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Trade: SAND/USDT/720/KCB/EMA/2376

Strategy
SAND/USDT/720/KCB/EMA/2376
Pair
SAND_USDT
Interval
12h
Score
567735
Daily Profit
0.251118
Profit Factor
2.400582
Profitability
81.081081
Streak
283.264628
Best Strategy
Training Data Length
1875.000000
Evaluation Time
2025-10-02 09:21
Expiration Time
2025-11-27 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1484036.2796 7966.5263 -1492002.8059 71634.8133 -10851303.148 10922937.9613
Total P&L (%) -1484.0363 7.9665 -1492.0028 71.6348 -10851.3031 10922.938
Avg Daily Profit (%) -0.7915 0.0042 -0.7957 0.0288 0 0.2511
Buy And Hold Return (%) 568.7274 568.7274 568.7274 568.7274 568.7274 568.7274
Max Trade Drawdown -1799687 -203458 -1664406 -9739066 -11464541 -4259096
Profit Factor 0.3035 1.0262 0.1834 1.0034 0.1842 2.4006
Total Trades 73 36 37 73 36 37
Winning Trades 53 23 30 51 21 30
Losing Trades 20 13 7 22 15 7
Profitability (%) 72.6027 63.8889 81.0811 69.863 58.3333 81.0811
Ratio Avg Win / Avg Loss 0.1145 0.58 0.0428 0.4328 0.1315 0.5601
Largest Winning Trade 40725 40725 31854 11301250 970212 11301250
Largest Losing Trade -1030520 -53512 -1030520 -4892532 -4892532 -3593272
Avg Bars in Trades 48 59 38 48 59 38
Avg Bars in Winners 16 16 16 23 20 24
Avg Bars in Losers 134 135 132 107 113 95
Bars Traded 3551 2136 1415 3551 2136 1415
Profit Streak 83.2646 83.2646 283.2646 83.2646 83.2646 283.2646
Trades During Streak 9 4 10 9 4 10
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -652227 -543055 -575277 -610428 -578289 567735
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3750,
    "evaluation_days": 1875,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1601337600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759386063858,
    "expiration_time": 1764223200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 10,
            "offset": 233,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 92,
            "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": [
        [
            -1484036.2795843908,
            7966.5263293145,
            -1492002.8059137047,
            71634.8132945846,
            -10851303.147966832,
            10922937.961261412
        ],
        [
            -1484.03628,
            7.966526,
            -1492.002806,
            71.634813,
            -10851.303148,
            10922.937961
        ],
        [
            -0.791486,
            0.004249,
            -0.795735,
            0.028815,
            0,
            0.251118
        ],
        [
            568.727436,
            568.727436,
            568.727436,
            568.727436,
            568.727436,
            568.727436
        ],
        [
            -1799687,
            -203458,
            -1664406,
            -9739066,
            -11464541,
            -4259096
        ],
        [
            0.303529,
            1.026226,
            0.18337,
            1.003395,
            0.184166,
            2.400582
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            53,
            23,
            30,
            51,
            21,
            30
        ],
        [
            20,
            13,
            7,
            22,
            15,
            7
        ],
        [
            72.60274,
            63.888889,
            81.081081,
            69.863014,
            58.333333,
            81.081081
        ],
        [
            0.114539,
            0.580041,
            0.042786,
            0.432837,
            0.131547,
            0.560136
        ],
        [
            40725,
            40725,
            31854,
            11301250,
            970212,
            11301250
        ],
        [
            -1030520,
            -53512,
            -1030520,
            -4892532,
            -4892532,
            -3593272
        ],
        [
            48,
            59,
            38,
            48,
            59,
            38
        ],
        [
            16,
            16,
            16,
            23,
            20,
            24
        ],
        [
            134,
            135,
            132,
            107,
            113,
            95
        ],
        [
            3551,
            2136,
            1415,
            3551,
            2136,
            1415
        ],
        [
            83.264628,
            83.264628,
            283.264628,
            83.264628,
            83.264628,
            283.264628
        ],
        [
            9,
            4,
            10,
            9,
            4,
            10
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -652227,
            -543055,
            -575277,
            -610428,
            -578289,
            567735
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3750,
    "evaluation_days": 1875,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1601337600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759386063858,
    "expiration_time": 1764223200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 10,
            "offset": 233,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 92,
            "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)