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Trade: SAND/USDT/120/ALMA/MIDPOINT/2457

Strategy
SAND/USDT/120/ALMA/MIDPOINT/2457
Pair
SAND_USDT
Interval
2h
Score
490590
Daily Profit
0.969021
Profit Factor
3.407761
Profitability
37.254902
Streak
0.000000
Best Strategy
Training Data Length
1872.500000
Evaluation Time
2025-09-30 14:12
Expiration Time
2025-12-06 21:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1814491.5194 1799995.5766 14495.9429 730860.9557 1697706.9664 -966846.0107
Total P&L (%) 1814.4915 1799.9956 14.4959 730.861 1697.707 -966.846
Avg Daily Profit (%) 0.969 0.9613 0.0077 0.1131 0.1544 0
Buy And Hold Return (%) 378.5585 378.5585 378.5585 378.5585 378.5585 378.5585
Max Trade Drawdown -200604 -189342 -75895 -5419852 -4314182 -2032441
Profit Factor 3.4078 5.2048 1.0445 1.0651 1.2624 0.7968
Total Trades 102 51 51 102 51 51
Winning Trades 38 20 18 38 20 18
Losing Trades 64 31 33 64 31 33
Profitability (%) 37.2549 39.2157 35.2941 37.2549 39.2157 35.2941
Ratio Avg Win / Avg Loss 5.7394 8.0674 1.915 1.7938 1.9567 1.4608
Largest Winning Trade 1362329 1362329 50536 4815975 4815975 975926
Largest Losing Trade -37417 -37417 -28531 -1576436 -1207348 -1576436
Avg Bars in Trades 216 211 220 216 211 220
Avg Bars in Winners 321 316 326 321 316 326
Avg Bars in Losers 154 144 163 154 144 163
Bars Traded 22078 10809 11269 22078 10809 11269
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 490590 -164549 -704467 -201391 -177427 -764885
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22470,
    "evaluation_days": 1872.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599112800000,
    "last_datapoint_time": 1759226400000,
    "evaluation_time": 1759230730564,
    "expiration_time": 1765050624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 187,
            "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": [
        [
            1814491.519441809,
            1799995.576588093,
            14495.9428537164,
            730860.9556738376,
            1697706.9664066415,
            -966846.010732803
        ],
        [
            1814.491519,
            1799.995577,
            14.495943,
            730.860956,
            1697.706966,
            -966.846011
        ],
        [
            0.969021,
            0.961279,
            0.007741,
            0.113137,
            0.15441,
            0
        ],
        [
            378.558453,
            378.558453,
            378.558453,
            378.558453,
            378.558453,
            378.558453
        ],
        [
            -200604,
            -189342,
            -75895,
            -5419852,
            -4314182,
            -2032441
        ],
        [
            3.407761,
            5.204773,
            1.044532,
            1.065092,
            1.262389,
            0.796792
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            64,
            31,
            33,
            64,
            31,
            33
        ],
        [
            37.254902,
            39.215686,
            35.294118,
            37.254902,
            39.215686,
            35.294118
        ],
        [
            5.739387,
            8.067398,
            1.914975,
            1.793839,
            1.956703,
            1.460786
        ],
        [
            1362329,
            1362329,
            50536,
            4815975,
            4815975,
            975926
        ],
        [
            -37417,
            -37417,
            -28531,
            -1576436,
            -1207348,
            -1576436
        ],
        [
            216,
            211,
            220,
            216,
            211,
            220
        ],
        [
            321,
            316,
            326,
            321,
            316,
            326
        ],
        [
            154,
            144,
            163,
            154,
            144,
            163
        ],
        [
            22078,
            10809,
            11269,
            22078,
            10809,
            11269
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            490590,
            -164549,
            -704467,
            -201391,
            -177427,
            -764885
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22470,
    "evaluation_days": 1872.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599112800000,
    "last_datapoint_time": 1759226400000,
    "evaluation_time": 1759230730564,
    "expiration_time": 1765050624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 187,
            "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)