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Trade: SAND/USDT/720/ALMA/PWMA/1783

Strategy
SAND/USDT/720/ALMA/PWMA/1783
Pair
SAND_USDT
Interval
12h
Score
306815
Daily Profit
0.180431
Profit Factor
1.515017
Profitability
62.222222
Streak
66.349638
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-27 23:23
Expiration Time
2025-11-19 14:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -804147.0474 175181.7984 -979328.8458 -284684.3628 2797720.3712 -3082404.734
Total P&L (%) -804.147 175.1818 -979.3288 -284.6844 2797.7204 -3082.4047
Avg Daily Profit (%) -0.4306 0.0938 -0.5244 0 0.1804 0
Buy And Hold Return (%) 552.0404 552.0404 552.0404 552.0404 552.0404 552.0404
Max Trade Drawdown -1071629 -197570 -1028386 -10831028 -3572116 -10135726
Profit Factor 0.547 1.3466 0.2287 0.9853 1.515 0.7782
Total Trades 91 45 46 91 45 46
Winning Trades 42 17 25 50 28 22
Losing Trades 49 28 21 41 17 24
Profitability (%) 46.1538 37.7778 54.3478 54.9451 62.2222 47.8261
Ratio Avg Win / Avg Loss 0.6382 2.218 0.1921 0.8079 0.9198 0.8489
Largest Winning Trade 156475 156475 41147 8727952 3417165 8727952
Largest Losing Trade -524915 -69398 -524915 -8422881 -1530071 -8422881
Avg Bars in Trades 39 42 36 39 42 36
Avg Bars in Winners 34 39 31 40 46 33
Avg Bars in Losers 43 44 42 38 36 39
Bars Traded 3598 1918 1680 3598 1918 1680
Profit Streak 0 0 0 42.8496 66.3496 42.8496
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -582030 -236716 -580140 -578906 306815 -580997
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3735,
    "evaluation_days": 1867.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1601164800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759004608757,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 47,
            "offset": 41
        }
    }
}
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": [
        [
            -804147.0474124511,
            175181.7984363294,
            -979328.8458487805,
            -284684.3628446984,
            2797720.371152047,
            -3082404.733996746
        ],
        [
            -804.147047,
            175.181798,
            -979.328846,
            -284.684363,
            2797.720371,
            -3082.404734
        ],
        [
            -0.430601,
            0.093806,
            -0.524406,
            0,
            0.180431,
            0
        ],
        [
            552.040431,
            552.040431,
            552.040431,
            552.040431,
            552.040431,
            552.040431
        ],
        [
            -1071629,
            -197570,
            -1028386,
            -10831028,
            -3572116,
            -10135726
        ],
        [
            0.546992,
            1.346629,
            0.228718,
            0.985272,
            1.515017,
            0.778192
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            42,
            17,
            25,
            50,
            28,
            22
        ],
        [
            49,
            28,
            21,
            41,
            17,
            24
        ],
        [
            46.153846,
            37.777778,
            54.347826,
            54.945055,
            62.222222,
            47.826087
        ],
        [
            0.638157,
            2.217978,
            0.192123,
            0.807923,
            0.919832,
            0.848937
        ],
        [
            156475,
            156475,
            41147,
            8727952,
            3417165,
            8727952
        ],
        [
            -524915,
            -69398,
            -524915,
            -8422881,
            -1530071,
            -8422881
        ],
        [
            39,
            42,
            36,
            39,
            42,
            36
        ],
        [
            34,
            39,
            31,
            40,
            46,
            33
        ],
        [
            43,
            44,
            42,
            38,
            36,
            39
        ],
        [
            3598,
            1918,
            1680,
            3598,
            1918,
            1680
        ],
        [
            0,
            0,
            0,
            42.849638,
            66.349638,
            42.849638
        ],
        [
            0,
            0,
            0,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -582030,
            -236716,
            -580140,
            -578906,
            306815,
            -580997
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3735,
    "evaluation_days": 1867.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1601164800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759004608757,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 47,
            "offset": 41
        }
    }
}

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)