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Trade: SAND/USDT/120/KCL/SWMA/9741

Strategy
SAND/USDT/120/KCL/SWMA/9741
Pair
SAND_USDT
Interval
2h
Score
491171
Daily Profit
1.142262
Profit Factor
3.508524
Profitability
30.687831
Streak
0.000000
Best Strategy
Training Data Length
1878.170000
Evaluation Time
2025-10-06 05:29
Expiration Time
2025-12-12 18:44

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2145362.8117 2073850.7195 71512.0921 3468581.9655 1547746.5121 1920835.4534
Total P&L (%) 2145.3628 2073.8507 71.5121 3468.582 1547.7465 1920.8355
Avg Daily Profit (%) 1.1423 1.1042 0.0381 0.1905 0.1493 0.1602
Buy And Hold Return (%) 286.599 286.599 286.599 286.599 286.599 286.599
Max Trade Drawdown -111214 -99968 -66595 -6594177 -5100580 -3061783
Profit Factor 3.5085 5.4419 1.1841 1.1136 1.0906 1.1428
Total Trades 189 94 95 189 94 95
Winning Trades 58 22 36 58 22 36
Losing Trades 131 72 59 131 72 59
Profitability (%) 30.6878 23.4043 37.8947 30.6878 23.4043 37.8947
Ratio Avg Win / Avg Loss 7.9244 17.8097 1.9407 2.5152 3.5693 1.8729
Largest Winning Trade 1409533 1409533 49858 5978144 5978144 3108841
Largest Losing Trade -26332 -18502 -26332 -1349407 -952705 -1349407
Avg Bars in Trades 117 125 109 117 125 109
Avg Bars in Winners 222 270 193 222 270 193
Avg Bars in Losers 71 81 58 71 81 58
Bars Traded 22247 11809 10438 22247 11809 10438
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 491171 -15602 -329680 -93016 -151281 -59855
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22538,
    "evaluation_days": 1878.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598882400000,
    "last_datapoint_time": 1759716000000,
    "evaluation_time": 1759717749714,
    "expiration_time": 1765557849600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 206,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 33,
            "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": [
        [
            2145362.811680877,
            2073850.7195426421,
            71512.092138233,
            3468581.965506928,
            1547746.5121371308,
            1920835.4533697946
        ],
        [
            2145.362812,
            2073.85072,
            71.512092,
            3468.581966,
            1547.746512,
            1920.835453
        ],
        [
            1.142262,
            1.104187,
            0.038075,
            0.190513,
            0.149299,
            0.160183
        ],
        [
            286.599013,
            286.599013,
            286.599013,
            286.599013,
            286.599013,
            286.599013
        ],
        [
            -111214,
            -99968,
            -66595,
            -6594177,
            -5100580,
            -3061783
        ],
        [
            3.508524,
            5.441867,
            1.184147,
            1.113603,
            1.090615,
            1.142791
        ],
        [
            189,
            94,
            95,
            189,
            94,
            95
        ],
        [
            58,
            22,
            36,
            58,
            22,
            36
        ],
        [
            131,
            72,
            59,
            131,
            72,
            59
        ],
        [
            30.687831,
            23.404255,
            37.894737,
            30.687831,
            23.404255,
            37.894737
        ],
        [
            7.924424,
            17.809748,
            1.940686,
            2.515206,
            3.569285,
            1.872908
        ],
        [
            1409533,
            1409533,
            49858,
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            5978144,
            3108841
        ],
        [
            -26332,
            -18502,
            -26332,
            -1349407,
            -952705,
            -1349407
        ],
        [
            117,
            125,
            109,
            117,
            125,
            109
        ],
        [
            222,
            270,
            193,
            222,
            270,
            193
        ],
        [
            71,
            81,
            58,
            71,
            81,
            58
        ],
        [
            22247,
            11809,
            10438,
            22247,
            11809,
            10438
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            491171,
            -15602,
            -329680,
            -93016,
            -151281,
            -59855
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22538,
    "evaluation_days": 1878.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598882400000,
    "last_datapoint_time": 1759716000000,
    "evaluation_time": 1759717749714,
    "expiration_time": 1765557849600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 206,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 33,
            "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)