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Trade: SAND/USDT/120/ALMA/MIDPOINT/2309

Strategy
SAND/USDT/120/ALMA/MIDPOINT/2309
Pair
SAND_USDT
Interval
2h
Score
472678
Daily Profit
1.019494
Profit Factor
3.800463
Profitability
37.142857
Streak
0.000000
Best Strategy
Training Data Length
1866.670000
Evaluation Time
2025-09-26 23:58
Expiration Time
2025-11-30 20:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1903058.3753 1843455.2672 59603.1081 2100926.5172 1114887.6878 986038.8294
Total P&L (%) 1903.0584 1843.4553 59.6031 2100.9265 1114.8877 986.0388
Avg Daily Profit (%) 1.0195 0.9876 0.0319 0.1658 0.1339 0.1279
Buy And Hold Return (%) 503.9593 503.9593 503.9593 503.9593 503.9593 503.9593
Max Trade Drawdown -160436 -160689 -82272 -3987796 -4395821 -1575382
Profit Factor 3.8005 5.6842 1.2084 1.175 1.1477 1.2211
Total Trades 105 52 53 105 52 53
Winning Trades 39 14 25 39 14 25
Losing Trades 66 38 28 66 38 28
Profitability (%) 37.1429 26.9231 47.1698 37.1429 26.9231 47.1698
Ratio Avg Win / Avg Loss 6.4316 15.4284 1.3534 1.9884 3.1153 1.3677
Largest Winning Trade 1316371 1316371 50145 3725538 3725538 1175699
Largest Losing Trade -36803 -36803 -23236 -1717028 -1717028 -1003616
Avg Bars in Trades 208 195 221 208 195 221
Avg Bars in Winners 358 412 327 358 412 327
Avg Bars in Losers 120 116 126 120 116 126
Bars Traded 21914 10188 11726 21914 10188 11726
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 472678 -182573 -497642 -25973 -277951 -210647
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22400,
    "evaluation_days": 1866.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599192000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758920281261,
    "expiration_time": 1764528480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 92,
            "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": [
        [
            1903058.3752775686,
            1843455.2672078914,
            59603.1080696775,
            2100926.5171651198,
            1114887.6877737553,
            986038.8293913633
        ],
        [
            1903.058375,
            1843.455267,
            59.603108,
            2100.926517,
            1114.887688,
            986.038829
        ],
        [
            1.019494,
            0.987564,
            0.03193,
            0.165751,
            0.13387,
            0.127856
        ],
        [
            503.959313,
            503.959313,
            503.959313,
            503.959313,
            503.959313,
            503.959313
        ],
        [
            -160436,
            -160689,
            -82272,
            -3987796,
            -4395821,
            -1575382
        ],
        [
            3.800463,
            5.68416,
            1.208402,
            1.174991,
            1.147734,
            1.221118
        ],
        [
            105,
            52,
            53,
            105,
            52,
            53
        ],
        [
            39,
            14,
            25,
            39,
            14,
            25
        ],
        [
            66,
            38,
            28,
            66,
            38,
            28
        ],
        [
            37.142857,
            26.923077,
            47.169811,
            37.142857,
            26.923077,
            47.169811
        ],
        [
            6.431553,
            15.428433,
            1.35341,
            1.988446,
            3.115277,
            1.367652
        ],
        [
            1316371,
            1316371,
            50145,
            3725538,
            3725538,
            1175699
        ],
        [
            -36803,
            -36803,
            -23236,
            -1717028,
            -1717028,
            -1003616
        ],
        [
            208,
            195,
            221,
            208,
            195,
            221
        ],
        [
            358,
            412,
            327,
            358,
            412,
            327
        ],
        [
            120,
            116,
            126,
            120,
            116,
            126
        ],
        [
            21914,
            10188,
            11726,
            21914,
            10188,
            11726
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            0.8,
            1.45,
            1.45
        ],
        [
            472678,
            -182573,
            -497642,
            -25973,
            -277951,
            -210647
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22400,
    "evaluation_days": 1866.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599192000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758920281261,
    "expiration_time": 1764528480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 92,
            "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)