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Trade: SAND/USDT/240/HMA/ALMA/9427

Strategy
SAND/USDT/240/HMA/ALMA/9427
Pair
SAND_USDT
Interval
4h
Score
495030
Daily Profit
0.155107
Profit Factor
4.184423
Profitability
58.974359
Streak
88.378417
Best Strategy
Training Data Length
1880.170000
Evaluation Time
2025-10-07 20:04
Expiration Time
2025-12-02 23:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1987746.8816 -123503.7439 -1864243.1377 -98000.2425 1743059.6895 -1841059.932
Total P&L (%) -1987.7469 -123.5037 -1864.2431 -98.0002 1743.0597 -1841.0599
Avg Daily Profit (%) -1.0572 -0.0657 -0.9915 -0.2079 0.1551 0
Buy And Hold Return (%) 611.5612 611.5612 611.5612 611.5612 611.5612 611.5612
Max Trade Drawdown -2047169 -165492 -1910355 -1802965 -243334 -2406511
Profit Factor 0.1992 0.5782 0.1486 0.9789 4.1844 0.5505
Total Trades 79 39 40 79 39 40
Winning Trades 46 21 25 38 23 15
Losing Trades 33 18 15 41 16 25
Profitability (%) 58.2278 53.8462 62.5 48.1013 58.9744 37.5
Ratio Avg Win / Avg Loss 0.1429 0.4956 0.0891 1.0562 2.9109 0.9175
Largest Winning Trade 37094 37094 31434 1251078 823740 1251078
Largest Losing Trade -1291760 -60569 -1291760 -1645660 -243334 -1645660
Avg Bars in Trades 137 152 123 137 152 123
Avg Bars in Winners 75 75 75 164 174 148
Avg Bars in Losers 224 241 204 113 119 109
Bars Traded 10892 5933 4959 10892 5933 4959
Profit Streak 45.2118 88.3784 45.2118 45.2118 88.3784 45.2118
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -609723 -579298 -578573 -610139 495030 -585055
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11281,
    "evaluation_days": 1880.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600761600000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759856695222,
    "expiration_time": 1764711792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 106,
            "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": [
        [
            -1987746.8816438355,
            -123503.743911782,
            -1864243.1377320536,
            -98000.2425423305,
            1743059.6894998797,
            -1841059.9320422106
        ],
        [
            -1987.746882,
            -123.503744,
            -1864.243138,
            -98.000243,
            1743.059689,
            -1841.059932
        ],
        [
            -1.057217,
            -0.065688,
            -0.991529,
            -0.207858,
            0.155107,
            0
        ],
        [
            611.561226,
            611.561226,
            611.561226,
            611.561226,
            611.561226,
            611.561226
        ],
        [
            -2047169,
            -165492,
            -1910355,
            -1802965,
            -243334,
            -2406511
        ],
        [
            0.199236,
            0.578207,
            0.148556,
            0.978893,
            4.184423,
            0.550483
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            46,
            21,
            25,
            38,
            23,
            15
        ],
        [
            33,
            18,
            15,
            41,
            16,
            25
        ],
        [
            58.227848,
            53.846154,
            62.5,
            48.101266,
            58.974359,
            37.5
        ],
        [
            0.14293,
            0.495606,
            0.089133,
            1.056174,
            2.910903,
            0.917472
        ],
        [
            37094,
            37094,
            31434,
            1251078,
            823740,
            1251078
        ],
        [
            -1291760,
            -60569,
            -1291760,
            -1645660,
            -243334,
            -1645660
        ],
        [
            137,
            152,
            123,
            137,
            152,
            123
        ],
        [
            75,
            75,
            75,
            164,
            174,
            148
        ],
        [
            224,
            241,
            204,
            113,
            119,
            109
        ],
        [
            10892,
            5933,
            4959,
            10892,
            5933,
            4959
        ],
        [
            45.21175,
            88.378417,
            45.21175,
            45.21175,
            88.378417,
            45.21175
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -609723,
            -579298,
            -578573,
            -610139,
            495030,
            -585055
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11281,
    "evaluation_days": 1880.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600761600000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759856695222,
    "expiration_time": 1764711792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 106,
            "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)