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Trade: SAND/USDT/240/SSF/ALMA/9703

Strategy
SAND/USDT/240/SSF/ALMA/9703
Pair
SAND_USDT
Interval
4h
Score
314737
Daily Profit
0.210865
Profit Factor
1.420502
Profitability
60.975610
Streak
0.000000
Best Strategy
Training Data Length
1881.000000
Evaluation Time
2025-10-08 13:32
Expiration Time
2025-12-03 20:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1883882.3311 14681.6958 -1898564.0269 -254315.2708 -5411576.1983 5157260.9274
Total P&L (%) -1883.8823 14.6817 -1898.564 -254.3153 -5411.5762 5157.2609
Avg Daily Profit (%) -1.0015 0.0078 -1.0093 0 0 0.2109
Buy And Hold Return (%) 659.4036 659.4036 659.4036 659.4036 659.4036 659.4036
Max Trade Drawdown -1967805 -104893 -1967392 -10413129 -7283592 -7167238
Profit Factor 0.2703 1.0431 0.153 0.9903 0.6136 1.4205
Total Trades 81 40 41 81 40 41
Winning Trades 46 21 25 44 19 25
Losing Trades 35 19 16 37 21 16
Profitability (%) 56.7901 52.5 60.9756 54.321 47.5 60.9756
Ratio Avg Win / Avg Loss 0.2057 0.9438 0.0979 0.8328 0.6782 0.9091
Largest Winning Trade 59036 59036 32234 6887808 1986444 6887808
Largest Losing Trade -1623041 -62790 -1623041 -6427018 -6427018 -4285421
Avg Bars in Trades 136 151 121 136 151 121
Avg Bars in Winners 96 112 83 100 117 86
Avg Bars in Losers 188 194 182 179 182 176
Bars Traded 11063 6065 4998 11063 6065 4998
Profit Streak 41.106 191.4393 41.106 0 0 0
Trades During Streak 2 4 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -595188 -521188 -578770 -596495 -581722 314737
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11286,
    "evaluation_days": 1881,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599465600000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759919555732,
    "expiration_time": 1764785952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 213,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 144,
            "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": [
        [
            -1883882.33106905,
            14681.6958247587,
            -1898564.0268938083,
            -254315.2708486536,
            -5411576.198263003,
            5157260.927414352
        ],
        [
            -1883.882331,
            14.681696,
            -1898.564027,
            -254.315271,
            -5411.576198,
            5157.260927
        ],
        [
            -1.001532,
            0.007805,
            -1.009338,
            0,
            0,
            0.210865
        ],
        [
            659.403631,
            659.403631,
            659.403631,
            659.403631,
            659.403631,
            659.403631
        ],
        [
            -1967805,
            -104893,
            -1967392,
            -10413129,
            -7283592,
            -7167238
        ],
        [
            0.270315,
            1.043132,
            0.15295,
            0.99032,
            0.613637,
            1.420502
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            46,
            21,
            25,
            44,
            19,
            25
        ],
        [
            35,
            19,
            16,
            37,
            21,
            16
        ],
        [
            56.790123,
            52.5,
            60.97561,
            54.320988,
            47.5,
            60.97561
        ],
        [
            0.205675,
            0.943786,
            0.097888,
            0.832769,
            0.678231,
            0.909121
        ],
        [
            59036,
            59036,
            32234,
            6887808,
            1986444,
            6887808
        ],
        [
            -1623041,
            -62790,
            -1623041,
            -6427018,
            -6427018,
            -4285421
        ],
        [
            136,
            151,
            121,
            136,
            151,
            121
        ],
        [
            96,
            112,
            83,
            100,
            117,
            86
        ],
        [
            188,
            194,
            182,
            179,
            182,
            176
        ],
        [
            11063,
            6065,
            4998,
            11063,
            6065,
            4998
        ],
        [
            41.105969,
            191.439302,
            41.105969,
            0,
            0,
            0
        ],
        [
            2,
            4,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -595188,
            -521188,
            -578770,
            -596495,
            -581722,
            314737
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11286,
    "evaluation_days": 1881,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599465600000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759919555732,
    "expiration_time": 1764785952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 213,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 144,
            "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)