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Trade: SAND/USDT/240/MIDPRICE/ALMA/8872

Strategy
SAND/USDT/240/MIDPRICE/ALMA/8872
Pair
SAND_USDT
Interval
4h
Score
500546
Daily Profit
0.233015
Profit Factor
2.416716
Profitability
65.853659
Streak
0.000000
Best Strategy
Training Data Length
1876.670000
Evaluation Time
2025-10-04 06:30
Expiration Time
2025-11-29 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1287984.6883 -42675.7702 -1245308.9182 -64887.8692 -7852225.522 7787337.6528
Total P&L (%) -1287.9847 -42.6758 -1245.3089 -64.8879 -7852.2255 7787.3377
Avg Daily Profit (%) -0.6863 -0.0227 -0.6636 -0.0558 0 0.233
Buy And Hold Return (%) 573.4438 573.4438 573.4438 573.4438 573.4438 573.4438
Max Trade Drawdown -1366762 -164936 -1300262 -9787831 -8218867 -3102174
Profit Factor 0.2858 0.8566 0.1729 0.9962 0.3179 2.4167
Total Trades 83 42 41 83 42 41
Winning Trades 50 24 26 48 21 27
Losing Trades 33 18 15 35 21 14
Profitability (%) 60.241 57.1429 63.4146 57.8313 50 65.8537
Ratio Avg Win / Avg Loss 0.1886 0.6425 0.0998 0.7264 0.3179 1.2531
Largest Winning Trade 28581 28581 25644 5963579 1084865 5963579
Largest Losing Trade -645368 -56685 -645368 -5563489 -5563489 -1757586
Avg Bars in Trades 131 140 122 131 140 122
Avg Bars in Winners 92 101 84 93 87 99
Avg Bars in Losers 191 192 190 183 193 168
Bars Traded 10941 5899 5042 10941 5899 5042
Profit Streak 26.4795 35.6461 0 26.4795 35.6461 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -579908 -579265 -579003 -580498 -580191 500546
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11260,
    "evaluation_days": 1876.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600200000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759548626299,
    "expiration_time": 1764400320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 64,
            "offset": 131
        }
    }
}
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": [
        [
            -1287984.6883378804,
            -42675.7701681467,
            -1245308.9181697336,
            -64887.8691881078,
            -7852225.522036886,
            7787337.652848778
        ],
        [
            -1287.984688,
            -42.67577,
            -1245.308918,
            -64.887869,
            -7852.225522,
            7787.337653
        ],
        [
            -0.686314,
            -0.02274,
            -0.663574,
            -0.055755,
            0,
            0.233015
        ],
        [
            573.443757,
            573.443757,
            573.443757,
            573.443757,
            573.443757,
            573.443757
        ],
        [
            -1366762,
            -164936,
            -1300262,
            -9787831,
            -8218867,
            -3102174
        ],
        [
            0.285796,
            0.856642,
            0.172935,
            0.996185,
            0.317881,
            2.416716
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            50,
            24,
            26,
            48,
            21,
            27
        ],
        [
            33,
            18,
            15,
            35,
            21,
            14
        ],
        [
            60.240964,
            57.142857,
            63.414634,
            57.831325,
            50,
            65.853659
        ],
        [
            0.188625,
            0.642482,
            0.09977,
            0.726385,
            0.317881,
            1.253112
        ],
        [
            28581,
            28581,
            25644,
            5963579,
            1084865,
            5963579
        ],
        [
            -645368,
            -56685,
            -645368,
            -5563489,
            -5563489,
            -1757586
        ],
        [
            131,
            140,
            122,
            131,
            140,
            122
        ],
        [
            92,
            101,
            84,
            93,
            87,
            99
        ],
        [
            191,
            192,
            190,
            183,
            193,
            168
        ],
        [
            10941,
            5899,
            5042,
            10941,
            5899,
            5042
        ],
        [
            26.479471,
            35.646138,
            0,
            26.479471,
            35.646138,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -579908,
            -579265,
            -579003,
            -580498,
            -580191,
            500546
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11260,
    "evaluation_days": 1876.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600200000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759548626299,
    "expiration_time": 1764400320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 64,
            "offset": 131
        }
    }
}

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)