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Trade: SAND/USDT/120/SWMA/ALMA/4081

Strategy
SAND/USDT/120/SWMA/ALMA/4081
Pair
SAND_USDT
Interval
2h
Score
429721
Daily Profit
0.953975
Profit Factor
3.177314
Profitability
33.096085
Streak
0.000000
Best Strategy
Training Data Length
1866.670000
Evaluation Time
2025-09-25 12:23
Expiration Time
2025-11-30 20:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1780756.8768 1724275.968 56480.9088 2435238.618 1040842.5769 1394396.0411
Total P&L (%) 1780.7569 1724.276 56.4809 2435.2386 1040.8426 1394.396
Avg Daily Profit (%) 0.954 0.9237 0.0303 0.1733 0.1305 0.145
Buy And Hold Return (%) 459.2692 459.2692 459.2692 459.2692 459.2692 459.2692
Max Trade Drawdown -103232 -110270 -70485 -4405676 -5040317 -2731739
Profit Factor 3.1773 4.6953 1.1608 1.1057 1.0785 1.1424
Total Trades 281 141 140 281 141 140
Winning Trades 93 45 48 93 45 48
Losing Trades 188 96 92 188 96 92
Profitability (%) 33.0961 31.9149 34.2857 33.0961 31.9149 34.2857
Ratio Avg Win / Avg Loss 6.423 10.0167 2.2249 2.2351 2.3009 2.1895
Largest Winning Trade 1156087 1156087 54614 4407206 4407206 1420753
Largest Losing Trade -23254 -23254 -21048 -1095452 -955536 -1095452
Avg Bars in Trades 77 68 86 77 68 86
Avg Bars in Winners 179 144 212 179 144 212
Avg Bars in Losers 27 32 21 27 32 21
Bars Traded 21807 9630 12177 21807 9630 12177
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 429721 402864 -367076 -101612 -163739 -71286

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22400,
    "evaluation_days": 1866.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599948000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758792229104,
    "expiration_time": 1764528480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 217,
            "offset": 137
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 5,
            "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": [
        [
            1780756.8767993029,
            1724275.9679715435,
            56480.9088277578,
            2435238.6179942465,
            1040842.5768533405,
            1394396.041140907
        ],
        [
            1780.756877,
            1724.275968,
            56.480909,
            2435.238618,
            1040.842577,
            1394.396041
        ],
        [
            0.953975,
            0.923718,
            0.030258,
            0.173339,
            0.130497,
            0.144978
        ],
        [
            459.269162,
            459.269162,
            459.269162,
            459.269162,
            459.269162,
            459.269162
        ],
        [
            -103232,
            -110270,
            -70485,
            -4405676,
            -5040317,
            -2731739
        ],
        [
            3.177314,
            4.695345,
            1.160795,
            1.105663,
            1.078543,
            1.142353
        ],
        [
            281,
            141,
            140,
            281,
            141,
            140
        ],
        [
            93,
            45,
            48,
            93,
            45,
            48
        ],
        [
            188,
            96,
            92,
            188,
            96,
            92
        ],
        [
            33.096085,
            31.914894,
            34.285714,
            33.096085,
            31.914894,
            34.285714
        ],
        [
            6.422958,
            10.016737,
            2.224856,
            2.235104,
            2.300892,
            2.189511
        ],
        [
            1156087,
            1156087,
            54614,
            4407206,
            4407206,
            1420753
        ],
        [
            -23254,
            -23254,
            -21048,
            -1095452,
            -955536,
            -1095452
        ],
        [
            77,
            68,
            86,
            77,
            68,
            86
        ],
        [
            179,
            144,
            212,
            179,
            144,
            212
        ],
        [
            27,
            32,
            21,
            27,
            32,
            21
        ],
        [
            21807,
            9630,
            12177,
            21807,
            9630,
            12177
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            429721,
            402864,
            -367076,
            -101612,
            -163739,
            -71286
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22400,
    "evaluation_days": 1866.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599948000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758792229104,
    "expiration_time": 1764528480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 217,
            "offset": 137
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 5,
            "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)