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Trade: SAND/USDT/720/SSF/JMA/7078

Strategy
SAND/USDT/720/SSF/JMA/7078
Pair
SAND_USDT
Interval
12h
Score
335465
Daily Profit
0.570126
Profit Factor
2.361952
Profitability
38.461538
Streak
16.651924
Best Strategy
Training Data Length
1882.000000
Evaluation Time
2025-10-09 06:38
Expiration Time
2025-12-04 13:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1072976.9744 1063894.9013 9082.0731 379191.8819 270266.1977 108925.6842
Total P&L (%) 1072.977 1063.8949 9.0821 379.1919 270.2662 108.9257
Avg Daily Profit (%) 0.5701 0.5653 0.0048 0.0833 0.0696 0.0392
Buy And Hold Return (%) 314.3958 314.3958 314.3958 314.3958 314.3958 314.3958
Max Trade Drawdown -78154 -97249 -174078 -305752 -337156 -267394
Profit Factor 2.362 3.5913 1.0241 1.193 1.2493 1.1236
Total Trades 104 52 52 104 52 52
Winning Trades 40 15 25 40 15 25
Losing Trades 64 37 27 64 37 27
Profitability (%) 38.4615 28.8462 48.0769 38.4615 28.8462 48.0769
Ratio Avg Win / Avg Loss 3.7791 8.8586 1.106 1.9087 3.0816 1.2135
Largest Winning Trade 549872 549872 55432 439239 439239 227905
Largest Losing Trade -51601 -35780 -51601 -121116 -107055 -121116
Avg Bars in Trades 35 32 39 35 32 39
Avg Bars in Winners 58 55 60 58 55 60
Avg Bars in Losers 21 23 19 21 23 19
Bars Traded 3729 1693 2036 3729 1693 2036
Profit Streak 16.6519 0 29.6519 16.6519 0 29.6519
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 335465 -178044 -726459 -194209 -458120 -571177
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3764,
    "evaluation_days": 1882,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598486400000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759981126202,
    "expiration_time": 1764846144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 80,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 26,
            "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": [
        [
            1072976.9744079267,
            1063894.9012612489,
            9082.0731466782,
            379191.8819281926,
            270266.1977024171,
            108925.6842257755
        ],
        [
            1072.976974,
            1063.894901,
            9.082073,
            379.191882,
            270.266198,
            108.925684
        ],
        [
            0.570126,
            0.5653,
            0.004826,
            0.083293,
            0.069581,
            0.039158
        ],
        [
            314.395776,
            314.395776,
            314.395776,
            314.395776,
            314.395776,
            314.395776
        ],
        [
            -78154,
            -97249,
            -174078,
            -305752,
            -337156,
            -267394
        ],
        [
            2.361952,
            3.591337,
            1.024073,
            1.192956,
            1.249308,
            1.123624
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            40,
            15,
            25,
            40,
            15,
            25
        ],
        [
            64,
            37,
            27,
            64,
            37,
            27
        ],
        [
            38.461538,
            28.846154,
            48.076923,
            38.461538,
            28.846154,
            48.076923
        ],
        [
            3.779124,
            8.858631,
            1.105999,
            1.908729,
            3.081625,
            1.213514
        ],
        [
            549872,
            549872,
            55432,
            439239,
            439239,
            227905
        ],
        [
            -51601,
            -35780,
            -51601,
            -121116,
            -107055,
            -121116
        ],
        [
            35,
            32,
            39,
            35,
            32,
            39
        ],
        [
            58,
            55,
            60,
            58,
            55,
            60
        ],
        [
            21,
            23,
            19,
            21,
            23,
            19
        ],
        [
            3729,
            1693,
            2036,
            3729,
            1693,
            2036
        ],
        [
            16.651924,
            0,
            29.651924,
            16.651924,
            0,
            29.651924
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            335465,
            -178044,
            -726459,
            -194209,
            -458120,
            -571177
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3764,
    "evaluation_days": 1882,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598486400000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759981126202,
    "expiration_time": 1764846144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 80,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 26,
            "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)