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Trade: SAND/USDT/720/OHLC4/ALMA/9004

Strategy
SAND/USDT/720/OHLC4/ALMA/9004
Pair
SAND_USDT
Interval
12h
Score
536705
Daily Profit
0.224757
Profit Factor
2.589373
Profitability
73.684211
Streak
273.386495
Best Strategy
Training Data Length
1878.000000
Evaluation Time
2025-10-05 12:16
Expiration Time
2025-11-30 10:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1767637.8157 -145811.5479 -1621826.2678 -93179.7696 -6770780.6669 6677600.8974
Total P&L (%) -1767.6378 -145.8115 -1621.8263 -93.1798 -6770.7807 6677.6009
Avg Daily Profit (%) -0.9412 -0.0776 -0.8636 -0.1429 0 0.2248
Buy And Hold Return (%) 558.0095 558.0095 558.0095 558.0095 558.0095 558.0095
Max Trade Drawdown -1940956 -253400 -1700017 -6440541 -7447332 -2834472
Profit Factor 0.1772 0.576 0.1012 0.9925 0.1696 2.5894
Total Trades 76 38 38 76 38 38
Winning Trades 52 24 28 52 24 28
Losing Trades 24 14 10 24 14 10
Profitability (%) 68.4211 63.1579 73.6842 68.4211 63.1579 73.6842
Ratio Avg Win / Avg Loss 0.0818 0.336 0.0361 0.4581 0.0989 0.9248
Largest Winning Trade 40725 40725 24067 7628300 503195 7628300
Largest Losing Trade -906309 -57754 -906309 -3154823 -3154823 -2834472
Avg Bars in Trades 48 58 37 48 58 37
Avg Bars in Winners 19 23 16 28 30 27
Avg Bars in Losers 109 119 95 89 107 65
Bars Traded 3660 2236 1424 3660 2236 1424
Profit Streak 165.8865 165.8865 273.3865 165.8865 165.8865 273.3865
Trades During Streak 9 4 6 9 4 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -630364 -577676 -576278 -630364 -577676 536705
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3756,
    "evaluation_days": 1878,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1601380800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759655793212,
    "expiration_time": 1764490176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "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": [
        [
            -1767637.815695175,
            -145811.5478531868,
            -1621826.2678419878,
            -93179.7695754212,
            -6770780.666948622,
            6677600.897373201
        ],
        [
            -1767.637816,
            -145.811548,
            -1621.826268,
            -93.17977,
            -6770.780667,
            6677.600897
        ],
        [
            -0.941234,
            -0.077642,
            -0.863592,
            -0.142884,
            0,
            0.224757
        ],
        [
            558.009453,
            558.009453,
            558.009453,
            558.009453,
            558.009453,
            558.009453
        ],
        [
            -1940956,
            -253400,
            -1700017,
            -6440541,
            -7447332,
            -2834472
        ],
        [
            0.177171,
            0.575976,
            0.101167,
            0.992458,
            0.16961,
            2.589373
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            52,
            24,
            28,
            52,
            24,
            28
        ],
        [
            24,
            14,
            10,
            24,
            14,
            10
        ],
        [
            68.421053,
            63.157895,
            73.684211,
            68.421053,
            63.157895,
            73.684211
        ],
        [
            0.081771,
            0.335986,
            0.036131,
            0.458058,
            0.098939,
            0.924776
        ],
        [
            40725,
            40725,
            24067,
            7628300,
            503195,
            7628300
        ],
        [
            -906309,
            -57754,
            -906309,
            -3154823,
            -3154823,
            -2834472
        ],
        [
            48,
            58,
            37,
            48,
            58,
            37
        ],
        [
            19,
            23,
            16,
            28,
            30,
            27
        ],
        [
            109,
            119,
            95,
            89,
            107,
            65
        ],
        [
            3660,
            2236,
            1424,
            3660,
            2236,
            1424
        ],
        [
            165.886495,
            165.886495,
            273.386495,
            165.886495,
            165.886495,
            273.386495
        ],
        [
            9,
            4,
            6,
            9,
            4,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -630364,
            -577676,
            -576278,
            -630364,
            -577676,
            536705
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3756,
    "evaluation_days": 1878,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1601380800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759655793212,
    "expiration_time": 1764490176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "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)