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Trade: SAND/USDT/720/ALMA/SMA/4950

Strategy
SAND/USDT/720/ALMA/SMA/4950
Pair
SAND_USDT
Interval
12h
Score
596808
Daily Profit
0.168358
Profit Factor
5.368732
Profitability
68.571429
Streak
63.241035
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-26 20:47
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 -207900.8879 488787.6914 -696688.5793 -147656.7769 2213701.9232 -2361358.7001
Total P&L (%) -207.9009 488.7877 -696.6886 -147.6568 2213.7019 -2361.3587
Avg Daily Profit (%) -0.1113 0.2617 -0.3731 0 0.1684 0
Buy And Hold Return (%) 551.7941 551.7941 551.7941 551.7941 551.7941 551.7941
Max Trade Drawdown -781517 -140522 -861003 -2591331 -436107 -2648386
Profit Factor 0.8469 2.3448 0.2995 0.9709 5.3687 0.4828
Total Trades 70 35 35 70 35 35
Winning Trades 31 12 19 38 24 14
Losing Trades 39 23 16 32 11 21
Profitability (%) 44.2857 34.2857 54.2857 54.2857 68.5714 40
Ratio Avg Win / Avg Loss 1.0655 4.4942 0.2522 0.8176 2.4607 0.7242
Largest Winning Trade 314119 314119 33567 2082892 1903679 2082892
Largest Losing Trade -639576 -47803 -639576 -2557548 -333203 -2557548
Avg Bars in Trades 51 60 42 51 60 42
Avg Bars in Winners 48 65 38 52 59 40
Avg Bars in Losers 53 57 46 49 61 43
Bars Traded 3597 2115 1482 3597 2115 1482
Profit Streak 0 0 107.741 42.741 63.241 0
Trades During Streak 0 0 1 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -680111 -159284 -579670 -678170 596808 -584676

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": 1601683200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758908825407,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 100,
            "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": [
        [
            -207900.8879137726,
            488787.6914035212,
            -696688.5793172936,
            -147656.776870179,
            2213701.923217976,
            -2361358.700088155
        ],
        [
            -207.900888,
            488.787691,
            -696.688579,
            -147.656777,
            2213.701923,
            -2361.3587
        ],
        [
            -0.111326,
            0.261734,
            -0.373059,
            0,
            0.168358,
            0
        ],
        [
            551.794145,
            551.794145,
            551.794145,
            551.794145,
            551.794145,
            551.794145
        ],
        [
            -781517,
            -140522,
            -861003,
            -2591331,
            -436107,
            -2648386
        ],
        [
            0.846905,
            2.344813,
            0.299475,
            0.97089,
            5.368732,
            0.482808
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            31,
            12,
            19,
            38,
            24,
            14
        ],
        [
            39,
            23,
            16,
            32,
            11,
            21
        ],
        [
            44.285714,
            34.285714,
            54.285714,
            54.285714,
            68.571429,
            40
        ],
        [
            1.065461,
            4.494224,
            0.252189,
            0.817592,
            2.460669,
            0.724213
        ],
        [
            314119,
            314119,
            33567,
            2082892,
            1903679,
            2082892
        ],
        [
            -639576,
            -47803,
            -639576,
            -2557548,
            -333203,
            -2557548
        ],
        [
            51,
            60,
            42,
            51,
            60,
            42
        ],
        [
            48,
            65,
            38,
            52,
            59,
            40
        ],
        [
            53,
            57,
            46,
            49,
            61,
            43
        ],
        [
            3597,
            2115,
            1482,
            3597,
            2115,
            1482
        ],
        [
            0,
            0,
            107.741035,
            42.741035,
            63.241035,
            0
        ],
        [
            0,
            0,
            1,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -680111,
            -159284,
            -579670,
            -678170,
            596808,
            -584676
        ]
    ]
}
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": 1601683200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758908825407,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 100,
            "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)