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Trade: SAND/USDT/720/PWMA/JMA/2012

Strategy
SAND/USDT/720/PWMA/JMA/2012
Pair
SAND_USDT
Interval
12h
Score
689366
Daily Profit
1.123316
Profit Factor
9.972754
Profitability
47.500000
Streak
0.000000
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-28 00:42
Expiration Time
2025-11-19 14:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2186608.5421 2097791.8618 88816.6803 3107476.9061 2494589.5593 612887.3468
Total P&L (%) 2186.6085 2097.7919 88.8167 3107.4769 2494.5896 612.8873
Avg Daily Profit (%) 1.1709 1.1233 0.0476 0.1859 0.1745 0.1052
Buy And Hold Return (%) 478.6198 478.6198 478.6198 478.6198 478.6198 478.6198
Max Trade Drawdown -93419 -70148 -150707 -3643417 -2573040 -4036853
Profit Factor 4.901 9.9728 1.2718 1.2188 1.4334 1.0726
Total Trades 80 40 40 80 40 40
Winning Trades 38 19 19 38 19 19
Losing Trades 42 21 21 42 21 21
Profitability (%) 47.5 47.5 47.5 47.5 47.5 47.5
Ratio Avg Win / Avg Loss 5.4169 11.0225 1.4057 1.3471 1.5843 1.1855
Largest Winning Trade 1697333 1697333 47984 3166456 3166456 2083601
Largest Losing Trade -76221 -33166 -76221 -1626974 -1167228 -1626974
Avg Bars in Trades 44 36 51 44 36 51
Avg Bars in Winners 66 56 77 66 56 77
Avg Bars in Losers 23 18 28 23 18 28
Bars Traded 3526 1459 2067 3526 1459 2067
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 -5256 689366 -296204 -17583 276984 -272208
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3735,
    "evaluation_days": 1867.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1602158400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759009326357,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 111,
            "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": [
        [
            2186608.542134581,
            2097791.8618122595,
            88816.6803223204,
            3107476.9060561564,
            2494589.5592939365,
            612887.346762219
        ],
        [
            2186.608542,
            2097.791862,
            88.81668,
            3107.476906,
            2494.589559,
            612.887347
        ],
        [
            1.170875,
            1.123316,
            0.047559,
            0.185879,
            0.174504,
            0.105231
        ],
        [
            478.619779,
            478.619779,
            478.619779,
            478.619779,
            478.619779,
            478.619779
        ],
        [
            -93419,
            -70148,
            -150707,
            -3643417,
            -2573040,
            -4036853
        ],
        [
            4.901011,
            9.972754,
            1.271837,
            1.218847,
            1.433404,
            1.072587
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            47.5,
            47.5,
            47.5,
            47.5,
            47.5,
            47.5
        ],
        [
            5.416907,
            11.022518,
            1.405715,
            1.347146,
            1.584289,
            1.185491
        ],
        [
            1697333,
            1697333,
            47984,
            3166456,
            3166456,
            2083601
        ],
        [
            -76221,
            -33166,
            -76221,
            -1626974,
            -1167228,
            -1626974
        ],
        [
            44,
            36,
            51,
            44,
            36,
            51
        ],
        [
            66,
            56,
            77,
            66,
            56,
            77
        ],
        [
            23,
            18,
            28,
            23,
            18,
            28
        ],
        [
            3526,
            1459,
            2067,
            3526,
            1459,
            2067
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -5256,
            689366,
            -296204,
            -17583,
            276984,
            -272208
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3735,
    "evaluation_days": 1867.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1602158400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759009326357,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 111,
            "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)