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Trade: SAND/USDT/360/DCM/ALMA/1647

Strategy
SAND/USDT/360/DCM/ALMA/1647
Pair
SAND_USDT
Interval
6h
Score
543788
Daily Profit
0.249448
Profit Factor
2.666947
Profitability
66.666667
Streak
45.067754
Best Strategy
Training Data Length
1871.750000
Evaluation Time
2025-09-29 04:37
Expiration Time
2025-11-24 05:39

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1553942.5058 -89076.1462 -1464866.3595 -434800.6863 -10932554.4306 10497753.7443
Total P&L (%) -1553.9425 -89.0761 -1464.8664 -434.8007 -10932.5544 10497.7537
Avg Daily Profit (%) -0.8302 -0.0476 -0.7826 0 0 0.2494
Buy And Hold Return (%) 616.1797 616.1797 616.1797 616.1797 616.1797 616.1797
Max Trade Drawdown -1664296 -214937 -1511895 -9392675 -11163652 -4321854
Profit Factor 0.2091 0.6974 0.1231 0.9784 0.2088 2.6669
Total Trades 61 31 30 61 31 30
Winning Trades 35 17 18 34 14 20
Losing Trades 26 14 12 27 17 10
Profitability (%) 57.377 54.8387 60 55.7377 45.1613 66.6667
Ratio Avg Win / Avg Loss 0.1553 0.5744 0.082 0.777 0.2536 1.3335
Largest Winning Trade 52742 52742 29060 10162319 681355 10162319
Largest Losing Trade -815595 -60188 -815595 -4968812 -4968812 -2399066
Avg Bars in Trades 118 124 112 118 124 112
Avg Bars in Winners 77 92 63 92 99 87
Avg Bars in Losers 174 163 187 152 145 164
Bars Traded 7249 3861 3388 7249 3861 3388
Profit Streak 19.0678 28.8178 0 0 0 45.0678
Trades During Streak 1 1 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -745262 -579650 -579529 -746034 -582699 543788
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7487,
    "evaluation_days": 1871.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600668000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759109853987,
    "expiration_time": 1763955576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 152,
            "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": [
        [
            -1553942.5057733792,
            -89076.1462474295,
            -1464866.3595259497,
            -434800.6863403083,
            -10932554.430599697,
            10497753.744259393
        ],
        [
            -1553.942506,
            -89.076146,
            -1464.86636,
            -434.800686,
            -10932.554431,
            10497.753744
        ],
        [
            -0.830208,
            -0.04759,
            -0.782619,
            0,
            0,
            0.249448
        ],
        [
            616.179668,
            616.179668,
            616.179668,
            616.179668,
            616.179668,
            616.179668
        ],
        [
            -1664296,
            -214937,
            -1511895,
            -9392675,
            -11163652,
            -4321854
        ],
        [
            0.209124,
            0.697437,
            0.123061,
            0.978385,
            0.208821,
            2.666947
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            35,
            17,
            18,
            34,
            14,
            20
        ],
        [
            26,
            14,
            12,
            27,
            17,
            10
        ],
        [
            57.377049,
            54.83871,
            60,
            55.737705,
            45.16129,
            66.666667
        ],
        [
            0.155349,
            0.57436,
            0.082041,
            0.776953,
            0.253569,
            1.333473
        ],
        [
            52742,
            52742,
            29060,
            10162319,
            681355,
            10162319
        ],
        [
            -815595,
            -60188,
            -815595,
            -4968812,
            -4968812,
            -2399066
        ],
        [
            118,
            124,
            112,
            118,
            124,
            112
        ],
        [
            77,
            92,
            63,
            92,
            99,
            87
        ],
        [
            174,
            163,
            187,
            152,
            145,
            164
        ],
        [
            7249,
            3861,
            3388,
            7249,
            3861,
            3388
        ],
        [
            19.067754,
            28.817754,
            0,
            0,
            0,
            45.067754
        ],
        [
            1,
            1,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -745262,
            -579650,
            -579529,
            -746034,
            -582699,
            543788
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7487,
    "evaluation_days": 1871.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600668000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759109853987,
    "expiration_time": 1763955576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 152,
            "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)