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Trade: SAND/USDT/720/KCB/PWMA/4352

Strategy
SAND/USDT/720/KCB/PWMA/4352
Pair
SAND_USDT
Interval
12h
Score
607616
Daily Profit
0.197969
Profit Factor
4.072780
Profitability
63.636364
Streak
0.000000
Best Strategy
Training Data Length
1884.500000
Evaluation Time
2025-10-12 02:00
Expiration Time
2025-12-07 02:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1847694.653 -52850.3833 -1794844.2696 -328247.0548 4055546.005 -4383793.0598
Total P&L (%) -1847.6947 -52.8504 -1794.8443 -328.2471 4055.546 -4383.7931
Avg Daily Profit (%) -0.9805 -0.028 -0.9524 0 0.198 0
Buy And Hold Return (%) 343.4966 343.4966 343.4966 343.4966 343.4966 343.4966
Max Trade Drawdown -1918115 -143077 -1825789 -4038687 -802752 -5956144
Profit Factor 0.2256 0.8239 0.1395 0.9663 4.0728 0.479
Total Trades 66 33 33 66 33 33
Winning Trades 33 16 17 35 21 14
Losing Trades 33 17 16 31 12 19
Profitability (%) 50 48.4848 51.5152 53.0303 63.6364 42.4242
Ratio Avg Win / Avg Loss 0.2256 0.8754 0.1313 0.8558 2.3273 0.65
Largest Winning Trade 69742 69742 38798 1937181 1937181 1039605
Largest Losing Trade -1176027 -57211 -1176027 -3681952 -566858 -3681952
Avg Bars in Trades 54 45 63 54 45 63
Avg Bars in Winners 45 28 61 55 57 52
Avg Bars in Losers 63 60 65 53 24 71
Bars Traded 3597 1496 2101 3597 1496 2101
Profit Streak 36.9588 45.4588 36.9588 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -708288 -580835 -580062 -708884 607616 -583748
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3769,
    "evaluation_days": 1884.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1602892800000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760223639073,
    "expiration_time": 1765068624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 128,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 112,
            "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": [
        [
            -1847694.652973276,
            -52850.3833399482,
            -1794844.269633328,
            -328247.0547730197,
            4055546.005021943,
            -4383793.059794964
        ],
        [
            -1847.694653,
            -52.850383,
            -1794.84427,
            -328.247055,
            4055.546005,
            -4383.79306
        ],
        [
            -0.980469,
            -0.028045,
            -0.952425,
            0,
            0.197969,
            0
        ],
        [
            343.496606,
            343.496606,
            343.496606,
            343.496606,
            343.496606,
            343.496606
        ],
        [
            -1918115,
            -143077,
            -1825789,
            -4038687,
            -802752,
            -5956144
        ],
        [
            0.225598,
            0.823879,
            0.139528,
            0.966277,
            4.07278,
            0.478981
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            33,
            16,
            17,
            35,
            21,
            14
        ],
        [
            33,
            17,
            16,
            31,
            12,
            19
        ],
        [
            50,
            48.484848,
            51.515152,
            53.030303,
            63.636364,
            42.424242
        ],
        [
            0.225598,
            0.875372,
            0.131321,
            0.855846,
            2.327303,
            0.650045
        ],
        [
            69742,
            69742,
            38798,
            1937181,
            1937181,
            1039605
        ],
        [
            -1176027,
            -57211,
            -1176027,
            -3681952,
            -566858,
            -3681952
        ],
        [
            54,
            45,
            63,
            54,
            45,
            63
        ],
        [
            45,
            28,
            61,
            55,
            57,
            52
        ],
        [
            63,
            60,
            65,
            53,
            24,
            71
        ],
        [
            3597,
            1496,
            2101,
            3597,
            1496,
            2101
        ],
        [
            36.958785,
            45.458786,
            36.958785,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -708288,
            -580835,
            -580062,
            -708884,
            607616,
            -583748
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3769,
    "evaluation_days": 1884.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1602892800000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760223639073,
    "expiration_time": 1765068624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 128,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 112,
            "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)