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Trade: SAND/USDT/120/DCM/KCL/5620

Strategy
SAND/USDT/120/DCM/KCL/5620
Pair
SAND_USDT
Interval
2h
Score
637294
Daily Profit
0.394389
Profit Factor
4.786306
Profitability
54.109589
Streak
0.000000
Best Strategy
Training Data Length
1880.000000
Evaluation Time
2025-10-08 01:44
Expiration Time
2025-12-14 16:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2241880.0862 -63999.0663 -2177881.0199 26913909.0652 163486815.6001 -136572906.5349
Total P&L (%) -2241.8801 -63.9991 -2177.881 26913.9091 163486.8156 -136572.9065
Avg Daily Profit (%) -1.1925 -0.034 -1.1584 0.2983 0.3944 0
Buy And Hold Return (%) 381.6232 381.6232 381.6232 381.6232 381.6232 381.6232
Max Trade Drawdown -2429673 -188111 -2310953 -182301881 -8932833 -215107091
Profit Factor 0.3008 0.8307 0.23 1.0762 4.7863 0.5593
Total Trades 291 146 145 291 146 145
Winning Trades 201 92 109 139 79 60
Losing Trades 90 54 36 152 67 85
Profitability (%) 69.0722 63.0137 75.1724 47.7663 54.1096 41.3793
Ratio Avg Win / Avg Loss 0.1347 0.4876 0.076 1.1769 4.0593 0.7924
Largest Winning Trade 31558 19224 31558 42759846 42759846 25826542
Largest Losing Trade -1387391 -33287 -1387391 -172871311 -7749360 -172871311
Avg Bars in Trades 76 34 118 76 34 118
Avg Bars in Winners 39 15 59 86 47 138
Avg Bars in Losers 158 65 298 67 18 105
Bars Traded 22228 5005 17223 22228 5005 17223
Profit Streak 0 0 15.6975 0 0 15.6975
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576783 -579258 -577104 -127154 637294 -583720
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22560,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598464800000,
    "last_datapoint_time": 1759874400000,
    "evaluation_time": 1759877063776,
    "expiration_time": 1765721952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 10,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 148,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            -2241880.086208701,
            -63999.0663434517,
            -2177881.0198652465,
            26913909.065153748,
            163486815.60007706,
            -136572906.53492302
        ],
        [
            -2241.880086,
            -63.999066,
            -2177.88102,
            26913.909065,
            163486.8156,
            -136572.906535
        ],
        [
            -1.192489,
            -0.034042,
            -1.158447,
            0.29826,
            0.394389,
            0
        ],
        [
            381.623209,
            381.623209,
            381.623209,
            381.623209,
            381.623209,
            381.623209
        ],
        [
            -2429673,
            -188111,
            -2310953,
            -182301881,
            -8932833,
            -215107091
        ],
        [
            0.300806,
            0.830669,
            0.230002,
            1.07622,
            4.786306,
            0.559339
        ],
        [
            291,
            146,
            145,
            291,
            146,
            145
        ],
        [
            201,
            92,
            109,
            139,
            79,
            60
        ],
        [
            90,
            54,
            36,
            152,
            67,
            85
        ],
        [
            69.072165,
            63.013699,
            75.172414,
            47.766323,
            54.109589,
            41.37931
        ],
        [
            0.134689,
            0.487567,
            0.075964,
            1.176874,
            4.059273,
            0.792397
        ],
        [
            31558,
            19224,
            31558,
            42759846,
            42759846,
            25826542
        ],
        [
            -1387391,
            -33287,
            -1387391,
            -172871311,
            -7749360,
            -172871311
        ],
        [
            76,
            34,
            118,
            76,
            34,
            118
        ],
        [
            39,
            15,
            59,
            86,
            47,
            138
        ],
        [
            158,
            65,
            298,
            67,
            18,
            105
        ],
        [
            22228,
            5005,
            17223,
            22228,
            5005,
            17223
        ],
        [
            0,
            0,
            15.697497,
            0,
            0,
            15.697497
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576783,
            -579258,
            -577104,
            -127154,
            637294,
            -583720
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22560,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598464800000,
    "last_datapoint_time": 1759874400000,
    "evaluation_time": 1759877063776,
    "expiration_time": 1765721952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 10,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 148,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)