.3532 1464750.5604
Total P&L (%) 2003.4304 1965.5816 37.8488 1848.0519 383.3014 1464.7506
Avg Daily Profit (%) 1.0648 1.0447 0.0201 0.1579 0.0838 0.1463
Buy And Hold Return (%) 267.2217 267.2217 267.2217 267.2217 267.2217 267.2217
Max Trade Drawdown -131861 -118032 -87779 -2510704 -2842104 -1054779
Profit Factor 3.6677 5.9241 1.1076 1.1576 1.0585 1.2832
Total Trades 132 66 66 132 66 66
Winning Trades 42 18 24 42 18 24
Losing Trades 90 48 42 90 48 42
Profitability (%) 31.8182 27.2727 36.3636 31.8182 27.2727 36.3636
Ratio Avg Win / Avg Loss 7.8593 15.7977 1.9383 2.4806 2.8226 2.2456
Largest Winning Trade 1378927 1378927 59204 2081822 2081822 1375229
Largest Losing Trade -26907 -23624 -26907 -873633 -873633 -609139
Avg Bars in Trades 169 140 197 169 140 197
Avg Bars in Winners 357 296 404 357 296 404
Avg Bars in Losers 80 82 79 80 82 79
Bars Traded 22310 9282 13028 22310 9282 13028
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 485741 -122405 -562605 -45148 -411080 -127026
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22578,
    "evaluation_days": 1881.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598666400000,
    "last_datapoint_time": 1760004000000,
    "evaluation_time": 1760011436392,
    "expiration_time": 1765856217600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 36,
            "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": [
        [
            2003430.3903918448,
            1965581.55195704,
            37848.8384348044,
            1848051.9136314513,
            383301.3532402351,
            1464750.5603912175
        ],
        [
            2003.43039,
            1965.581552,
            37.848838,
            1848.051914,
            383.301353,
            1464.75056
        ],
        [
            1.064805,
            1.044689,
            0.020116,
            0.157946,
            0.08377,
            0.146283
        ],
        [
            267.221748,
            267.221748,
            267.221748,
            267.221748,
            267.221748,
            267.221748
        ],
        [
            -131861,
            -118032,
            -87779,
            -2510704,
            -2842104,
            -1054779
        ],
        [
            3.667669,
            5.924134,
            1.107577,
            1.157606,
            1.058489,
            1.283187
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            42,
            18,
            24,
            42,
            18,
            24
        ],
        [
            90,
            48,
            42,
            90,
            48,
            42
        ],
        [
            31.818182,
            27.272727,
            36.363636,
            31.818182,
            27.272727,
            36.363636
        ],
        [
            7.859291,
            15.797691,
            1.938259,
            2.480584,
            2.822637,
            2.245577
        ],
        [
            1378927,
            1378927,
            59204,
            2081822,
            2081822,
            1375229
        ],
        [
            -26907,
            -23624,
            -26907,
            -873633,
            -873633,
            -609139
        ],
        [
            169,
            140,
            197,
            169,
            140,
            197
        ],
        [
            357,
            296,
            404,
            357,
            296,
            404
        ],
        [
            80,
            82,
            79,
            80,
            82,
            79
        ],
        [
            22310,
            9282,
            13028,
            22310,
            9282,
            13028
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            485741,
            -122405,
            -562605,
            -45148,
            -411080,
            -127026
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22578,
    "evaluation_days": 1881.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598666400000,
    "last_datapoint_time": 1760004000000,
    "evaluation_time": 1760011436392,
    "expiration_time": 1765856217600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 36,
            "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)