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Trade: SAND/USDT/480/ALMA/MIDPRICE/2124

Strategy
SAND/USDT/480/ALMA/MIDPRICE/2124
Pair
SAND_USDT
Interval
8h
Score
709450
Daily Profit
0.879593
Profit Factor
7.289564
Profitability
54.545455
Streak
107.926035
Best Strategy
Training Data Length
1880.330000
Evaluation Time
2025-10-07 17:13
Expiration Time
2025-12-02 19:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1806900.7053 1653924.5543 152976.1509 25677170.6121 1958220.7036 23718949.9084
Total P&L (%) 1806.9007 1653.9246 152.9762 25677.1706 1958.2207 23718.9499
Avg Daily Profit (%) 0.9609 0.8796 0.0814 0.2957 0.161 0.2915
Buy And Hold Return (%) 566.4934 566.4934 566.4934 566.4934 566.4934 566.4934
Max Trade Drawdown -68610 -58557 -23293 -29859925 -27372108 -7918113
Profit Factor 4.9757 7.2896 1.7987 1.2064 1.0237 1.5694
Total Trades 67 33 34 67 33 34
Winning Trades 34 18 16 34 18 16
Losing Trades 33 15 18 33 15 18
Profitability (%) 50.7463 54.5455 47.0588 50.7463 54.5455 47.0588
Ratio Avg Win / Avg Loss 4.8294 6.0746 2.0236 1.1709 0.8531 1.7656
Largest Winning Trade 702971 702971 63508 16852960 16852960 10745970
Largest Losing Trade -40529 -31529 -40529 -12674457 -12674457 -7098698
Avg Bars in Trades 79 98 59 79 98 59
Avg Bars in Winners 108 122 94 108 122 94
Avg Bars in Losers 48 71 29 48 71 29
Bars Traded 5301 3263 2038 5301 3263 2038
Profit Streak 94.926 107.926 94.926 94.926 107.926 94.926
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -101803 709450 -247299 -111576 -190031 398133
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5641,
    "evaluation_days": 1880.33,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1603094400000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759846409438,
    "expiration_time": 1764697824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 155,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 199,
            "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": [
        [
            1806900.7052897227,
            1653924.554344268,
            152976.1509454547,
            25677170.612056788,
            1958220.7036216091,
            23718949.908435177
        ],
        [
            1806.900705,
            1653.924554,
            152.976151,
            25677.170612,
            1958.220704,
            23718.949908
        ],
        [
            0.960949,
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            0.081356,
            0.295708,
            0.160975,
            0.291493
        ],
        [
            566.493408,
            566.493408,
            566.493408,
            566.493408,
            566.493408,
            566.493408
        ],
        [
            -68610,
            -58557,
            -23293,
            -29859925,
            -27372108,
            -7918113
        ],
        [
            4.975714,
            7.289564,
            1.798742,
            1.206428,
            1.02367,
            1.569392
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            33,
            15,
            18,
            33,
            15,
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        ],
        [
            50.746269,
            54.545455,
            47.058824,
            50.746269,
            54.545455,
            47.058824
        ],
        [
            4.829369,
            6.074637,
            2.023585,
            1.170945,
            0.853058,
            1.765566
        ],
        [
            702971,
            702971,
            63508,
            16852960,
            16852960,
            10745970
        ],
        [
            -40529,
            -31529,
            -40529,
            -12674457,
            -12674457,
            -7098698
        ],
        [
            79,
            98,
            59,
            79,
            98,
            59
        ],
        [
            108,
            122,
            94,
            108,
            122,
            94
        ],
        [
            48,
            71,
            29,
            48,
            71,
            29
        ],
        [
            5301,
            3263,
            2038,
            5301,
            3263,
            2038
        ],
        [
            94.926035,
            107.926035,
            94.926035,
            94.926035,
            107.926035,
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        ],
        [
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            1
        ],
        [
            0.8,
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        ],
        [
            -101803,
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            -247299,
            -111576,
            -190031,
            398133
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5641,
    "evaluation_days": 1880.33,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1603094400000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759846409438,
    "expiration_time": 1764697824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 155,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 199,
            "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)