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Trade: SAND/USDT/120/HL2/ALMA/5437

Strategy
SAND/USDT/120/HL2/ALMA/5437
Pair
SAND_USDT
Interval
2h
Score
541074
Daily Profit
0.287709
Profit Factor
2.353754
Profitability
49.717514
Streak
43.263059
Best Strategy
Training Data Length
1876.330000
Evaluation Time
2025-10-04 11:18
Expiration Time
2025-12-10 21:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2109889.852 -103637.9828 -2006251.8692 895461.2309 21833764.0758 -20938302.845
Total P&L (%) -2109.8899 -103.638 -2006.2519 895.4612 21833.7641 -20938.3028
Avg Daily Profit (%) -1.1245 -0.0552 -1.0692 0.1226 0.2877 0
Buy And Hold Return (%) 420.2121 420.2121 420.2121 420.2121 420.2121 420.2121
Max Trade Drawdown -2309897 -216674 -2120387 -26735810 -3422465 -29770199
Profit Factor 0.2825 0.7875 0.1821 1.014 2.3538 0.5629
Total Trades 354 177 177 354 177 177
Winning Trades 266 125 141 168 88 80
Losing Trades 88 52 36 186 89 97
Profitability (%) 75.1412 70.6215 79.661 47.4576 49.7175 45.1977
Ratio Avg Win / Avg Loss 0.0935 0.3276 0.0465 1.1226 2.3805 0.6825
Largest Winning Trade 24255 18176 24255 11122489 8588042 11122489
Largest Losing Trade -1357488 -58312 -1357488 -21240439 -2595643 -21240439
Avg Bars in Trades 62 69 55 62 69 55
Avg Bars in Winners 24 21 28 75 91 59
Avg Bars in Losers 176 185 163 50 47 52
Bars Traded 22133 12287 9846 22133 12287 9846
Profit Streak 43.2631 43.2631 67.4297 43.2631 43.2631 67.4297
Trades During Streak 9 4 9 9 4 9
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574014 -576235 -574931 -237633 541074 -580643
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22516,
    "evaluation_days": 1876.33,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599069600000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759565928291,
    "expiration_time": 1765393747200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 232,
            "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": [
        [
            -2109889.8519791737,
            -103637.9827685005,
            -2006251.8692106728,
            895461.2308592921,
            21833764.075833656,
            -20938302.84497434
        ],
        [
            -2109.889852,
            -103.637983,
            -2006.251869,
            895.461231,
            21833.764076,
            -20938.302845
        ],
        [
            -1.124477,
            -0.055234,
            -1.069243,
            0.12255,
            0.287709,
            0
        ],
        [
            420.212122,
            420.212122,
            420.212122,
            420.212122,
            420.212122,
            420.212122
        ],
        [
            -2309897,
            -216674,
            -2120387,
            -26735810,
            -3422465,
            -29770199
        ],
        [
            0.282492,
            0.787503,
            0.182077,
            1.013985,
            2.353754,
            0.562877
        ],
        [
            354,
            177,
            177,
            354,
            177,
            177
        ],
        [
            266,
            125,
            141,
            168,
            88,
            80
        ],
        [
            88,
            52,
            36,
            186,
            89,
            97
        ],
        [
            75.141243,
            70.621469,
            79.661017,
            47.457627,
            49.717514,
            45.19774
        ],
        [
            0.093456,
            0.327601,
            0.046488,
            1.122627,
            2.380501,
            0.682488
        ],
        [
            24255,
            18176,
            24255,
            11122489,
            8588042,
            11122489
        ],
        [
            -1357488,
            -58312,
            -1357488,
            -21240439,
            -2595643,
            -21240439
        ],
        [
            62,
            69,
            55,
            62,
            69,
            55
        ],
        [
            24,
            21,
            28,
            75,
            91,
            59
        ],
        [
            176,
            185,
            163,
            50,
            47,
            52
        ],
        [
            22133,
            12287,
            9846,
            22133,
            12287,
            9846
        ],
        [
            43.263059,
            43.263059,
            67.429725,
            43.263059,
            43.263059,
            67.429726
        ],
        [
            9,
            4,
            9,
            9,
            4,
            9
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574014,
            -576235,
            -574931,
            -237633,
            541074,
            -580643
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22516,
    "evaluation_days": 1876.33,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599069600000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759565928291,
    "expiration_time": 1765393747200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 232,
            "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)