The sand pendulum in the video executes simple harmonic motions in 2 directions at right angles to each other. The sand flowing out of the bottle attached to the pendulum traces the path taken by the oscillating pendulum, creating in the process what is known as Lissajous figures.
They are any of a number of characteristic looped or curved figures traced out by a point undergoing two independent simple harmonic motions at right angles with frequencies in a simple ratio.