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Trade: SAND/USDT/240/MIDPOINT/JMA/7496

Strategy
SAND/USDT/240/MIDPOINT/JMA/7496
Pair
SAND_USDT
Interval
4h
Score
318762
Daily Profit
0.176035
Profit Factor
1.540497
Profitability
55.102041
Streak
0.000000
Best Strategy
Training Data Length
1867.170000
Evaluation Time
2025-09-26 23:37
Expiration Time
2025-11-19 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 496601.7546 597228.829 -100627.0744 -2345979.8047 2568186.6061 -4914166.4107
Total P&L (%) 496.6018 597.2288 -100.6271 -2345.9798 2568.1866 -4914.1664
Avg Daily Profit (%) 0.266 0.3199 -0.0539 0 0.176 0
Buy And Hold Return (%) 506.9866 506.9866 506.9866 506.9866 506.9866 506.9866
Max Trade Drawdown -276081 -119973 -280173 -6033394 -1324963 -5997421
Profit Factor 1.5972 2.7522 0.7949 0.8233 1.5405 0.4236
Total Trades 98 49 49 98 49 49
Winning Trades 51 24 27 49 27 22
Losing Trades 47 25 22 49 22 27
Profitability (%) 52.0408 48.9796 55.102 50 55.102 44.898
Ratio Avg Win / Avg Loss 1.472 2.8668 0.6477 0.8233 1.2552 0.5198
Largest Winning Trade 187871 187871 61255 903049 903049 512280
Largest Losing Trade -205172 -31889 -205172 -2954378 -927018 -2954378
Avg Bars in Trades 110 86 133 110 86 133
Avg Bars in Winners 115 95 134 103 92 117
Avg Bars in Losers 104 79 132 117 80 147
Bars Traded 10812 4258 6554 10812 4258 6554
Profit Streak 0 51.8595 0 23.3595 0 74.5262
Trades During Streak 0 1 0 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -155166 -95823 -580020 -579971 318762 -581700

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11203,
    "evaluation_days": 1867.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600502400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758919063605,
    "expiration_time": 1763554896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 191,
            "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": [
        [
            496601.7546249861,
            597228.8290404535,
            -100627.0744154676,
            -2345979.804664437,
            2568186.6060713404,
            -4914166.410735775
        ],
        [
            496.601755,
            597.228829,
            -100.627074,
            -2345.979805,
            2568.186606,
            -4914.166411
        ],
        [
            0.265965,
            0.319858,
            -0.053893,
            0,
            0.176035,
            0
        ],
        [
            506.986612,
            506.986612,
            506.986612,
            506.986612,
            506.986612,
            506.986612
        ],
        [
            -276081,
            -119973,
            -280173,
            -6033394,
            -1324963,
            -5997421
        ],
        [
            1.597241,
            2.752162,
            0.794906,
            0.823298,
            1.540497,
            0.423553
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            51,
            24,
            27,
            49,
            27,
            22
        ],
        [
            47,
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            22,
            49,
            22,
            27
        ],
        [
            52.040816,
            48.979592,
            55.102041,
            50,
            55.102041,
            44.897959
        ],
        [
            1.471968,
            2.866835,
            0.647702,
            0.823298,
            1.25522,
            0.519815
        ],
        [
            187871,
            187871,
            61255,
            903049,
            903049,
            512280
        ],
        [
            -205172,
            -31889,
            -205172,
            -2954378,
            -927018,
            -2954378
        ],
        [
            110,
            86,
            133,
            110,
            86,
            133
        ],
        [
            115,
            95,
            134,
            103,
            92,
            117
        ],
        [
            104,
            79,
            132,
            117,
            80,
            147
        ],
        [
            10812,
            4258,
            6554,
            10812,
            4258,
            6554
        ],
        [
            0,
            51.859532,
            0,
            23.359532,
            0,
            74.526199
        ],
        [
            0,
            1,
            0,
            1,
            0,
            2
        ],
        [
            0.8,
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            1.45,
            0.8,
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        ],
        [
            -155166,
            -95823,
            -580020,
            -579971,
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            -581700
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11203,
    "evaluation_days": 1867.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600502400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758919063605,
    "expiration_time": 1763554896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 191,
            "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)