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Trade: SAND/USDT/120/ALMA/VWMA/4193

Strategy
SAND/USDT/120/ALMA/VWMA/4193
Pair
SAND_USDT
Interval
2h
Score
475001
Daily Profit
0.996128
Profit Factor
3.715849
Profitability
35.714286
Streak
0.000000
Best Strategy
Training Data Length
1873.170000
Evaluation Time
2025-10-01 05:47
Expiration Time
2025-12-07 14:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1865916.6538 1808989.2953 56927.3585 2015641.5429 936178.2844 1079463.2585
Total P&L (%) 1865.9167 1808.9893 56.9274 2015.6415 936.1783 1079.4633
Avg Daily Profit (%) 0.9961 0.9657 0.0304 0.1631 0.1249 0.1318
Buy And Hold Return (%) 406.783 406.783 406.783 406.783 406.783 406.783
Max Trade Drawdown -151207 -161536 -89118 -2846164 -3130379 -1164772
Profit Factor 3.7158 5.1521 1.2265 1.2097 1.1443 1.3453
Total Trades 98 49 49 98 49 49
Winning Trades 35 15 20 35 15 20
Losing Trades 63 34 29 63 34 29
Profitability (%) 35.7143 30.6122 40.8163 35.7143 30.6122 40.8163
Ratio Avg Win / Avg Loss 6.6885 11.6782 1.7784 2.1775 2.5939 1.9507
Largest Winning Trade 1261564 1261564 53942 2834383 2834383 897553
Largest Losing Trade -36960 -36960 -28598 -797855 -797855 -765954
Avg Bars in Trades 225 220 230 225 220 230
Avg Bars in Winners 368 396 346 368 396 346
Avg Bars in Losers 146 142 150 146 142 150
Bars Traded 22087 10789 11298 22087 10789 11298
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 475001 430130 -320792 61107 -98812 -22047
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22478,
    "evaluation_days": 1873.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599105600000,
    "last_datapoint_time": 1759284000000,
    "evaluation_time": 1759286858133,
    "expiration_time": 1765110297600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 119,
            "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": [
        [
            1865916.6538076294,
            1808989.2953045552,
            56927.3585030739,
            2015641.5429011965,
            936178.2844213411,
            1079463.2584798546
        ],
        [
            1865.916654,
            1808.989295,
            56.927359,
            2015.641543,
            936.178284,
            1079.463258
        ],
        [
            0.996128,
            0.965737,
            0.030391,
            0.163062,
            0.1249,
            0.131823
        ],
        [
            406.783038,
            406.783038,
            406.783038,
            406.783038,
            406.783038,
            406.783038
        ],
        [
            -151207,
            -161536,
            -89118,
            -2846164,
            -3130379,
            -1164772
        ],
        [
            3.715849,
            5.152139,
            1.226468,
            1.209708,
            1.144348,
            1.345306
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            35,
            15,
            20,
            35,
            15,
            20
        ],
        [
            63,
            34,
            29,
            63,
            34,
            29
        ],
        [
            35.714286,
            30.612245,
            40.816327,
            35.714286,
            30.612245,
            40.816327
        ],
        [
            6.688529,
            11.678181,
            1.778378,
            2.177474,
            2.593855,
            1.950694
        ],
        [
            1261564,
            1261564,
            53942,
            2834383,
            2834383,
            897553
        ],
        [
            -36960,
            -36960,
            -28598,
            -797855,
            -797855,
            -765954
        ],
        [
            225,
            220,
            230,
            225,
            220,
            230
        ],
        [
            368,
            396,
            346,
            368,
            396,
            346
        ],
        [
            146,
            142,
            150,
            146,
            142,
            150
        ],
        [
            22087,
            10789,
            11298,
            22087,
            10789,
            11298
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            475001,
            430130,
            -320792,
            61107,
            -98812,
            -22047
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22478,
    "evaluation_days": 1873.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599105600000,
    "last_datapoint_time": 1759284000000,
    "evaluation_time": 1759286858133,
    "expiration_time": 1765110297600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 119,
            "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)