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Trade: SAND/USDT/360/ALMA/DCM/4677

Strategy
SAND/USDT/360/ALMA/DCM/4677
Pair
SAND_USDT
Interval
6h
Score
499484
Daily Profit
0.740570
Profit Factor
6.344687
Profitability
38.709677
Streak
44.315820
Best Strategy
Training Data Length
1867.250000
Evaluation Time
2025-09-25 22:34
Expiration Time
2025-11-19 14:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1359660.4232 1382829.425 -23169.0018 -677239.6501 106437.7966 -783677.4467
Total P&L (%) 1359.6604 1382.8294 -23.169 -677.2397 106.4378 -783.6774
Avg Daily Profit (%) 0.7282 0.7406 -0.0124 0 0.0388 0
Buy And Hold Return (%) 524.7737 524.7737 524.7737 524.7737 524.7737 524.7737
Max Trade Drawdown -148870 -138754 -161148 -1081531 -617922 -930981
Profit Factor 3.2858 6.3447 0.9311 0.7526 1.0867 0.481
Total Trades 63 31 32 63 31 32
Winning Trades 27 12 15 33 18 15
Losing Trades 36 19 17 30 13 17
Profitability (%) 42.8571 38.7097 46.875 52.381 58.0645 46.875
Ratio Avg Win / Avg Loss 4.381 10.0458 1.0552 0.6842 0.7848 0.5452
Largest Winning Trade 806949 806949 57601 210220 210220 129804
Largest Losing Trade -121031 -36400 -121031 -500552 -500552 -286052
Avg Bars in Trades 115 113 117 115 113 117
Avg Bars in Winners 155 143 165 96 107 82
Avg Bars in Losers 84 93 73 135 121 147
Bars Traded 7249 3504 3745 7249 3504 3745
Profit Streak 0 44.3158 0 15.8158 0 26.5658
Trades During Streak 0 1 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -138696 499484 -580358 -730889 -432646 -581484

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7469,
    "evaluation_days": 1867.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600430400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758828886836,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 120,
            "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": [
        [
            1359660.423176913,
            1382829.4249905883,
            -23169.0018136759,
            -677239.6500723488,
            106437.7966016571,
            -783677.4466740058
        ],
        [
            1359.660423,
            1382.829425,
            -23.169002,
            -677.23965,
            106.437797,
            -783.677447
        ],
        [
            0.728162,
            0.74057,
            -0.012408,
            0,
            0.038826,
            0
        ],
        [
            524.773715,
            524.773715,
            524.773715,
            524.773715,
            524.773715,
            524.773715
        ],
        [
            -148870,
            -138754,
            -161148,
            -1081531,
            -617922,
            -930981
        ],
        [
            3.28576,
            6.344687,
            0.931067,
            0.752645,
            1.086689,
            0.481045
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            27,
            12,
            15,
            33,
            18,
            15
        ],
        [
            36,
            19,
            17,
            30,
            13,
            17
        ],
        [
            42.857143,
            38.709677,
            46.875,
            52.380952,
            58.064516,
            46.875
        ],
        [
            4.381014,
            10.045754,
            1.055209,
            0.684222,
            0.784831,
            0.545185
        ],
        [
            806949,
            806949,
            57601,
            210220,
            210220,
            129804
        ],
        [
            -121031,
            -36400,
            -121031,
            -500552,
            -500552,
            -286052
        ],
        [
            115,
            113,
            117,
            115,
            113,
            117
        ],
        [
            155,
            143,
            165,
            96,
            107,
            82
        ],
        [
            84,
            93,
            73,
            135,
            121,
            147
        ],
        [
            7249,
            3504,
            3745,
            7249,
            3504,
            3745
        ],
        [
            0,
            44.31582,
            0,
            15.81582,
            0,
            26.56582
        ],
        [
            0,
            1,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -138696,
            499484,
            -580358,
            -730889,
            -432646,
            -581484
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7469,
    "evaluation_days": 1867.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600430400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758828886836,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 120,
            "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)