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Trade: SAND/USDT/120/JMA/KCL/8848

Strategy
SAND/USDT/120/JMA/KCL/8848
Pair
SAND_USDT
Interval
2h
Score
548024
Daily Profit
0.307972
Profit Factor
3.012036
Profitability
50.819672
Streak
0.000000
Best Strategy
Training Data Length
1876.080000
Evaluation Time
2025-10-04 03:27
Expiration Time
2025-12-10 14:56

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2261591.8261 -142526.5326 -2119065.2934 1144605.864 31919107.8106 -30774501.9465
Total P&L (%) -2261.5918 -142.5265 -2119.0653 1144.6059 31919.1078 -30774.5019
Avg Daily Profit (%) -1.2055 -0.076 -1.1295 0.1345 0.308 0
Buy And Hold Return (%) 429.3869 429.3869 429.3869 429.3869 429.3869 429.3869
Max Trade Drawdown -2433027 -249975 -2246051 -40631038 -2737742 -44571131
Profit Factor 0.2776 0.7059 0.1992 1.0136 3.012 0.55
Total Trades 365 183 182 365 183 182
Winning Trades 283 132 151 173 93 80
Losing Trades 82 51 31 192 90 102
Profitability (%) 77.5342 72.1311 82.967 47.3973 50.8197 43.956
Ratio Avg Win / Avg Loss 0.0804 0.2727 0.0409 1.1249 2.9149 0.7013
Largest Winning Trade 18838 13907 18838 15072769 7246374 15072769
Largest Losing Trade -1418379 -37573 -1418379 -34614707 -1833886 -34614707
Avg Bars in Trades 60 48 73 60 48 73
Avg Bars in Winners 23 16 29 73 63 85
Avg Bars in Losers 190 133 283 49 33 63
Bars Traded 22235 8936 13299 22235 8936 13299
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 -575300 -577506 -575925 -221169 548024 -582730
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22513,
    "evaluation_days": 1876.08,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599069600000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759537648550,
    "expiration_time": 1765371369600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 5,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 232,
            "offset": 166,
            "scalar": 2
        }
    }
}
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": [
        [
            -2261591.8260555216,
            -142526.5326218148,
            -2119065.293433708,
            1144605.8640422486,
            31919107.810573958,
            -30774501.94653171
        ],
        [
            -2261.591826,
            -142.526533,
            -2119.065293,
            1144.605864,
            31919.107811,
            -30774.501947
        ],
        [
            -1.205488,
            -0.07597,
            -1.129518,
            0.134488,
            0.307972,
            0
        ],
        [
            429.386939,
            429.386939,
            429.386939,
            429.386939,
            429.386939,
            429.386939
        ],
        [
            -2433027,
            -249975,
            -2246051,
            -40631038,
            -2737742,
            -44571131
        ],
        [
            0.277642,
            0.705881,
            0.199222,
            1.013584,
            3.012036,
            0.550042
        ],
        [
            365,
            183,
            182,
            365,
            183,
            182
        ],
        [
            283,
            132,
            151,
            173,
            93,
            80
        ],
        [
            82,
            51,
            31,
            192,
            90,
            102
        ],
        [
            77.534247,
            72.131148,
            82.967033,
            47.39726,
            50.819672,
            43.956044
        ],
        [
            0.080447,
            0.272727,
            0.0409,
            1.124903,
            2.914874,
            0.701303
        ],
        [
            18838,
            13907,
            18838,
            15072769,
            7246374,
            15072769
        ],
        [
            -1418379,
            -37573,
            -1418379,
            -34614707,
            -1833886,
            -34614707
        ],
        [
            60,
            48,
            73,
            60,
            48,
            73
        ],
        [
            23,
            16,
            29,
            73,
            63,
            85
        ],
        [
            190,
            133,
            283,
            49,
            33,
            63
        ],
        [
            22235,
            8936,
            13299,
            22235,
            8936,
            13299
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575300,
            -577506,
            -575925,
            -221169,
            548024,
            -582730
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22513,
    "evaluation_days": 1876.08,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599069600000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759537648550,
    "expiration_time": 1765371369600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 5,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 232,
            "offset": 166,
            "scalar": 2
        }
    }
}

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)