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Trade: SAND/USDT/60/MIDPRICE/JMA/7169

Strategy
SAND/USDT/60/MIDPRICE/JMA/7169
Pair
SAND_USDT
Interval
1h
Score
323617
Daily Profit
0.164547
Profit Factor
1.313191
Profitability
44.278607
Streak
32.302624
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-27 14:15
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 171394.9834 97401.0288 73993.9546 116247.2399 50124.2703 66122.9696
Total P&L (%) 171.395 97.401 73.994 116.2472 50.1243 66.123
Avg Daily Profit (%) 0.1645 0.0935 0.071 0.0741 0.039 0.0487
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -61800 -66183 -53345 -172567 -183514 -134306
Profit Factor 1.3132 1.3456 1.2788 1.1003 1.0838 1.1179
Total Trades 201 101 100 201 101 100
Winning Trades 89 41 48 89 41 48
Losing Trades 112 60 52 112 60 52
Profitability (%) 44.2786 40.5941 48 44.2786 40.5941 48
Ratio Avg Win / Avg Loss 1.6526 1.9692 1.3853 1.3847 1.5861 1.2111
Largest Winning Trade 68131 68131 41338 95783 95783 92782
Largest Losing Trade -25887 -19310 -25887 -62094 -62094 -61173
Avg Bars in Trades 122 115 130 122 115 130
Avg Bars in Winners 153 141 163 153 141 163
Avg Bars in Losers 98 97 100 98 97 100
Bars Traded 24707 11655 13052 24707 11655 13052
Profit Streak 32.3026 32.3026 35.3026 32.3026 32.3026 35.3026
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 323617 -69143 -97760 -203805 -271787 -218520
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669456800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758971746724,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 150,
            "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": [
        [
            171394.9833907536,
            97401.0288251168,
            73993.9545656367,
            116247.2399137749,
            50124.2702750196,
            66122.9696387553
        ],
        [
            171.394983,
            97.401029,
            73.993955,
            116.24724,
            50.12427,
            66.12297
        ],
        [
            0.164547,
            0.093509,
            0.071037,
            0.074071,
            0.039014,
            0.04874
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -61800,
            -66183,
            -53345,
            -172567,
            -183514,
            -134306
        ],
        [
            1.313191,
            1.345604,
            1.278775,
            1.100337,
            1.083846,
            1.117918
        ],
        [
            201,
            101,
            100,
            201,
            101,
            100
        ],
        [
            89,
            41,
            48,
            89,
            41,
            48
        ],
        [
            112,
            60,
            52,
            112,
            60,
            52
        ],
        [
            44.278607,
            40.594059,
            48,
            44.278607,
            40.594059,
            48
        ],
        [
            1.652555,
            1.969177,
            1.38534,
            1.384694,
            1.586117,
            1.211078
        ],
        [
            68131,
            68131,
            41338,
            95783,
            95783,
            92782
        ],
        [
            -25887,
            -19310,
            -25887,
            -62094,
            -62094,
            -61173
        ],
        [
            122,
            115,
            130,
            122,
            115,
            130
        ],
        [
            153,
            141,
            163,
            153,
            141,
            163
        ],
        [
            98,
            97,
            100,
            98,
            97,
            100
        ],
        [
            24707,
            11655,
            13052,
            24707,
            11655,
            13052
        ],
        [
            32.302624,
            32.302624,
            35.302624,
            32.302624,
            32.302624,
            35.302624
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            323617,
            -69143,
            -97760,
            -203805,
            -271787,
            -218520
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669456800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758971746724,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 150,
            "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)