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Trade: SAND/USDT/120/JMA/RMA/3668

Strategy
SAND/USDT/120/JMA/RMA/3668
Pair
SAND_USDT
Interval
2h
Score
604914
Daily Profit
0.228116
Profit Factor
3.036226
Profitability
59.523810
Streak
85.190338
Best Strategy
Training Data Length
1866.670000
Evaluation Time
2025-09-26 17:34
Expiration Time
2025-11-30 20:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2137364.6925 -134432.8062 -2002931.8863 8176.5784 6933928.4777 -6925751.8992
Total P&L (%) -2137.3647 -134.4328 -2002.9319 8.1766 6933.9285 -6925.7519
Avg Daily Profit (%) -1.145 -0.072 -1.073 0.0042 0.2281 0
Buy And Hold Return (%) 391.4123 391.4123 391.4123 391.4123 391.4123 391.4123
Max Trade Drawdown -2323698 -256844 -2117908 -6980530 -1194437 -7902469
Profit Factor 0.2539 0.7275 0.1553 1.0005 3.0362 0.4889
Total Trades 168 84 84 168 84 84
Winning Trades 116 53 63 86 50 36
Losing Trades 52 31 21 82 34 48
Profitability (%) 69.0476 63.0952 75 51.1905 59.5238 42.8571
Ratio Avg Win / Avg Loss 0.1138 0.4255 0.0518 0.9539 2.0646 0.6519
Largest Winning Trade 25234 25234 17819 4470045 3258552 4470045
Largest Losing Trade -1273769 -64563 -1273769 -5105050 -615431 -5105050
Avg Bars in Trades 131 153 110 131 153 110
Avg Bars in Winners 55 53 57 162 193 120
Avg Bars in Losers 301 324 267 99 94 102
Bars Traded 22141 12884 9257 22141 12884 9257
Profit Streak 10.107 85.1903 10.107 10.107 85.1903 10.107
Trades During Streak 2 7 1 2 7 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576326 -577589 -576927 -572496 604914 -583224

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22400,
    "evaluation_days": 1866.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598464800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758897245246,
    "expiration_time": 1764528480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 148,
            "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": [
        [
            -2137364.6924916143,
            -134432.8061743381,
            -2002931.8863172766,
            8176.5784448276,
            6933928.477693965,
            -6925751.899249137
        ],
        [
            -2137.364692,
            -134.432806,
            -2002.931886,
            8.176578,
            6933.928478,
            -6925.751899
        ],
        [
            -1.145015,
            -0.072017,
            -1.072997,
            0.004211,
            0.228116,
            0
        ],
        [
            391.412299,
            391.412299,
            391.412299,
            391.412299,
            391.412299,
            391.412299
        ],
        [
            -2323698,
            -256844,
            -2117908,
            -6980530,
            -1194437,
            -7902469
        ],
        [
            0.253869,
            0.727515,
            0.155323,
            1.000482,
            3.036226,
            0.488946
        ],
        [
            168,
            84,
            84,
            168,
            84,
            84
        ],
        [
            116,
            53,
            63,
            86,
            50,
            36
        ],
        [
            52,
            31,
            21,
            82,
            34,
            48
        ],
        [
            69.047619,
            63.095238,
            75,
            51.190476,
            59.52381,
            42.857143
        ],
        [
            0.113804,
            0.425528,
            0.051774,
            0.953948,
            2.064634,
            0.651928
        ],
        [
            25234,
            25234,
            17819,
            4470045,
            3258552,
            4470045
        ],
        [
            -1273769,
            -64563,
            -1273769,
            -5105050,
            -615431,
            -5105050
        ],
        [
            131,
            153,
            110,
            131,
            153,
            110
        ],
        [
            55,
            53,
            57,
            162,
            193,
            120
        ],
        [
            301,
            324,
            267,
            99,
            94,
            102
        ],
        [
            22141,
            12884,
            9257,
            22141,
            12884,
            9257
        ],
        [
            10.107005,
            85.190338,
            10.107005,
            10.107005,
            85.190338,
            10.107005
        ],
        [
            2,
            7,
            1,
            2,
            7,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576326,
            -577589,
            -576927,
            -572496,
            604914,
            -583224
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22400,
    "evaluation_days": 1866.67,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598464800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758897245246,
    "expiration_time": 1764528480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 148,
            "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)