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Trade: SAND/USDT/120/BBL/JMA/2369

Strategy
SAND/USDT/120/BBL/JMA/2369
Pair
SAND_USDT
Interval
2h
Score
811622
Daily Profit
1.098668
Profit Factor
4.223488
Profitability
56.043956
Streak
177.614183
Best Strategy
Training Data Length
1880.000000
Evaluation Time
2025-10-08 01:44
Expiration Time
2025-12-14 16:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2065495.3915 2019636.6418 45858.7497 1190675.1124 279772.8275 910902.285
Total P&L (%) 2065.4954 2019.6366 45.8588 1190.6751 279.7728 910.9023
Avg Daily Profit (%) 1.0987 1.0743 0.0244 0.1361 0.071 0.1231
Buy And Hold Return (%) 329.5238 329.5238 329.5238 329.5238 329.5238 329.5238
Max Trade Drawdown -179835 -182163 -37891 -7258421 -6943394 -685883
Profit Factor 4.2235 4.8256 1.4064 1.0889 1.0245 1.4657
Total Trades 91 45 46 91 45 46
Winning Trades 51 21 30 51 21 30
Losing Trades 40 24 16 40 24 16
Profitability (%) 56.044 46.6667 65.2174 56.044 46.6667 65.2174
Ratio Avg Win / Avg Loss 3.3125 5.515 0.7501 0.8541 1.1708 0.7817
Largest Winning Trade 1290704 1290704 12413 5714547 5714547 540831
Largest Losing Trade -73159 -73159 -22881 -2253136 -2253136 -685883
Avg Bars in Trades 227 429 30 227 429 30
Avg Bars in Winners 223 506 26 223 506 26
Avg Bars in Losers 232 362 38 232 362 38
Bars Traded 20725 19319 1406 20725 19319 1406
Profit Streak 177.6142 177.6142 202.3642 177.6142 177.6142 202.3642
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 811622 714386 -323969 -135400 -458162 -29084
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22560,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598990400000,
    "last_datapoint_time": 1759874400000,
    "evaluation_time": 1759877065396,
    "expiration_time": 1765721952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 51,
            "offset": 0,
            "std": 2.3451
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 221,
            "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": [
        [
            2065495.3914752589,
            2019636.6418199944,
            45858.7496552647,
            1190675.1124298845,
            279772.8274701931,
            910902.2849596918
        ],
        [
            2065.495391,
            2019.636642,
            45.85875,
            1190.675112,
            279.772827,
            910.902285
        ],
        [
            1.098668,
            1.074275,
            0.024393,
            0.136143,
            0.071004,
            0.12313
        ],
        [
            329.52381,
            329.52381,
            329.52381,
            329.52381,
            329.52381,
            329.52381
        ],
        [
            -179835,
            -182163,
            -37891,
            -7258421,
            -6943394,
            -685883
        ],
        [
            4.223488,
            4.825617,
            1.406406,
            1.088948,
            1.024476,
            1.465725
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            51,
            21,
            30,
            51,
            21,
            30
        ],
        [
            40,
            24,
            16,
            40,
            24,
            16
        ],
        [
            56.043956,
            46.666667,
            65.217391,
            56.043956,
            46.666667,
            65.217391
        ],
        [
            3.31254,
            5.514991,
            0.750083,
            0.854077,
            1.17083,
            0.78172
        ],
        [
            1290704,
            1290704,
            12413,
            5714547,
            5714547,
            540831
        ],
        [
            -73159,
            -73159,
            -22881,
            -2253136,
            -2253136,
            -685883
        ],
        [
            227,
            429,
            30,
            227,
            429,
            30
        ],
        [
            223,
            506,
            26,
            223,
            506,
            26
        ],
        [
            232,
            362,
            38,
            232,
            362,
            38
        ],
        [
            20725,
            19319,
            1406,
            20725,
            19319,
            1406
        ],
        [
            177.614183,
            177.614183,
            202.364183,
            177.614183,
            177.614183,
            202.364183
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            811622,
            714386,
            -323969,
            -135400,
            -458162,
            -29084
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22560,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598990400000,
    "last_datapoint_time": 1759874400000,
    "evaluation_time": 1759877065396,
    "expiration_time": 1765721952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 51,
            "offset": 0,
            "std": 2.3451
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 221,
            "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)