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Trade: SAND/USDT/240/KCL/DCM/3624

Strategy
SAND/USDT/240/KCL/DCM/3624
Pair
SAND_USDT
Interval
4h
Score
593144
Daily Profit
1.119553
Profit Factor
3.913059
Profitability
40.776699
Streak
8.761601
Best Strategy
Training Data Length
1883.330000
Evaluation Time
2025-10-10 21:16
Expiration Time
2025-12-06 06:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2108487.6223 2185662.5438 -77174.9215 72251.7558 403278.1364 -331026.3805
Total P&L (%) 2108.4876 2185.6625 -77.1749 72.2518 403.2781 -331.0264
Avg Daily Profit (%) 1.1196 1.1605 -0.041 0.0289 0.0858 0
Buy And Hold Return (%) 467.8149 467.8149 467.8149 467.8149 467.8149 467.8149
Max Trade Drawdown -245635 -225723 -97165 -2588299 -2244374 -614394
Profit Factor 3.9131 5.6623 0.6974 1.0149 1.1196 0.7755
Total Trades 103 51 52 103 51 52
Winning Trades 42 22 20 42 22 20
Losing Trades 61 29 32 61 29 32
Profitability (%) 40.7767 43.1373 38.4615 40.7767 43.1373 38.4615
Ratio Avg Win / Avg Loss 5.6833 7.464 1.1158 1.474 1.4758 1.2409
Largest Winning Trade 1540100 1540100 39806 2305604 2305604 345952
Largest Losing Trade -46305 -43866 -46305 -753784 -753784 -365652
Avg Bars in Trades 104 147 62 104 147 62
Avg Bars in Winners 168 230 99 168 230 99
Avg Bars in Losers 61 84 39 61 84 39
Bars Traded 10801 7538 3262 10801 7538 3262
Profit Streak 8.7616 110.9283 8.7616 8.7616 110.9283 8.7616
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 593144 -161631 -762984 -526403 -514869 -762984
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11300,
    "evaluation_days": 1883.33,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599984000000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760120202315,
    "expiration_time": 1764993600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 180,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 59,
            "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": [
        [
            2108487.622331723,
            2185662.543784003,
            -77174.9214522788,
            72251.755836892,
            403278.1363501954,
            -331026.3805133034
        ],
        [
            2108.487622,
            2185.662544,
            -77.174921,
            72.251756,
            403.278136,
            -331.026381
        ],
        [
            1.119553,
            1.160531,
            -0.040978,
            0.028878,
            0.085841,
            0
        ],
        [
            467.814855,
            467.814855,
            467.814855,
            467.814855,
            467.814855,
            467.814855
        ],
        [
            -245635,
            -225723,
            -97165,
            -2588299,
            -2244374,
            -614394
        ],
        [
            3.913059,
            5.662329,
            0.697369,
            1.014907,
            1.119594,
            0.775546
        ],
        [
            103,
            51,
            52,
            103,
            51,
            52
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            61,
            29,
            32,
            61,
            29,
            32
        ],
        [
            40.776699,
            43.137255,
            38.461538,
            40.776699,
            43.137255,
            38.461538
        ],
        [
            5.683252,
            7.463979,
            1.11579,
            1.474031,
            1.475828,
            1.240873
        ],
        [
            1540100,
            1540100,
            39806,
            2305604,
            2305604,
            345952
        ],
        [
            -46305,
            -43866,
            -46305,
            -753784,
            -753784,
            -365652
        ],
        [
            104,
            147,
            62,
            104,
            147,
            62
        ],
        [
            168,
            230,
            99,
            168,
            230,
            99
        ],
        [
            61,
            84,
            39,
            61,
            84,
            39
        ],
        [
            10801,
            7538,
            3262,
            10801,
            7538,
            3262
        ],
        [
            8.761601,
            110.928267,
            8.761601,
            8.761601,
            110.928268,
            8.761601
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            593144,
            -161631,
            -762984,
            -526403,
            -514869,
            -762984
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11300,
    "evaluation_days": 1883.33,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599984000000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760120202315,
    "expiration_time": 1764993600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 180,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 59,
            "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)