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Trade: SAND/USDT/360/JMA/SMA/2755

Strategy
SAND/USDT/360/JMA/SMA/2755
Pair
SAND_USDT
Interval
6h
Score
621870
Daily Profit
0.169776
Profit Factor
12.827491
Profitability
65.000000
Streak
0.000000
Best Strategy
Training Data Length
1873.000000
Evaluation Time
2025-09-30 14:15
Expiration Time
2025-11-25 12:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1859039.7976 -45119.0384 -1813920.7592 -122113.8583 2297988.3465 -2420102.2048
Total P&L (%) -1859.0398 -45.119 -1813.9208 -122.1139 2297.9883 -2420.1022
Avg Daily Profit (%) -0.9925 -0.0241 -0.9685 0 0.1698 0
Buy And Hold Return (%) 418.5156 418.5156 418.5156 418.5156 418.5156 418.5156
Max Trade Drawdown -2018704 -175563 -1907377 -4560599 -100698 -4865129
Profit Factor 0.2422 0.8519 0.1557 0.9795 12.8275 0.5806
Total Trades 81 40 41 81 40 41
Winning Trades 50 21 29 38 26 12
Losing Trades 31 19 12 43 14 29
Profitability (%) 61.7284 52.5 70.7317 46.9136 65 29.2683
Ratio Avg Win / Avg Loss 0.1501 0.7707 0.0644 1.1084 6.9071 1.403
Largest Winning Trade 34643 29720 34643 2987832 1351071 2987832
Largest Losing Trade -1308768 -58061 -1308768 -3765733 -100698 -3765733
Avg Bars in Trades 89 100 79 89 100 79
Avg Bars in Winners 53 52 53 121 123 118
Avg Bars in Losers 148 153 141 61 57 63
Bars Traded 7271 4015 3256 7271 4015 3256
Profit Streak 81.9691 81.9691 132.9691 0 0 0
Trades During Streak 5 2 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -593799 -579463 -576703 -596589 621870 -590078
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7492,
    "evaluation_days": 1873,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599868800000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759230926149,
    "expiration_time": 1764066816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 115,
            "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": [
        [
            -1859039.7976134839,
            -45119.0384234514,
            -1813920.7591900327,
            -122113.8582680532,
            2297988.3465118664,
            -2420102.204779921
        ],
        [
            -1859.039798,
            -45.119038,
            -1813.920759,
            -122.113858,
            2297.988347,
            -2420.102205
        ],
        [
            -0.992547,
            -0.024089,
            -0.968457,
            0,
            0.169776,
            0
        ],
        [
            418.515575,
            418.515575,
            418.515575,
            418.515575,
            418.515575,
            418.515575
        ],
        [
            -2018704,
            -175563,
            -1907377,
            -4560599,
            -100698,
            -4865129
        ],
        [
            0.242154,
            0.85186,
            0.155722,
            0.979525,
            12.827491,
            0.580552
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            50,
            21,
            29,
            38,
            26,
            12
        ],
        [
            31,
            19,
            12,
            43,
            14,
            29
        ],
        [
            61.728395,
            52.5,
            70.731707,
            46.91358,
            65,
            29.268293
        ],
        [
            0.150135,
            0.77073,
            0.064437,
            1.10841,
            6.907111,
            1.403
        ],
        [
            34643,
            29720,
            34643,
            2987832,
            1351071,
            2987832
        ],
        [
            -1308768,
            -58061,
            -1308768,
            -3765733,
            -100698,
            -3765733
        ],
        [
            89,
            100,
            79,
            89,
            100,
            79
        ],
        [
            53,
            52,
            53,
            121,
            123,
            118
        ],
        [
            148,
            153,
            141,
            61,
            57,
            63
        ],
        [
            7271,
            4015,
            3256,
            7271,
            4015,
            3256
        ],
        [
            81.969053,
            81.969053,
            132.969053,
            0,
            0,
            0
        ],
        [
            5,
            2,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -593799,
            -579463,
            -576703,
            -596589,
            621870,
            -590078
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7492,
    "evaluation_days": 1873,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599868800000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759230926149,
    "expiration_time": 1764066816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 115,
            "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)