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Trade: SAND/USDT/120/SMA/JMA/4132

Strategy
SAND/USDT/120/SMA/JMA/4132
Pair
SAND_USDT
Interval
2h
Score
376647
Daily Profit
0.559859
Profit Factor
1.906153
Profitability
43.295019
Streak
16.577708
Best Strategy
Training Data Length
1866.670000
Evaluation Time
2025-09-25 16:51
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 1045071.4183 1019688.5345 25382.8839 741546.1534 -128469.3332 870015.4867
Total P&L (%) 1045.0714 1019.6885 25.3829 741.5462 -128.4693 870.0155
Avg Daily Profit (%) 0.5599 0.5463 0.0136 0.1142 0 0.1218
Buy And Hold Return (%) 419.1899 419.1899 419.1899 419.1899 419.1899 419.1899
Max Trade Drawdown -104818 -115770 -109717 -2234877 -2530069 -811373
Profit Factor 1.9062 2.5979 1.0493 1.0584 0.984 1.1869
Total Trades 261 131 130 261 131 130
Winning Trades 113 52 61 113 52 61
Losing Trades 148 79 69 148 79 69
Profitability (%) 43.295 39.6947 46.9231 43.295 39.6947 46.9231
Ratio Avg Win / Avg Loss 2.4966 3.9467 1.1869 1.3862 1.495 1.3425
Largest Winning Trade 608796 608796 46961 1734465 1734465 491255
Largest Losing Trade -35873 -30668 -35873 -686256 -686256 -398657
Avg Bars in Trades 84 84 85 84 84 85
Avg Bars in Winners 112 114 110 112 114 110
Avg Bars in Losers 63 63 63 63 63 63
Bars Traded 22146 11021 11125 22146 11021 11125
Profit Streak 16.5777 25.8277 0 16.5777 25.8277 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 376647 297852 -508186 -205560 -582783 -52742

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": 1598328000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758808313988,
    "expiration_time": 1764528480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 129,
            "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": [
        [
            1045071.4183355938,
            1019688.5344698606,
            25382.8838657334,
            741546.1534221405,
            -128469.3332353289,
            870015.4866574717
        ],
        [
            1045.071418,
            1019.688534,
            25.382884,
            741.546153,
            -128.469333,
            870.015487
        ],
        [
            0.559859,
            0.546261,
            0.013598,
            0.114176,
            0,
            0.121796
        ],
        [
            419.189906,
            419.189906,
            419.189906,
            419.189906,
            419.189906,
            419.189906
        ],
        [
            -104818,
            -115770,
            -109717,
            -2234877,
            -2530069,
            -811373
        ],
        [
            1.906153,
            2.597854,
            1.049273,
            1.058381,
            0.984034,
            1.186883
        ],
        [
            261,
            131,
            130,
            261,
            131,
            130
        ],
        [
            113,
            52,
            61,
            113,
            52,
            61
        ],
        [
            148,
            79,
            69,
            148,
            79,
            69
        ],
        [
            43.295019,
            39.694656,
            46.923077,
            43.295019,
            39.694656,
            46.923077
        ],
        [
            2.496555,
            3.946739,
            1.186883,
            1.386198,
            1.494975,
            1.34254
        ],
        [
            608796,
            608796,
            46961,
            1734465,
            1734465,
            491255
        ],
        [
            -35873,
            -30668,
            -35873,
            -686256,
            -686256,
            -398657
        ],
        [
            84,
            84,
            85,
            84,
            84,
            85
        ],
        [
            112,
            114,
            110,
            112,
            114,
            110
        ],
        [
            63,
            63,
            63,
            63,
            63,
            63
        ],
        [
            22146,
            11021,
            11125,
            22146,
            11021,
            11125
        ],
        [
            16.577708,
            25.827708,
            0,
            16.577708,
            25.827708,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            376647,
            297852,
            -508186,
            -205560,
            -582783,
            -52742
        ]
    ]
}
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": 1598328000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758808313988,
    "expiration_time": 1764528480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 129,
            "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)