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Trade: SAND/USDT/360/KCL/MIDPOINT/3903

Strategy
SAND/USDT/360/KCL/MIDPOINT/3903
Pair
SAND_USDT
Interval
6h
Score
578327
Daily Profit
0.941413
Profit Factor
3.758678
Profitability
46.017699
Streak
0.000000
Best Strategy
Training Data Length
1880.500000
Evaluation Time
2025-10-08 00:48
Expiration Time
2025-12-03 05:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1770327.2428 1761272.4395 9054.8033 567586.6133 -1430609.8367 1998196.45
Total P&L (%) 1770.3272 1761.2724 9.0548 567.5866 -1430.6098 1998.1965
Avg Daily Profit (%) 0.9414 0.9366 0.0048 0.101 0 0.162
Buy And Hold Return (%) 539.367 539.367 539.367 539.367 539.367 539.367
Max Trade Drawdown -138943 -153766 -45844 -5716375 -6560118 -612412
Profit Factor 3.7587 4.9596 1.046 1.0426 0.8646 1.7209
Total Trades 113 56 57 113 56 57
Winning Trades 52 22 30 52 22 30
Losing Trades 61 34 27 61 34 27
Profitability (%) 46.0177 39.2857 52.6316 46.0177 39.2857 52.6316
Ratio Avg Win / Avg Loss 4.4092 7.6648 0.9414 1.223 1.3361 1.5488
Largest Winning Trade 981503 981503 34390 3144731 3144731 958175
Largest Losing Trade -67097 -67097 -29629 -1981186 -1981186 -607423
Avg Bars in Trades 61 111 13 61 111 13
Avg Bars in Winners 78 163 16 78 163 16
Avg Bars in Losers 47 77 9 47 77 9
Bars Traded 6991 6233 758 6991 6233 758
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 578327 -166047 -703213 -382166 -763333 -170946
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7522,
    "evaluation_days": 1880.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599544800000,
    "last_datapoint_time": 1759860000000,
    "evaluation_time": 1759873700809,
    "expiration_time": 1764734256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 100,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 89,
            "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": [
        [
            1770327.2428122154,
            1761272.43950793,
            9054.8033042862,
            567586.6133136074,
            -1430609.8366898412,
            1998196.4500034493
        ],
        [
            1770.327243,
            1761.27244,
            9.054803,
            567.586613,
            -1430.609837,
            1998.19645
        ],
        [
            0.941413,
            0.936598,
            0.004815,
            0.101008,
            0,
            0.161985
        ],
        [
            539.366973,
            539.366973,
            539.366973,
            539.366973,
            539.366973,
            539.366973
        ],
        [
            -138943,
            -153766,
            -45844,
            -5716375,
            -6560118,
            -612412
        ],
        [
            3.758678,
            4.959565,
            1.045983,
            1.042565,
            0.864561,
            1.720916
        ],
        [
            113,
            56,
            57,
            113,
            56,
            57
        ],
        [
            52,
            22,
            30,
            52,
            22,
            30
        ],
        [
            61,
            34,
            27,
            61,
            34,
            27
        ],
        [
            46.017699,
            39.285714,
            52.631579,
            46.017699,
            39.285714,
            52.631579
        ],
        [
            4.409219,
            7.664783,
            0.941385,
            1.223009,
            1.336139,
            1.548824
        ],
        [
            981503,
            981503,
            34390,
            3144731,
            3144731,
            958175
        ],
        [
            -67097,
            -67097,
            -29629,
            -1981186,
            -1981186,
            -607423
        ],
        [
            61,
            111,
            13,
            61,
            111,
            13
        ],
        [
            78,
            163,
            16,
            78,
            163,
            16
        ],
        [
            47,
            77,
            9,
            47,
            77,
            9
        ],
        [
            6991,
            6233,
            758,
            6991,
            6233,
            758
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            578327,
            -166047,
            -703213,
            -382166,
            -763333,
            -170946
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7522,
    "evaluation_days": 1880.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599544800000,
    "last_datapoint_time": 1759860000000,
    "evaluation_time": 1759873700809,
    "expiration_time": 1764734256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 100,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 89,
            "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)