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Trade: SAND/USDT/360/ALMA/VWAP/1558

Strategy
SAND/USDT/360/ALMA/VWAP/1558
Pair
SAND_USDT
Interval
6h
Score
681147
Daily Profit
0.303037
Profit Factor
8.313051
Profitability
57.142857
Streak
78.330387
Best Strategy
Training Data Length
1867.250000
Evaluation Time
2025-09-27 04:55
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 1959210.517 1761896.6272 197313.8898 45098823.143 16772551.1222 28326272.0208
Total P&L (%) 1959.2105 1761.8966 197.3139 45098.8231 16772.5511 28326.272
Avg Daily Profit (%) 1.0492 0.9436 0.1057 0.328 0.275 0.303
Buy And Hold Return (%) 527.2434 527.2434 527.2434 527.2434 527.2434 527.2434
Max Trade Drawdown -128966 -42103 -76791 -3706329 -4465636 -1783675
Profit Factor 6.939 10.8716 2.3032 4.1 2.5712 8.3131
Total Trades 70 35 35 70 35 35
Winning Trades 32 12 20 32 12 20
Losing Trades 38 23 15 38 23 15
Profitability (%) 45.7143 34.2857 57.1429 45.7143 34.2857 57.1429
Ratio Avg Win / Avg Loss 8.2401 20.8373 1.7274 4.8687 4.9282 6.2348
Largest Winning Trade 981425 981425 54650 17006438 17006438 14787893
Largest Losing Trade -34264 -21070 -34264 -1883974 -1883974 -1151022
Avg Bars in Trades 104 83 125 104 83 125
Avg Bars in Winners 183 180 185 183 180 185
Avg Bars in Losers 37 32 45 37 32 45
Bars Traded 7297 2912 4385 7297 2912 4385
Profit Streak 0 0 78.3304 0 0 78.3304
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -81008 464066 -211829 -84177 268587 681147
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": 1600840800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758938145410,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            1959210.5169920307,
            1761896.627200036,
            197313.889791995,
            45098823.142991096,
            16772551.122201681,
            28326272.020789415
        ],
        [
            1959.210517,
            1761.896627,
            197.31389,
            45098.823143,
            16772.551122,
            28326.272021
        ],
        [
            1.049249,
            0.943578,
            0.105671,
            0.327952,
            0.275021,
            0.303037
        ],
        [
            527.2434,
            527.2434,
            527.2434,
            527.2434,
            527.2434,
            527.2434
        ],
        [
            -128966,
            -42103,
            -76791,
            -3706329,
            -4465636,
            -1783675
        ],
        [
            6.939039,
            10.871632,
            2.30321,
            4.099958,
            2.571226,
            8.313051
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            32,
            12,
            20,
            32,
            12,
            20
        ],
        [
            38,
            23,
            15,
            38,
            23,
            15
        ],
        [
            45.714286,
            34.285714,
            57.142857,
            45.714286,
            34.285714,
            57.142857
        ],
        [
            8.240108,
            20.837294,
            1.727408,
            4.8687,
            4.928183,
            6.234788
        ],
        [
            981425,
            981425,
            54650,
            17006438,
            17006438,
            14787893
        ],
        [
            -34264,
            -21070,
            -34264,
            -1883974,
            -1883974,
            -1151022
        ],
        [
            104,
            83,
            125,
            104,
            83,
            125
        ],
        [
            183,
            180,
            185,
            183,
            180,
            185
        ],
        [
            37,
            32,
            45,
            37,
            32,
            45
        ],
        [
            7297,
            2912,
            4385,
            7297,
            2912,
            4385
        ],
        [
            0,
            0,
            78.330387,
            0,
            0,
            78.330387
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -81008,
            464066,
            -211829,
            -84177,
            268587,
            681147
        ]
    ]
}
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": 1600840800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758938145410,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)