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Trade: SAND/USDT/240/ALMA/WMA/7535

Strategy
SAND/USDT/240/ALMA/WMA/7535
Pair
SAND_USDT
Interval
4h
Score
500533
Daily Profit
0.908760
Profit Factor
6.685800
Profitability
31.428571
Streak
0.000000
Best Strategy
Training Data Length
1883.830000
Evaluation Time
2025-10-11 08:47
Expiration Time
2025-12-06 18:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1793790.5347 1711949.8346 81840.7001 3567988.6108 4087239.8105 -519251.1997
Total P&L (%) 1793.7905 1711.9498 81.8407 3567.9886 4087.2398 -519.2512
Avg Daily Profit (%) 0.9522 0.9088 0.0434 0.1914 0.1984 0
Buy And Hold Return (%) 284.3567 284.3567 284.3567 284.3567 284.3567 284.3567
Max Trade Drawdown -112767 -128928 -64718 -10184235 -9396597 -5980256
Profit Factor 4.4906 6.6858 1.3846 1.1202 1.2408 0.9592
Total Trades 70 35 35 70 35 35
Winning Trades 25 11 14 25 11 14
Losing Trades 45 24 21 45 24 21
Profitability (%) 35.7143 31.4286 40 35.7143 31.4286 40
Ratio Avg Win / Avg Loss 8.083 14.5872 2.0769 2.0163 2.7071 1.4388
Largest Winning Trade 1197386 1197386 59101 10920830 10920830 2281869
Largest Losing Trade -41144 -32032 -41144 -5388622 -2406202 -5388622
Avg Bars in Trades 157 138 176 157 138 176
Avg Bars in Winners 285 279 289 285 279 289
Avg Bars in Losers 86 74 100 86 74 100
Bars Traded 11036 4858 6178 11036 4858 6178
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -84074 500533 -302845 -183603 58520 -583009
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11303,
    "evaluation_days": 1883.83,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599840000000,
    "last_datapoint_time": 1760155200000,
    "evaluation_time": 1760161624755,
    "expiration_time": 1765038096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 42,
            "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": [
        [
            1793790.5346988372,
            1711949.8345576539,
            81840.7001411839,
            3567988.6108212676,
            4087239.8104834985,
            -519251.199662228
        ],
        [
            1793.790535,
            1711.949835,
            81.8407,
            3567.988611,
            4087.23981,
            -519.2512
        ],
        [
            0.952204,
            0.90876,
            0.043444,
            0.191401,
            0.198443,
            0
        ],
        [
            284.356683,
            284.356683,
            284.356683,
            284.356683,
            284.356683,
            284.356683
        ],
        [
            -112767,
            -128928,
            -64718,
            -10184235,
            -9396597,
            -5980256
        ],
        [
            4.490551,
            6.6858,
            1.384577,
            1.120165,
            1.240771,
            0.959168
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            25,
            11,
            14,
            25,
            11,
            14
        ],
        [
            45,
            24,
            21,
            45,
            24,
            21
        ],
        [
            35.714286,
            31.428571,
            40,
            35.714286,
            31.428571,
            40
        ],
        [
            8.082992,
            14.587201,
            2.076866,
            2.016296,
            2.707137,
            1.438752
        ],
        [
            1197386,
            1197386,
            59101,
            10920830,
            10920830,
            2281869
        ],
        [
            -41144,
            -32032,
            -41144,
            -5388622,
            -2406202,
            -5388622
        ],
        [
            157,
            138,
            176,
            157,
            138,
            176
        ],
        [
            285,
            279,
            289,
            285,
            279,
            289
        ],
        [
            86,
            74,
            100,
            86,
            74,
            100
        ],
        [
            11036,
            4858,
            6178,
            11036,
            4858,
            6178
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -84074,
            500533,
            -302845,
            -183603,
            58520,
            -583009
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11303,
    "evaluation_days": 1883.83,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599840000000,
    "last_datapoint_time": 1760155200000,
    "evaluation_time": 1760161624755,
    "expiration_time": 1765038096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 42,
            "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)