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Trade: SAND/USDT/480/ALMA/MIDPRICE/5727

Strategy
SAND/USDT/480/ALMA/MIDPRICE/5727
Pair
SAND_USDT
Interval
8h
Score
629364
Daily Profit
0.823016
Profit Factor
4.621203
Profitability
45.000000
Streak
0.000000
Best Strategy
Training Data Length
1885.000000
Evaluation Time
2025-10-12 08:57
Expiration Time
2025-12-07 15:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1518409.3512 1551384.3077 -32974.9565 321451.5085 1293748.7336 -972297.2252
Total P&L (%) 1518.4094 1551.3843 -32.975 321.4515 1293.7487 -972.2972
Avg Daily Profit (%) 0.8055 0.823 -0.0175 0.0763 0.1399 0
Buy And Hold Return (%) 307.6132 307.6132 307.6132 307.6132 307.6132 307.6132
Max Trade Drawdown -179532 -172635 -92515 -3220610 -2879618 -1699122
Profit Factor 3.0754 4.6212 0.8912 1.0418 1.2673 0.6597
Total Trades 80 40 40 80 40 40
Winning Trades 33 18 15 33 18 15
Losing Trades 47 22 25 47 22 25
Profitability (%) 41.25 45 37.5 41.25 45 37.5
Ratio Avg Win / Avg Loss 4.3802 5.6481 1.4854 1.4837 1.5489 1.0994
Largest Winning Trade 1043215 1043215 46014 2914425 2914425 508435
Largest Losing Trade -44606 -44606 -42498 -775622 -775622 -717947
Avg Bars in Trades 67 86 48 67 86 48
Avg Bars in Winners 95 109 77 95 109 77
Avg Bars in Losers 48 67 30 48 67 30
Bars Traded 5405 3465 1940 5405 3465 1940
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 -9524 629364 -583944 -444565 -8866 -583944
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5655,
    "evaluation_days": 1885,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1601827200000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760248642370,
    "expiration_time": 1765113120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 155,
            "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": [
        [
            1518409.3512432354,
            1551384.3076933024,
            -32974.9564500674,
            321451.5084539511,
            1293748.7336284074,
            -972297.2251744556
        ],
        [
            1518.409351,
            1551.384308,
            -32.974956,
            321.451508,
            1293.748734,
            -972.297225
        ],
        [
            0.805522,
            0.823016,
            -0.017493,
            0.076344,
            0.139863,
            0
        ],
        [
            307.613169,
            307.613169,
            307.613169,
            307.613169,
            307.613169,
            307.613169
        ],
        [
            -179532,
            -172635,
            -92515,
            -3220610,
            -2879618,
            -1699122
        ],
        [
            3.075431,
            4.621203,
            0.891242,
            1.041762,
            1.267289,
            0.659666
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            47,
            22,
            25,
            47,
            22,
            25
        ],
        [
            41.25,
            45,
            37.5,
            41.25,
            45,
            37.5
        ],
        [
            4.38016,
            5.648137,
            1.485403,
            1.483722,
            1.548908,
            1.099444
        ],
        [
            1043215,
            1043215,
            46014,
            2914425,
            2914425,
            508435
        ],
        [
            -44606,
            -44606,
            -42498,
            -775622,
            -775622,
            -717947
        ],
        [
            67,
            86,
            48,
            67,
            86,
            48
        ],
        [
            95,
            109,
            77,
            95,
            109,
            77
        ],
        [
            48,
            67,
            30,
            48,
            67,
            30
        ],
        [
            5405,
            3465,
            1940,
            5405,
            3465,
            1940
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -9524,
            629364,
            -583944,
            -444565,
            -8866,
            -583944
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5655,
    "evaluation_days": 1885,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1601827200000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760248642370,
    "expiration_time": 1765113120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 155,
            "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)