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Trade: SAND/USDT/240/KCL/JMA/1247

Strategy
SAND/USDT/240/KCL/JMA/1247
Pair
SAND_USDT
Interval
4h
Score
557541
Daily Profit
1.222440
Profit Factor
5.056618
Profitability
41.237113
Streak
0.000000
Best Strategy
Training Data Length
1876.500000
Evaluation Time
2025-10-04 02:21
Expiration Time
2025-11-29 05:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2293909.3882 2114346.6346 179562.7536 29017070.7639 12810144.5298 16206926.234
Total P&L (%) 2293.9094 2114.3466 179.5628 29017.0708 12810.1445 16206.9262
Avg Daily Profit (%) 1.2224 1.1268 0.0957 0.3028 0.2594 0.2718
Buy And Hold Return (%) 669.5792 669.5792 669.5792 669.5792 669.5792 669.5792
Max Trade Drawdown -73292 -55968 -44238 -34552706 -23652369 -22045795
Profit Factor 5.0566 7.1951 1.801 1.2282 1.1783 1.2929
Total Trades 97 49 48 97 49 48
Winning Trades 40 13 27 40 13 27
Losing Trades 57 36 21 57 36 21
Profitability (%) 41.2371 26.5306 56.25 41.2371 26.5306 56.25
Ratio Avg Win / Avg Loss 7.2057 19.9248 1.4008 1.7501 3.263 1.0056
Largest Winning Trade 1403822 1403822 58849 33426154 33426154 15713224
Largest Losing Trade -26166 -20475 -26166 -11826711 -6723286 -11826711
Avg Bars in Trades 113 124 101 113 124 101
Avg Bars in Winners 187 271 146 187 271 146
Avg Bars in Losers 61 71 44 61 71 44
Bars Traded 11005 6112 4893 11005 6112 4893
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 557541 -4243 -227793 234836 -37995 345287
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11259,
    "evaluation_days": 1876.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599336000000,
    "last_datapoint_time": 1759521600000,
    "evaluation_time": 1759533691402,
    "expiration_time": 1764385488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 135,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 62,
            "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": [
        [
            2293909.38817999,
            2114346.634627755,
            179562.7535522364,
            29017070.76385305,
            12810144.529843308,
            16206926.234009724
        ],
        [
            2293.909388,
            2114.346635,
            179.562754,
            29017.070764,
            12810.14453,
            16206.926234
        ],
        [
            1.22244,
            1.12675,
            0.09569,
            0.302824,
            0.25936,
            0.271841
        ],
        [
            669.579236,
            669.579236,
            669.579236,
            669.579236,
            669.579236,
            669.579236
        ],
        [
            -73292,
            -55968,
            -44238,
            -34552706,
            -23652369,
            -22045795
        ],
        [
            5.056618,
            7.195081,
            1.800979,
            1.228167,
            1.178296,
            1.292929
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            40,
            13,
            27,
            40,
            13,
            27
        ],
        [
            57,
            36,
            21,
            57,
            36,
            21
        ],
        [
            41.237113,
            26.530612,
            56.25,
            41.237113,
            26.530612,
            56.25
        ],
        [
            7.20568,
            19.92484,
            1.400762,
            1.750138,
            3.262973,
            1.005612
        ],
        [
            1403822,
            1403822,
            58849,
            33426154,
            33426154,
            15713224
        ],
        [
            -26166,
            -20475,
            -26166,
            -11826711,
            -6723286,
            -11826711
        ],
        [
            113,
            124,
            101,
            113,
            124,
            101
        ],
        [
            187,
            271,
            146,
            187,
            271,
            146
        ],
        [
            61,
            71,
            44,
            61,
            71,
            44
        ],
        [
            11005,
            6112,
            4893,
            11005,
            6112,
            4893
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            557541,
            -4243,
            -227793,
            234836,
            -37995,
            345287
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11259,
    "evaluation_days": 1876.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599336000000,
    "last_datapoint_time": 1759521600000,
    "evaluation_time": 1759533691402,
    "expiration_time": 1764385488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 135,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 62,
            "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)