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Trade: SAND/USDT/480/ALMA/HWMA/2430

Strategy
SAND/USDT/480/ALMA/HWMA/2430
Pair
SAND_USDT
Interval
8h
Score
328158
Daily Profit
0.615713
Profit Factor
3.196111
Profitability
38.121547
Streak
9.488142
Best Strategy
Training Data Length
1878.000000
Evaluation Time
2025-10-05 06:42
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 1135783.9407 1156308.5196 -20524.579 467893.6459 537499.309 -69605.6631
Total P&L (%) 1135.7839 1156.3085 -20.5246 467.8936 537.4993 -69.6057
Avg Daily Profit (%) 0.6048 0.6157 -0.0109 0.0925 0.0987 -0.0634
Buy And Hold Return (%) 532.4327 532.4327 532.4327 532.4327 532.4327 532.4327
Max Trade Drawdown -139345 -105570 -184464 -1422808 -892670 -717806
Profit Factor 1.9818 3.1961 0.9674 1.0703 1.1703 0.9801
Total Trades 362 181 181 362 181 181
Winning Trades 140 69 71 140 69 71
Losing Trades 222 112 110 222 112 110
Profitability (%) 38.674 38.1215 39.2265 38.674 38.1215 39.2265
Ratio Avg Win / Avg Loss 3.1426 5.1879 1.4988 1.6971 1.8995 1.5185
Largest Winning Trade 605854 605854 55879 824360 824360 581925
Largest Losing Trade -53413 -21455 -53413 -245696 -165438 -245696
Avg Bars in Trades 15 12 17 15 12 17
Avg Bars in Winners 26 21 30 26 21 30
Avg Bars in Losers 8 7 9 8 7 9
Bars Traded 5528 2289 3239 5528 2289 3239
Profit Streak 3.1548 9.4881 0 3.1548 9.4881 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 216908 328158 -582630 -380584 -258605 -581519
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5634,
    "evaluation_days": 1878,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1600156800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759635775439,
    "expiration_time": 1764490176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.89375,
            "nc": 0.7077
        }
    }
}
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": [
        [
            1135783.9406554673,
            1156308.5196151247,
            -20524.5789596574,
            467893.6458512888,
            537499.3089832704,
            -69605.6631319814
        ],
        [
            1135.783941,
            1156.30852,
            -20.524579,
            467.893646,
            537.499309,
            -69.605663
        ],
        [
            0.604784,
            0.615713,
            -0.010929,
            0.092522,
            0.098685,
            -0.063394
        ],
        [
            532.432679,
            532.432679,
            532.432679,
            532.432679,
            532.432679,
            532.432679
        ],
        [
            -139345,
            -105570,
            -184464,
            -1422808,
            -892670,
            -717806
        ],
        [
            1.981795,
            3.196111,
            0.967438,
            1.070263,
            1.170252,
            0.980124
        ],
        [
            362,
            181,
            181,
            362,
            181,
            181
        ],
        [
            140,
            69,
            71,
            140,
            69,
            71
        ],
        [
            222,
            112,
            110,
            222,
            112,
            110
        ],
        [
            38.674033,
            38.121547,
            39.226519,
            38.674033,
            38.121547,
            39.226519
        ],
        [
            3.142561,
            5.18789,
            1.498847,
            1.697132,
            1.899539,
            1.518502
        ],
        [
            605854,
            605854,
            55879,
            824360,
            824360,
            581925
        ],
        [
            -53413,
            -21455,
            -53413,
            -245696,
            -165438,
            -245696
        ],
        [
            15,
            12,
            17,
            15,
            12,
            17
        ],
        [
            26,
            21,
            30,
            26,
            21,
            30
        ],
        [
            8,
            7,
            9,
            8,
            7,
            9
        ],
        [
            5528,
            2289,
            3239,
            5528,
            2289,
            3239
        ],
        [
            3.154808,
            9.488142,
            0,
            3.154808,
            9.488142,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            216908,
            328158,
            -582630,
            -380584,
            -258605,
            -581519
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5634,
    "evaluation_days": 1878,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1600156800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759635775439,
    "expiration_time": 1764490176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.89375,
            "nc": 0.7077
        }
    }
}

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)