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Trade: SAND/USDT/720/OHLC4/ALMA/9291

Strategy
SAND/USDT/720/OHLC4/ALMA/9291
Pair
SAND_USDT
Interval
12h
Score
517564
Daily Profit
0.237144
Profit Factor
2.484356
Profitability
60.000000
Streak
0.000000
Best Strategy
Training Data Length
1878.000000
Evaluation Time
2025-10-05 15:00
Expiration Time
2025-11-30 10:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1093883.7541 7802.1002 -1101685.8543 -298678.2865 -8746822.1206 8448143.8341
Total P&L (%) -1093.8838 7.8021 -1101.6859 -298.6783 -8746.8221 8448.1438
Avg Daily Profit (%) -0.5825 0.0042 -0.5866 0 0 0.2371
Buy And Hold Return (%) 477.0159 477.0159 477.0159 477.0159 477.0159 477.0159
Max Trade Drawdown -1362934 -210783 -1225335 -8403348 -9218377 -3453421
Profit Factor 0.3261 1.027 0.1743 0.9819 0.1907 2.4844
Total Trades 70 35 35 70 35 35
Winning Trades 51 26 25 37 16 21
Losing Trades 19 9 10 33 19 14
Profitability (%) 72.8571 74.2857 71.4286 52.8571 45.7143 60
Ratio Avg Win / Avg Loss 0.1215 0.3555 0.0697 0.8757 0.2265 1.6562
Largest Winning Trade 40725 40725 26711 10793899 1294727 10793899
Largest Losing Trade -678597 -71672 -678597 -5880464 -5880464 -3445873
Avg Bars in Trades 51 62 40 51 62 40
Avg Bars in Winners 18 19 18 35 41 31
Avg Bars in Losers 140 187 97 69 80 54
Bars Traded 3615 2186 1429 3615 2186 1429
Profit Streak 41.0003 165.0003 41.0003 0 0 0
Trades During Streak 2 6 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -675327 -540970 -577460 -678907 -582454 517564
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3756,
    "evaluation_days": 1878,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1602244800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759665621854,
    "expiration_time": 1764490176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 113,
            "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": [
        [
            -1093883.7540902991,
            7802.1002280098,
            -1101685.8543183096,
            -298678.2865184065,
            -8746822.120599596,
            8448143.834081184
        ],
        [
            -1093.883754,
            7.8021,
            -1101.685854,
            -298.678287,
            -8746.822121,
            8448.143834
        ],
        [
            -0.582473,
            0.004154,
            -0.586627,
            0,
            0,
            0.237144
        ],
        [
            477.015934,
            477.015934,
            477.015934,
            477.015934,
            477.015934,
            477.015934
        ],
        [
            -1362934,
            -210783,
            -1225335,
            -8403348,
            -9218377,
            -3453421
        ],
        [
            0.326142,
            1.026991,
            0.174301,
            0.981898,
            0.19073,
            2.484356
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            51,
            26,
            25,
            37,
            16,
            21
        ],
        [
            19,
            9,
            10,
            33,
            19,
            14
        ],
        [
            72.857143,
            74.285714,
            71.428571,
            52.857143,
            45.714286,
            60
        ],
        [
            0.121504,
            0.355497,
            0.069721,
            0.875747,
            0.226492,
            1.656238
        ],
        [
            40725,
            40725,
            26711,
            10793899,
            1294727,
            10793899
        ],
        [
            -678597,
            -71672,
            -678597,
            -5880464,
            -5880464,
            -3445873
        ],
        [
            51,
            62,
            40,
            51,
            62,
            40
        ],
        [
            18,
            19,
            18,
            35,
            41,
            31
        ],
        [
            140,
            187,
            97,
            69,
            80,
            54
        ],
        [
            3615,
            2186,
            1429,
            3615,
            2186,
            1429
        ],
        [
            41.000253,
            165.000253,
            41.000253,
            0,
            0,
            0
        ],
        [
            2,
            6,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -675327,
            -540970,
            -577460,
            -678907,
            -582454,
            517564
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3756,
    "evaluation_days": 1878,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1602244800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759665621854,
    "expiration_time": 1764490176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 113,
            "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)