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Trade: SAND/USDT/360/MIDPRICE/KCB/2158

Strategy
SAND/USDT/360/MIDPRICE/KCB/2158
Pair
SAND_USDT
Interval
6h
Score
568142
Daily Profit
0.234351
Profit Factor
3.850900
Profitability
53.333333
Streak
0.000000
Best Strategy
Training Data Length
1873.250000
Evaluation Time
2025-09-30 16:38
Expiration Time
2025-11-25 18:44

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1696114.5723 -62120.9427 -1633993.6296 -181182.3879 7922574.2959 -8103756.6838
Total P&L (%) -1696.1146 -62.1209 -1633.9936 -181.1824 7922.5743 -8103.7567
Avg Daily Profit (%) -0.9054 -0.0332 -0.8723 0 0.2344 0
Buy And Hold Return (%) 491.1765 491.1765 491.1765 491.1765 491.1765 491.1765
Max Trade Drawdown -1863526 -200394 -1737234 -8952551 -861363 -10520055
Profit Factor 0.2605 0.8122 0.1675 0.99 3.8509 0.4701
Total Trades 91 45 46 91 45 46
Winning Trades 61 27 34 39 24 15
Losing Trades 30 18 12 52 21 31
Profitability (%) 67.033 60 73.913 42.8571 53.3333 32.6087
Ratio Avg Win / Avg Loss 0.1281 0.5415 0.0591 1.32 3.3695 0.9715
Largest Winning Trade 33225 29608 33225 4792407 4792407 3638058
Largest Losing Trade -1031255 -65600 -1031255 -6364588 -861363 -6364588
Avg Bars in Trades 79 93 65 79 93 65
Avg Bars in Winners 42 49 36 116 131 92
Avg Bars in Losers 155 158 149 51 50 52
Bars Traded 7232 4203 3028 7232 4203 3028
Profit Streak 34.0683 34.0683 38.5683 0 0 0
Trades During Streak 3 1 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576604 -578874 -576616 -581646 568142 -587467
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7493,
    "evaluation_days": 1873.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600322400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759239504300,
    "expiration_time": 1764089064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 136,
            "offset": 95,
            "scalar": 4
        }
    }
}
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": [
        [
            -1696114.5722887174,
            -62120.942695678,
            -1633993.6295930394,
            -181182.3879154384,
            7922574.295932779,
            -8103756.683848221
        ],
        [
            -1696.114572,
            -62.120943,
            -1633.99363,
            -181.182388,
            7922.574296,
            -8103.756684
        ],
        [
            -0.90544,
            -0.033162,
            -0.872277,
            0,
            0.234351,
            0
        ],
        [
            491.176471,
            491.176471,
            491.176471,
            491.176471,
            491.176471,
            491.176471
        ],
        [
            -1863526,
            -200394,
            -1737234,
            -8952551,
            -861363,
            -10520055
        ],
        [
            0.260491,
            0.812205,
            0.167509,
            0.989974,
            3.8509,
            0.470065
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            61,
            27,
            34,
            39,
            24,
            15
        ],
        [
            30,
            18,
            12,
            52,
            21,
            31
        ],
        [
            67.032967,
            60,
            73.913043,
            42.857143,
            53.333333,
            32.608696
        ],
        [
            0.12811,
            0.54147,
            0.059121,
            1.319965,
            3.369537,
            0.971468
        ],
        [
            33225,
            29608,
            33225,
            4792407,
            4792407,
            3638058
        ],
        [
            -1031255,
            -65600,
            -1031255,
            -6364588,
            -861363,
            -6364588
        ],
        [
            79,
            93,
            65,
            79,
            93,
            65
        ],
        [
            42,
            49,
            36,
            116,
            131,
            92
        ],
        [
            155,
            158,
            149,
            51,
            50,
            52
        ],
        [
            7232,
            4203,
            3028,
            7232,
            4203,
            3028
        ],
        [
            34.068337,
            34.068337,
            38.568337,
            0,
            0,
            0
        ],
        [
            3,
            1,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
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            1.45
        ],
        [
            -576604,
            -578874,
            -576616,
            -581646,
            568142,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7493,
    "evaluation_days": 1873.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600322400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759239504300,
    "expiration_time": 1764089064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 136,
            "offset": 95,
            "scalar": 4
        }
    }
}

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)