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Trade: SAND/USDT/720/OHLC4/MIDPRICE/1199

Strategy
SAND/USDT/720/OHLC4/MIDPRICE/1199
Pair
SAND_USDT
Interval
12h
Score
641449
Daily Profit
0.780510
Profit Factor
2.803591
Profitability
51.572327
Streak
52.151961
Best Strategy
Training Data Length
1882.000000
Evaluation Time
2025-10-09 06:38
Expiration Time
2025-12-04 13:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1468919.5899 1388658.0395 80261.5504 -9059375.5749 -3788676.2474 -5270699.3276
Total P&L (%) 1468.9196 1388.658 80.2616 -9059.3756 -3788.6762 -5270.6993
Avg Daily Profit (%) 0.7805 0.7379 0.0426 0 0 0
Buy And Hold Return (%) 546.4043 546.4043 546.4043 546.4043 546.4043 546.4043
Max Trade Drawdown -169482 -134185 -161324 -9044565 -4180078 -5253793
Profit Factor 2.8036 4.1043 1.2186 0.6351 0.7448 0.4718
Total Trades 159 79 80 159 79 80
Winning Trades 82 39 43 74 42 32
Losing Trades 77 40 37 85 37 48
Profitability (%) 51.5723 49.3671 53.75 46.5409 53.1646 40
Ratio Avg Win / Avg Loss 2.6326 4.2096 1.0486 0.7295 0.6561 0.7078
Largest Winning Trade 699326 699326 48073 1595133 1595133 576266
Largest Losing Trade -133104 -31669 -133104 -2818339 -2818339 -835376
Avg Bars in Trades 22 29 14 22 29 14
Avg Bars in Winners 29 39 20 14 20 7
Avg Bars in Losers 14 20 7 28 40 19
Bars Traded 3549 2359 1190 3549 2359 1190
Profit Streak 52.152 52.152 53.152 0 0 0
Trades During Streak 5 2 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 641449 -9685 -319420 -581012 -607048 -603847
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3764,
    "evaluation_days": 1882,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1603411200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759981129407,
    "expiration_time": 1764846144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 72
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 140,
            "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": [
        [
            1468919.5898893417,
            1388658.0394984926,
            80261.5503908496,
            -9059375.574936677,
            -3788676.247380721,
            -5270699.327555955
        ],
        [
            1468.91959,
            1388.658039,
            80.26155,
            -9059.375575,
            -3788.676247,
            -5270.699328
        ],
        [
            0.78051,
            0.737863,
            0.042647,
            0,
            0,
            0
        ],
        [
            546.404316,
            546.404316,
            546.404316,
            546.404316,
            546.404316,
            546.404316
        ],
        [
            -169482,
            -134185,
            -161324,
            -9044565,
            -4180078,
            -5253793
        ],
        [
            2.803591,
            4.104345,
            1.218628,
            0.635081,
            0.744807,
            0.471841
        ],
        [
            159,
            79,
            80,
            159,
            79,
            80
        ],
        [
            82,
            39,
            43,
            74,
            42,
            32
        ],
        [
            77,
            40,
            37,
            85,
            37,
            48
        ],
        [
            51.572327,
            49.367089,
            53.75,
            46.540881,
            53.164557,
            40
        ],
        [
            2.632641,
            4.209585,
            1.048587,
            0.729485,
            0.65614,
            0.707762
        ],
        [
            699326,
            699326,
            48073,
            1595133,
            1595133,
            576266
        ],
        [
            -133104,
            -31669,
            -133104,
            -2818339,
            -2818339,
            -835376
        ],
        [
            22,
            29,
            14,
            22,
            29,
            14
        ],
        [
            29,
            39,
            20,
            14,
            20,
            7
        ],
        [
            14,
            20,
            7,
            28,
            40,
            19
        ],
        [
            3549,
            2359,
            1190,
            3549,
            2359,
            1190
        ],
        [
            52.151961,
            52.151961,
            53.151961,
            0,
            0,
            0
        ],
        [
            5,
            2,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            641449,
            -9685,
            -319420,
            -581012,
            -607048,
            -603847
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3764,
    "evaluation_days": 1882,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1603411200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759981129407,
    "expiration_time": 1764846144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 72
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 140,
            "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)