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Trade: SAND/USDT/120/JMA/PWMA/9248

Strategy
SAND/USDT/120/JMA/PWMA/9248
Pair
SAND_USDT
Interval
2h
Score
427499
Daily Profit
0.161393
Profit Factor
2.788703
Profitability
55.421687
Streak
37.660996
Best Strategy
Training Data Length
1877.330000
Evaluation Time
2025-10-05 10:51
Expiration Time
2025-12-11 22:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2257241.9409 -186231.5651 -2071010.3758 -84298.9253 1964435.3414 -2048734.2667
Total P&L (%) -2257.2419 -186.2316 -2071.0104 -84.2989 1964.4353 -2048.7343
Avg Daily Profit (%) -1.2024 -0.0992 -1.1032 -0.0986 0.1614 0
Buy And Hold Return (%) 535.1806 535.1806 535.1806 535.1806 535.1806 535.1806
Max Trade Drawdown -2288661 -205650 -2097066 -2090094 -263940 -2767571
Profit Factor 0.2294 0.5948 0.1614 0.9851 2.7887 0.5492
Total Trades 166 83 83 166 83 83
Winning Trades 91 43 48 83 46 37
Losing Trades 75 40 35 83 37 46
Profitability (%) 54.8193 51.8072 57.8313 50 55.4217 44.5783
Ratio Avg Win / Avg Loss 0.1891 0.5533 0.1177 0.9851 2.2431 0.6828
Largest Winning Trade 29973 28348 29973 1003024 957665 1003024
Largest Losing Trade -1402744 -55496 -1402744 -1252896 -156912 -1252896
Avg Bars in Trades 133 142 123 133 142 123
Avg Bars in Winners 96 101 93 147 167 123
Avg Bars in Losers 177 187 166 118 111 123
Bars Traded 22121 11839 10282 22121 11839 10282
Profit Streak 29.411 37.661 29.411 29.411 37.661 29.411
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578278 -579886 -579554 -578903 427499 -582678
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22528,
    "evaluation_days": 1877.33,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599184800000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759650710066,
    "expiration_time": 1765483257600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 48,
            "offset": 176
        }
    }
}
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": [
        [
            -2257241.9409105997,
            -186231.565121982,
            -2071010.3757886172,
            -84298.925263576,
            1964435.34144861,
            -2048734.2667121857
        ],
        [
            -2257.241941,
            -186.231565,
            -2071.010376,
            -84.298925,
            1964.435341,
            -2048.734267
        ],
        [
            -1.202368,
            -0.0992,
            -1.103168,
            -0.098572,
            0.161393,
            0
        ],
        [
            535.180595,
            535.180595,
            535.180595,
            535.180595,
            535.180595,
            535.180595
        ],
        [
            -2288661,
            -205650,
            -2097066,
            -2090094,
            -263940,
            -2767571
        ],
        [
            0.229448,
            0.594849,
            0.161441,
            0.98506,
            2.788703,
            0.549174
        ],
        [
            166,
            83,
            83,
            166,
            83,
            83
        ],
        [
            91,
            43,
            48,
            83,
            46,
            37
        ],
        [
            75,
            40,
            35,
            83,
            37,
            46
        ],
        [
            54.819277,
            51.807229,
            57.831325,
            50,
            55.421687,
            44.578313
        ],
        [
            0.189106,
            0.553348,
            0.117717,
            0.98506,
            2.243087,
            0.682756
        ],
        [
            29973,
            28348,
            29973,
            1003024,
            957665,
            1003024
        ],
        [
            -1402744,
            -55496,
            -1402744,
            -1252896,
            -156912,
            -1252896
        ],
        [
            133,
            142,
            123,
            133,
            142,
            123
        ],
        [
            96,
            101,
            93,
            147,
            167,
            123
        ],
        [
            177,
            187,
            166,
            118,
            111,
            123
        ],
        [
            22121,
            11839,
            10282,
            22121,
            11839,
            10282
        ],
        [
            29.410996,
            37.660996,
            29.410996,
            29.410996,
            37.660996,
            29.410996
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -578278,
            -579886,
            -579554,
            -578903,
            427499,
            -582678
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22528,
    "evaluation_days": 1877.33,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599184800000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759650710066,
    "expiration_time": 1765483257600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 48,
            "offset": 176
        }
    }
}

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)