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Trade: SAND/USDT/720/DEMA/SUPERTREND/2567

Strategy
SAND/USDT/720/DEMA/SUPERTREND/2567
Pair
SAND_USDT
Interval
12h
Score
618603
Daily Profit
0.898116
Profit Factor
6.240948
Profitability
43.243243
Streak
0.000000
Best Strategy
Training Data Length
1886.500000
Evaluation Time
2025-10-13 21:33
Expiration Time
2025-12-09 04:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1812781.9754 1694295.9354 118486.04 3235010.1789 -229367.7526 3464377.9314
Total P&L (%) 1812.782 1694.2959 118.486 3235.0102 -229.3678 3464.3779
Avg Daily Profit (%) 0.9609 0.8981 0.0628 0.1861 0 0.1896
Buy And Hold Return (%) 395.914 395.914 395.914 395.914 395.914 395.914
Max Trade Drawdown -116650 -110128 -73872 -6356871 -5767568 -1889729
Profit Factor 4.3325 6.2409 1.5369 1.1414 0.9854 1.4809
Total Trades 74 37 37 74 37 37
Winning Trades 36 16 20 36 16 20
Losing Trades 38 21 17 38 21 17
Profitability (%) 48.6486 43.2432 54.0541 48.6486 43.2432 54.0541
Ratio Avg Win / Avg Loss 4.5732 8.1912 1.3064 1.2048 1.2933 1.2588
Largest Winning Trade 1163334 1163334 57757 3490173 3490173 2543282
Largest Losing Trade -73872 -53420 -73872 -3989223 -3989223 -1889729
Avg Bars in Trades 47 57 38 47 57 38
Avg Bars in Winners 57 69 47 57 69 47
Avg Bars in Losers 38 48 27 38 48 27
Bars Traded 3531 2122 1410 3531 2122 1410
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 -50399 618603 -272778 -126413 -581733 348091
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3773,
    "evaluation_days": 1886.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1606780800000,
    "last_datapoint_time": 1760356800000,
    "evaluation_time": 1760380407137,
    "expiration_time": 1765246608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 186,
            "offset": 0,
            "multiplier": 2.45986
        }
    }
}
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": [
        [
            1812781.9754151357,
            1694295.9354342185,
            118486.0399809166,
            3235010.178852113,
            -229367.7525684359,
            3464377.9314205484
        ],
        [
            1812.781975,
            1694.295935,
            118.48604,
            3235.010179,
            -229.367753,
            3464.377931
        ],
        [
            0.960923,
            0.898116,
            0.062807,
            0.186076,
            0,
            0.189608
        ],
        [
            395.913978,
            395.913978,
            395.913978,
            395.913978,
            395.913978,
            395.913978
        ],
        [
            -116650,
            -110128,
            -73872,
            -6356871,
            -5767568,
            -1889729
        ],
        [
            4.332521,
            6.240948,
            1.536897,
            1.141362,
            0.985372,
            1.480891
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            36,
            16,
            20,
            36,
            16,
            20
        ],
        [
            38,
            21,
            17,
            38,
            21,
            17
        ],
        [
            48.648649,
            43.243243,
            54.054054,
            48.648649,
            43.243243,
            54.054054
        ],
        [
            4.573217,
            8.191244,
            1.306363,
            1.204771,
            1.293301,
            1.258757
        ],
        [
            1163334,
            1163334,
            57757,
            3490173,
            3490173,
            2543282
        ],
        [
            -73872,
            -53420,
            -73872,
            -3989223,
            -3989223,
            -1889729
        ],
        [
            47,
            57,
            38,
            47,
            57,
            38
        ],
        [
            57,
            69,
            47,
            57,
            69,
            47
        ],
        [
            38,
            48,
            27,
            38,
            48,
            27
        ],
        [
            3531,
            2122,
            1410,
            3531,
            2122,
            1410
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -50399,
            618603,
            -272778,
            -126413,
            -581733,
            348091
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3773,
    "evaluation_days": 1886.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1606780800000,
    "last_datapoint_time": 1760356800000,
    "evaluation_time": 1760380407137,
    "expiration_time": 1765246608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 186,
            "offset": 0,
            "multiplier": 2.45986
        }
    }
}

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)