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Trade: SAND/USDT/120/SMA/JMA/4050

Strategy
SAND/USDT/120/SMA/JMA/4050
Pair
SAND_USDT
Interval
2h
Score
311197
Daily Profit
0.546758
Profit Factor
2.118855
Profitability
36.184211
Streak
23.231465
Best Strategy
Training Data Length
1873.170000
Evaluation Time
2025-10-01 06:33
Expiration Time
2025-12-07 14:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1024170.6022 1028575.4406 -4404.8384 407194.4435 247600.1211 159594.3223
Total P&L (%) 1024.1706 1028.5754 -4.4048 407.1944 247.6001 159.5943
Avg Daily Profit (%) 0.5468 0.5491 -0.0024 0.0867 0.0665 0.0509
Buy And Hold Return (%) 266.104 266.104 266.104 266.104 266.104 266.104
Max Trade Drawdown -136568 -70087 -216398 -312473 -319078 -198413
Profit Factor 2.1189 3.5113 0.9913 1.1835 1.2148 1.1497
Total Trades 152 76 76 152 76 76
Winning Trades 55 23 32 55 23 32
Losing Trades 97 53 44 97 53 44
Profitability (%) 36.1842 30.2632 42.1053 36.1842 30.2632 42.1053
Ratio Avg Win / Avg Loss 3.7369 8.0912 1.363 2.0872 2.7992 1.5808
Largest Winning Trade 695155 695155 50763 449717 449717 173330
Largest Losing Trade -71082 -17146 -71082 -154462 -85476 -154462
Avg Bars in Trades 145 135 155 145 135 155
Avg Bars in Winners 239 221 252 239 221 252
Avg Bars in Losers 91 97 84 91 97 84
Bars Traded 22078 10278 11800 22078 10278 11800
Profit Streak 23.2315 35.8981 0 23.2315 35.8981 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311197 -41207 -631639 -108816 -325788 -397980
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22478,
    "evaluation_days": 1873.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598637600000,
    "last_datapoint_time": 1759284000000,
    "evaluation_time": 1759289598559,
    "expiration_time": 1765110297600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 122,
            "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": [
        [
            1024170.6021939008,
            1028575.4406399145,
            -4404.8384460138,
            407194.4434519695,
            247600.1211162203,
            159594.3223357495
        ],
        [
            1024.170602,
            1028.575441,
            -4.404838,
            407.194443,
            247.600121,
            159.594322
        ],
        [
            0.546758,
            0.549109,
            -0.002352,
            0.086721,
            0.066534,
            0.05094
        ],
        [
            266.10403,
            266.10403,
            266.10403,
            266.10403,
            266.10403,
            266.10403
        ],
        [
            -136568,
            -70087,
            -216398,
            -312473,
            -319078,
            -198413
        ],
        [
            2.118855,
            3.511284,
            0.991291,
            1.183481,
            1.21476,
            1.149662
        ],
        [
            152,
            76,
            76,
            152,
            76,
            76
        ],
        [
            55,
            23,
            32,
            55,
            23,
            32
        ],
        [
            97,
            53,
            44,
            97,
            53,
            44
        ],
        [
            36.184211,
            30.263158,
            42.105263,
            36.184211,
            30.263158,
            42.105263
        ],
        [
            3.73689,
            8.091219,
            1.363025,
            2.087229,
            2.79923,
            1.580785
        ],
        [
            695155,
            695155,
            50763,
            449717,
            449717,
            173330
        ],
        [
            -71082,
            -17146,
            -71082,
            -154462,
            -85476,
            -154462
        ],
        [
            145,
            135,
            155,
            145,
            135,
            155
        ],
        [
            239,
            221,
            252,
            239,
            221,
            252
        ],
        [
            91,
            97,
            84,
            91,
            97,
            84
        ],
        [
            22078,
            10278,
            11800,
            22078,
            10278,
            11800
        ],
        [
            23.231465,
            35.898131,
            0,
            23.231465,
            35.898131,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311197,
            -41207,
            -631639,
            -108816,
            -325788,
            -397980
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22478,
    "evaluation_days": 1873.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598637600000,
    "last_datapoint_time": 1759284000000,
    "evaluation_time": 1759289598559,
    "expiration_time": 1765110297600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 122,
            "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)