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Trade: SAND/USDT/15/JMA/SSF/9795

Strategy
SAND/USDT/15/JMA/SSF/9795
Pair
SAND_USDT
Interval
15m
Score
316914
Daily Profit
0.326555
Profit Factor
1.229495
Profitability
49.815498
Streak
4.766183
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 20:53
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 85041.399 19715.436 65325.9631 84860.4302 28122.5784 56737.8518
Total P&L (%) 85.0414 19.7154 65.326 84.8604 28.1226 56.7379
Avg Daily Profit (%) 0.3266 0.0757 0.2508 0.2362 0.0952 0.1727
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -44013 -45604 -19929 -40353 -44630 -28851
Profit Factor 1.2295 1.1046 1.3589 1.1881 1.125 1.2507
Total Trades 271 135 136 271 135 136
Winning Trades 135 61 74 135 61 74
Losing Trades 136 74 62 136 74 62
Profitability (%) 49.8155 45.1852 54.4118 49.8155 45.1852 54.4118
Ratio Avg Win / Avg Loss 1.2386 1.34 1.1386 1.1969 1.3648 1.0479
Largest Winning Trade 19584 12613 19584 17316 14413 17316
Largest Losing Trade -16867 -16867 -14806 -24830 -16225 -24830
Avg Bars in Trades 90 91 89 90 91 89
Avg Bars in Winners 91 93 90 91 93 90
Avg Bars in Losers 89 90 87 89 90 87
Bars Traded 24464 12337 12128 24464 12337 12128
Profit Streak 4.7662 0 5.9016 4.7662 0 5.9016
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 316914 -207923 283320 -5278 -155615 214864

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736430300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758909198204,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 95,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            85041.3990420642,
            19715.4359630701,
            65325.9630789942,
            84860.430208024,
            28122.5784375709,
            56737.851770453
        ],
        [
            85.041399,
            19.715436,
            65.325963,
            84.86043,
            28.122578,
            56.737852
        ],
        [
            0.326555,
            0.075706,
            0.250848,
            0.236217,
            0.095206,
            0.172718
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -44013,
            -45604,
            -19929,
            -40353,
            -44630,
            -28851
        ],
        [
            1.229495,
            1.104556,
            1.358945,
            1.188064,
            1.125017,
            1.250739
        ],
        [
            271,
            135,
            136,
            271,
            135,
            136
        ],
        [
            135,
            61,
            74,
            135,
            61,
            74
        ],
        [
            136,
            74,
            62,
            136,
            74,
            62
        ],
        [
            49.815498,
            45.185185,
            54.411765,
            49.815498,
            45.185185,
            54.411765
        ],
        [
            1.238603,
            1.339953,
            1.138575,
            1.196865,
            1.364775,
            1.047917
        ],
        [
            19584,
            12613,
            19584,
            17316,
            14413,
            17316
        ],
        [
            -16867,
            -16867,
            -14806,
            -24830,
            -16225,
            -24830
        ],
        [
            90,
            91,
            89,
            90,
            91,
            89
        ],
        [
            91,
            93,
            90,
            91,
            93,
            90
        ],
        [
            89,
            90,
            87,
            89,
            90,
            87
        ],
        [
            24464,
            12337,
            12128,
            24464,
            12337,
            12128
        ],
        [
            4.766183,
            0,
            5.901599,
            4.766183,
            0,
            5.9016
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316914,
            -207923,
            283320,
            -5278,
            -155615,
            214864
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736430300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758909198204,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 95,
            "offset": 0,
            "poles": 3
        }
    }
}

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)