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Trade: SAND/USDT/720/HILO/MIDPRICE/6355

Strategy
SAND/USDT/720/HILO/MIDPRICE/6355
Pair
SAND_USDT
Interval
12h
Score
647179
Daily Profit
1.123195
Profit Factor
7.065858
Profitability
44.827586
Streak
30.293390
Best Strategy
Training Data Length
1880.000000
Evaluation Time
2025-10-07 10:02
Expiration Time
2025-12-02 11:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2158905.2824 2111607.1768 47298.1055 1632014.195 1365267.3326 266746.8625
Total P&L (%) 2158.9053 2111.6072 47.2981 1632.0142 1365.2673 266.7469
Avg Daily Profit (%) 1.1484 1.1232 0.0252 0.1518 0.1429 0.0691
Buy And Hold Return (%) 567.6353 567.6353 567.6353 567.6353 567.6353 567.6353
Max Trade Drawdown -119912 -146047 -79868 -5551532 -5940019 -2395510
Profit Factor 5.1992 7.0659 1.2849 1.1219 1.139 1.0749
Total Trades 59 29 30 59 29 30
Winning Trades 31 13 18 31 13 18
Losing Trades 28 16 12 28 16 12
Profitability (%) 52.5424 44.8276 60 52.5424 44.8276 60
Ratio Avg Win / Avg Loss 4.6961 8.6964 0.8566 1.0134 1.4019 0.7166
Largest Winning Trade 1526610 1526610 38630 4515263 4515263 1079123
Largest Losing Trade -70653 -70653 -60775 -4525092 -4525092 -1949304
Avg Bars in Trades 58 92 26 58 92 26
Avg Bars in Winners 56 88 32 56 88 32
Avg Bars in Losers 61 94 16 61 94 16
Bars Traded 3460 2668 792 3460 2668 792
Profit Streak 25.7934 30.2934 25.7934 25.7934 30.2934 25.7934
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -159137 647179 -324644 -260138 -75164 -404177
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3760,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1605096000000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759820548896,
    "expiration_time": 1764668160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 40
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 179,
            "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": [
        [
            2158905.282356053,
            2111607.176833193,
            47298.1055228589,
            1632014.195022395,
            1365267.332556954,
            266746.8624654411
        ],
        [
            2158.905282,
            2111.607177,
            47.298106,
            1632.014195,
            1365.267333,
            266.746862
        ],
        [
            1.148354,
            1.123195,
            0.025159,
            0.15181,
            0.142901,
            0.069146
        ],
        [
            567.635273,
            567.635273,
            567.635273,
            567.635273,
            567.635273,
            567.635273
        ],
        [
            -119912,
            -146047,
            -79868,
            -5551532,
            -5940019,
            -2395510
        ],
        [
            5.199215,
            7.065858,
            1.284915,
            1.121941,
            1.139029,
            1.074852
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            31,
            13,
            18,
            31,
            13,
            18
        ],
        [
            28,
            16,
            12,
            28,
            16,
            12
        ],
        [
            52.542373,
            44.827586,
            60,
            52.542373,
            44.827586,
            60
        ],
        [
            4.696065,
            8.696441,
            0.85661,
            1.013366,
            1.401882,
            0.716568
        ],
        [
            1526610,
            1526610,
            38630,
            4515263,
            4515263,
            1079123
        ],
        [
            -70653,
            -70653,
            -60775,
            -4525092,
            -4525092,
            -1949304
        ],
        [
            58,
            92,
            26,
            58,
            92,
            26
        ],
        [
            56,
            88,
            32,
            56,
            88,
            32
        ],
        [
            61,
            94,
            16,
            61,
            94,
            16
        ],
        [
            3460,
            2668,
            792,
            3460,
            2668,
            792
        ],
        [
            25.79339,
            30.29339,
            25.79339,
            25.79339,
            30.29339,
            25.79339
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -159137,
            647179,
            -324644,
            -260138,
            -75164,
            -404177
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3760,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1605096000000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759820548896,
    "expiration_time": 1764668160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 40
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 179,
            "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)