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Trade: SAND/USDT/120/KCL/HILO/3710

Strategy
SAND/USDT/120/KCL/HILO/3710
Pair
SAND_USDT
Interval
2h
Score
526013
Daily Profit
0.844177
Profit Factor
3.021668
Profitability
41.176471
Streak
4.285728
Best Strategy
Training Data Length
1866.670000
Evaluation Time
2025-09-27 21:51
Expiration Time
2025-11-30 20:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1575800.2783 1601585.5646 -25785.2863 387200.2463 655786.7314 -268586.4851
Total P&L (%) 1575.8003 1601.5856 -25.7853 387.2002 655.7867 -268.5865
Avg Daily Profit (%) 0.8442 0.858 -0.0138 0.0849 0.1084 0
Buy And Hold Return (%) 406.6334 406.6334 406.6334 406.6334 406.6334 406.6334
Max Trade Drawdown -157646 -182461 -68413 -4459817 -4366105 -991547
Profit Factor 3.0217 3.9021 0.8867 1.0352 1.0827 0.9129
Total Trades 170 85 85 170 85 85
Winning Trades 70 28 42 70 28 42
Losing Trades 100 57 43 100 57 43
Profitability (%) 41.1765 32.9412 49.4118 41.1765 32.9412 49.4118
Ratio Avg Win / Avg Loss 4.3167 7.9435 0.9078 1.4788 2.2042 0.9346
Largest Winning Trade 1030556 1030556 32944 4102943 4102943 485533
Largest Losing Trade -54951 -54951 -17459 -814194 -703439 -814194
Avg Bars in Trades 126 215 36 126 215 36
Avg Bars in Winners 168 345 50 168 345 50
Avg Bars in Losers 96 152 23 96 152 23
Bars Traded 21482 18354 3127 21482 18354 3127
Profit Streak 4.2857 4.2857 54.1191 4.2857 4.2857 54.1191
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 526013 396536 -580770 -429296 -192617 -580770
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22400,
    "evaluation_days": 1866.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599069600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758999086932,
    "expiration_time": 1764528480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 232,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            1575800.2783033634,
            1601585.5646422445,
            -25785.2863388804,
            387200.2463284972,
            655786.7314392402,
            -268586.4851107423
        ],
        [
            1575.800278,
            1601.585565,
            -25.785286,
            387.200246,
            655.786731,
            -268.586485
        ],
        [
            0.844177,
            0.857991,
            -0.013814,
            0.084866,
            0.108412,
            0
        ],
        [
            406.633393,
            406.633393,
            406.633393,
            406.633393,
            406.633393,
            406.633393
        ],
        [
            -157646,
            -182461,
            -68413,
            -4459817,
            -4366105,
            -991547
        ],
        [
            3.021668,
            3.90208,
            0.886698,
            1.035174,
            1.082749,
            0.912881
        ],
        [
            170,
            85,
            85,
            170,
            85,
            85
        ],
        [
            70,
            28,
            42,
            70,
            28,
            42
        ],
        [
            100,
            57,
            43,
            100,
            57,
            43
        ],
        [
            41.176471,
            32.941176,
            49.411765,
            41.176471,
            32.941176,
            49.411765
        ],
        [
            4.316668,
            7.943519,
            0.90781,
            1.478821,
            2.204168,
            0.934616
        ],
        [
            1030556,
            1030556,
            32944,
            4102943,
            4102943,
            485533
        ],
        [
            -54951,
            -54951,
            -17459,
            -814194,
            -703439,
            -814194
        ],
        [
            126,
            215,
            36,
            126,
            215,
            36
        ],
        [
            168,
            345,
            50,
            168,
            345,
            50
        ],
        [
            96,
            152,
            23,
            96,
            152,
            23
        ],
        [
            21482,
            18354,
            3127,
            21482,
            18354,
            3127
        ],
        [
            4.285728,
            4.285728,
            54.119062,
            4.285728,
            4.285728,
            54.119062
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            526013,
            396536,
            -580770,
            -429296,
            -192617,
            -580770
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22400,
    "evaluation_days": 1866.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599069600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758999086932,
    "expiration_time": 1764528480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 232,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)