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Trade: SAND/USDT/360/MIDPOINT/ALMA/6931

Strategy
SAND/USDT/360/MIDPOINT/ALMA/6931
Pair
SAND_USDT
Interval
6h
Score
374367
Daily Profit
0.192402
Profit Factor
1.563603
Profitability
68.750000
Streak
0.000000
Best Strategy
Training Data Length
1867.250000
Evaluation Time
2025-09-25 16:45
Expiration Time
2025-11-19 14:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1456297.5968 -50438.8726 -1405858.7243 12557.1228 -3507880.4275 3520437.5503
Total P&L (%) -1456.2976 -50.4389 -1405.8587 12.5571 -3507.8804 3520.4376
Avg Daily Profit (%) -0.7799 -0.027 -0.7529 0.0063 0 0.1924
Buy And Hold Return (%) 486.1374 486.1374 486.1374 486.1374 486.1374 486.1374
Max Trade Drawdown -1517571 -118547 -1477036 -5593403 -4460337 -3988318
Profit Factor 0.2435 0.7997 0.1598 1.001 0.4694 1.5636
Total Trades 65 33 32 65 33 32
Winning Trades 39 18 21 39 17 22
Losing Trades 26 15 11 26 16 10
Profitability (%) 60 54.5455 65.625 60 51.5152 68.75
Ratio Avg Win / Avg Loss 0.1623 0.6664 0.0837 0.6673 0.4418 0.7107
Largest Winning Trade 41150 41150 37262 3655655 596665 3655655
Largest Losing Trade -864466 -54504 -864466 -3098841 -3098841 -2274546
Avg Bars in Trades 111 124 99 111 124 99
Avg Bars in Winners 68 77 60 83 96 74
Avg Bars in Losers 176 180 172 154 154 154
Bars Traded 7275 4100 3175 7275 4100 3175
Profit Streak 18.0732 26.8232 0 18.0732 26.8232 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 -714917 -579672 -578784 -705395 -580065 374367

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7469,
    "evaluation_days": 1867.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600538400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758807922897,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 146,
            "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": [
        [
            -1456297.596841945,
            -50438.8725760431,
            -1405858.7242659011,
            12557.1227804786,
            -3507880.4275340997,
            3520437.5503145773
        ],
        [
            -1456.297597,
            -50.438873,
            -1405.858724,
            12.557123,
            -3507.880428,
            3520.43755
        ],
        [
            -0.779916,
            -0.027012,
            -0.752903,
            0.006335,
            0,
            0.192402
        ],
        [
            486.137353,
            486.137353,
            486.137353,
            486.137353,
            486.137353,
            486.137353
        ],
        [
            -1517571,
            -118547,
            -1477036,
            -5593403,
            -4460337,
            -3988318
        ],
        [
            0.243486,
            0.799723,
            0.15976,
            1.000977,
            0.469369,
            1.563603
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            39,
            18,
            21,
            39,
            17,
            22
        ],
        [
            26,
            15,
            11,
            26,
            16,
            10
        ],
        [
            60,
            54.545455,
            65.625,
            60,
            51.515152,
            68.75
        ],
        [
            0.162324,
            0.666436,
            0.083684,
            0.667318,
            0.441759,
            0.710729
        ],
        [
            41150,
            41150,
            37262,
            3655655,
            596665,
            3655655
        ],
        [
            -864466,
            -54504,
            -864466,
            -3098841,
            -3098841,
            -2274546
        ],
        [
            111,
            124,
            99,
            111,
            124,
            99
        ],
        [
            68,
            77,
            60,
            83,
            96,
            74
        ],
        [
            176,
            180,
            172,
            154,
            154,
            154
        ],
        [
            7275,
            4100,
            3175,
            7275,
            4100,
            3175
        ],
        [
            18.073182,
            26.823182,
            0,
            18.073182,
            26.823182,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -714917,
            -579672,
            -578784,
            -705395,
            -580065,
            374367
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7469,
    "evaluation_days": 1867.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600538400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758807922897,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 146,
            "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)