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Trade: SAND/USDT/360/SWMA/JMA/1572

Strategy
SAND/USDT/360/SWMA/JMA/1572
Pair
SAND_USDT
Interval
6h
Score
309622
Daily Profit
0.987096
Profit Factor
6.495814
Profitability
28.947368
Streak
0.000000
Best Strategy
Training Data Length
1884.750000
Evaluation Time
2025-10-12 07:23
Expiration Time
2025-12-07 15:01

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1915069.4419 1860428.4595 54640.9825 2150965.0426 1382195.9223 768769.1203
Total P&L (%) 1915.0694 1860.4285 54.641 2150.965 1382.1959 768.7691
Avg Daily Profit (%) 1.0161 0.9871 0.029 0.1654 0.1432 0.1148
Buy And Hold Return (%) 325.1266 325.1266 325.1266 325.1266 325.1266 325.1266
Max Trade Drawdown -119141 -95323 -92362 -7995114 -5482080 -3739148
Profit Factor 4.138 6.4958 1.2011 1.0923 1.1064 1.0746
Total Trades 75 38 37 75 38 37
Winning Trades 28 11 17 28 11 17
Losing Trades 47 27 20 47 27 20
Profitability (%) 37.3333 28.9474 45.9459 37.3333 28.9474 45.9459
Ratio Avg Win / Avg Loss 6.9459 15.9443 1.413 1.8335 2.7156 1.2642
Largest Winning Trade 1292057 1292057 61997 5140303 5140303 1781349
Largest Losing Trade -31630 -31630 -25729 -2437292 -1744796 -2437292
Avg Bars in Trades 96 84 108 96 84 108
Avg Bars in Winners 172 175 171 172 175 171
Avg Bars in Losers 51 48 55 51 48 55
Bars Traded 7254 3228 4026 7254 3228 4026
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -46427 309622 -322021 -176607 -118338 -183897
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7539,
    "evaluation_days": 1884.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600516800000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760243034388,
    "expiration_time": 1765112472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 52,
            "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": [
        [
            1915069.44193985,
            1860428.4594801087,
            54640.9824597415,
            2150965.042582138,
            1382195.9223001965,
            768769.1202819436
        ],
        [
            1915.069442,
            1860.428459,
            54.640982,
            2150.965043,
            1382.195922,
            768.76912
        ],
        [
            1.016087,
            0.987096,
            0.028991,
            0.165354,
            0.143151,
            0.114771
        ],
        [
            325.126629,
            325.126629,
            325.126629,
            325.126629,
            325.126629,
            325.126629
        ],
        [
            -119141,
            -95323,
            -92362,
            -7995114,
            -5482080,
            -3739148
        ],
        [
            4.137955,
            6.495814,
            1.201052,
            1.092297,
            1.106366,
            1.074565
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            28,
            11,
            17,
            28,
            11,
            17
        ],
        [
            47,
            27,
            20,
            47,
            27,
            20
        ],
        [
            37.333333,
            28.947368,
            45.945946,
            37.333333,
            28.947368,
            45.945946
        ],
        [
            6.945853,
            15.944271,
            1.413003,
            1.833498,
            2.715625,
            1.264194
        ],
        [
            1292057,
            1292057,
            61997,
            5140303,
            5140303,
            1781349
        ],
        [
            -31630,
            -31630,
            -25729,
            -2437292,
            -1744796,
            -2437292
        ],
        [
            96,
            84,
            108,
            96,
            84,
            108
        ],
        [
            172,
            175,
            171,
            172,
            175,
            171
        ],
        [
            51,
            48,
            55,
            51,
            48,
            55
        ],
        [
            7254,
            3228,
            4026,
            7254,
            3228,
            4026
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -46427,
            309622,
            -322021,
            -176607,
            -118338,
            -183897
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7539,
    "evaluation_days": 1884.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600516800000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760243034388,
    "expiration_time": 1765112472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 52,
            "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)