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Trade: SAND/USDT/120/JMA/EMA/4315

Strategy
SAND/USDT/120/JMA/EMA/4315
Pair
SAND_USDT
Interval
2h
Score
657814
Daily Profit
0.212697
Profit Factor
7.413128
Profitability
61.702128
Streak
0.000000
Best Strategy
Training Data Length
1877.830000
Evaluation Time
2025-10-05 22:07
Expiration Time
2025-12-12 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2058318.3507 -155113.6857 -1903204.665 135827.5207 5304647.2174 -5168819.6966
Total P&L (%) -2058.3184 -155.1137 -1903.2047 135.8275 5304.6472 -5168.8197
Avg Daily Profit (%) -1.0961 -0.0826 -1.0135 0.0457 0.2127 0
Buy And Hold Return (%) 315.4559 315.4559 315.4559 315.4559 315.4559 315.4559
Max Trade Drawdown -2209928 -246542 -1989867 -4565218 -367351 -6323041
Profit Factor 0.2031 0.5768 0.1413 1.0127 7.4131 0.4744
Total Trades 94 47 47 94 47 47
Winning Trades 56 24 32 50 29 21
Losing Trades 38 23 15 44 18 26
Profitability (%) 59.5745 51.0638 68.0851 53.1915 61.7021 44.6809
Ratio Avg Win / Avg Loss 0.1378 0.5528 0.0662 0.8912 4.6013 0.5873
Largest Winning Trade 29829 22511 29829 2856744 1994002 2856744
Largest Losing Trade -1190653 -59028 -1190653 -3394184 -367351 -3394184
Avg Bars in Trades 235 266 203 235 266 203
Avg Bars in Winners 135 137 134 293 322 252
Avg Bars in Losers 381 402 350 169 176 164
Bars Traded 22114 12538 9575 22114 12538 9575
Profit Streak 25.9636 0 43.0469 25.9636 0 43.0469
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578744 -580558 -577800 -504625 657814 -582213
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22534,
    "evaluation_days": 1877.83,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598940000000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759691253528,
    "expiration_time": 1765528012800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 206,
            "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": [
        [
            -2058318.3506919146,
            -155113.6856557763,
            -1903204.6650361381,
            135827.5207338753,
            5304647.217361698,
            -5168819.69662782
        ],
        [
            -2058.318351,
            -155.113686,
            -1903.204665,
            135.827521,
            5304.647217,
            -5168.819697
        ],
        [
            -1.096115,
            -0.082603,
            -1.013513,
            0.045698,
            0.212697,
            0
        ],
        [
            315.455914,
            315.455914,
            315.455914,
            315.455914,
            315.455914,
            315.455914
        ],
        [
            -2209928,
            -246542,
            -1989867,
            -4565218,
            -367351,
            -6323041
        ],
        [
            0.20308,
            0.576834,
            0.141264,
            1.012741,
            7.413128,
            0.474381
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            56,
            24,
            32,
            50,
            29,
            21
        ],
        [
            38,
            23,
            15,
            44,
            18,
            26
        ],
        [
            59.574468,
            51.06383,
            68.085106,
            53.191489,
            61.702128,
            44.680851
        ],
        [
            0.137804,
            0.5528,
            0.066217,
            0.891212,
            4.601252,
            0.587329
        ],
        [
            29829,
            22511,
            29829,
            2856744,
            1994002,
            2856744
        ],
        [
            -1190653,
            -59028,
            -1190653,
            -3394184,
            -367351,
            -3394184
        ],
        [
            235,
            266,
            203,
            235,
            266,
            203
        ],
        [
            135,
            137,
            134,
            293,
            322,
            252
        ],
        [
            381,
            402,
            350,
            169,
            176,
            164
        ],
        [
            22114,
            12538,
            9575,
            22114,
            12538,
            9575
        ],
        [
            25.963582,
            0,
            43.046916,
            25.963582,
            0,
            43.046916
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -578744,
            -580558,
            -577800,
            -504625,
            657814,
            -582213
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22534,
    "evaluation_days": 1877.83,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598940000000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759691253528,
    "expiration_time": 1765528012800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 206,
            "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)