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Trade: SAND/USDT/240/ALMA/SINWMA/5421

Strategy
SAND/USDT/240/ALMA/SINWMA/5421
Pair
SAND_USDT
Interval
4h
Score
501258
Daily Profit
1.007982
Profit Factor
3.487100
Profitability
41.304348
Streak
0.000000
Best Strategy
Training Data Length
1880.330000
Evaluation Time
2025-10-07 20:47
Expiration Time
2025-12-03 03:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1895338.0448 1920939.967 -25601.9221 193135.4899 1071828.5312 -878693.0413
Total P&L (%) 1895.338 1920.94 -25.6019 193.1355 1071.8285 -878.693
Avg Daily Profit (%) 1.008 1.0216 -0.0136 0.0572 0.131 0
Buy And Hold Return (%) 597.151 597.151 597.151 597.151 597.151 597.151
Max Trade Drawdown -138768 -158549 -161467 -1559302 -1447417 -1901887
Profit Factor 3.4871 5.5193 0.924 1.035 1.3641 0.6594
Total Trades 92 46 46 92 46 46
Winning Trades 38 15 23 38 15 23
Losing Trades 54 31 23 54 31 23
Profitability (%) 41.3043 32.6087 50 41.3043 32.6087 50
Ratio Avg Win / Avg Loss 4.9554 11.4065 0.924 1.4707 2.8191 0.6594
Largest Winning Trade 1632313 1632313 51780 1431991 1431991 338151
Largest Losing Trade -63552 -32733 -63552 -901358 -523012 -901358
Avg Bars in Trades 120 110 129 120 110 129
Avg Bars in Winners 173 195 159 173 195 159
Avg Bars in Losers 82 69 99 82 69 99
Bars Traded 11054 5092 5962 11054 5092 5962
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 501258 429336 -580704 -467502 -31115 -580704
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11282,
    "evaluation_days": 1880.33,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599436800000,
    "last_datapoint_time": 1759852800000,
    "evaluation_time": 1759859226537,
    "expiration_time": 1764726624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 93,
            "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": [
        [
            1895338.0448257697,
            1920939.9669671494,
            -25601.9221413802,
            193135.4899250184,
            1071828.5312141476,
            -878693.0412891279
        ],
        [
            1895.338045,
            1920.939967,
            -25.601922,
            193.13549,
            1071.828531,
            -878.693041
        ],
        [
            1.007982,
            1.021597,
            -0.013616,
            0.057212,
            0.130975,
            0
        ],
        [
            597.151041,
            597.151041,
            597.151041,
            597.151041,
            597.151041,
            597.151041
        ],
        [
            -138768,
            -158549,
            -161467,
            -1559302,
            -1447417,
            -1901887
        ],
        [
            3.4871,
            5.519267,
            0.924033,
            1.034966,
            1.364099,
            0.659391
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            38,
            15,
            23,
            38,
            15,
            23
        ],
        [
            54,
            31,
            23,
            54,
            31,
            23
        ],
        [
            41.304348,
            32.608696,
            50,
            41.304348,
            32.608696,
            50
        ],
        [
            4.955353,
            11.406484,
            0.924033,
            1.470741,
            2.819137,
            0.659391
        ],
        [
            1632313,
            1632313,
            51780,
            1431991,
            1431991,
            338151
        ],
        [
            -63552,
            -32733,
            -63552,
            -901358,
            -523012,
            -901358
        ],
        [
            120,
            110,
            129,
            120,
            110,
            129
        ],
        [
            173,
            195,
            159,
            173,
            195,
            159
        ],
        [
            82,
            69,
            99,
            82,
            69,
            99
        ],
        [
            11054,
            5092,
            5962,
            11054,
            5092,
            5962
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            501258,
            429336,
            -580704,
            -467502,
            -31115,
            -580704
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11282,
    "evaluation_days": 1880.33,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599436800000,
    "last_datapoint_time": 1759852800000,
    "evaluation_time": 1759859226537,
    "expiration_time": 1764726624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 93,
            "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)