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Trade: SAND/USDT/720/JMA/SINWMA/3225

Strategy
SAND/USDT/720/JMA/SINWMA/3225
Pair
SAND_USDT
Interval
12h
Score
497224
Daily Profit
0.208990
Profit Factor
2.461988
Profitability
58.064516
Streak
0.000000
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-26 08:14
Expiration Time
2025-11-19 14:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2140075.6264 -91519.2257 -2048556.4007 -303223.9086 4834388.3799 -5137612.2886
Total P&L (%) -2140.0756 -91.5192 -2048.5564 -303.2239 4834.3884 -5137.6123
Avg Daily Profit (%) -1.146 -0.049 -1.097 0 0.209 0
Buy And Hold Return (%) 463.9873 463.9873 463.9873 463.9873 463.9873 463.9873
Max Trade Drawdown -2212237 -141564 -2134727 -7497195 -1384315 -8218400
Profit Factor 0.185 0.6772 0.1254 0.9802 2.462 0.5718
Total Trades 62 31 31 62 31 31
Winning Trades 37 17 20 28 18 10
Losing Trades 25 14 11 34 13 21
Profitability (%) 59.6774 54.8387 64.5161 45.1613 58.0645 32.2581
Ratio Avg Win / Avg Loss 0.125 0.5577 0.069 1.1902 1.7781 1.2008
Largest Winning Trade 34479 28613 34479 4047962 4047962 2088116
Largest Losing Trade -1580246 -59516 -1580246 -2997281 -778431 -2997281
Avg Bars in Trades 58 68 47 58 68 47
Avg Bars in Winners 33 38 29 82 90 67
Avg Bars in Losers 93 106 78 38 39 37
Bars Traded 3597 2134 1463 3597 2134 1463
Profit Streak 77.2181 77.2181 122.2181 0 0 0
Trades During Streak 4 2 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -736604 -579226 -577977 -739492 497224 -586050

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3735,
    "evaluation_days": 1867.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599868800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758863645171,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 58,
            "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": [
        [
            -2140075.6264099116,
            -91519.2257498951,
            -2048556.400660017,
            -303223.9086362883,
            4834388.3799332455,
            -5137612.288569536
        ],
        [
            -2140.075626,
            -91.519226,
            -2048.556401,
            -303.223909,
            4834.38838,
            -5137.612289
        ],
        [
            -1.145957,
            -0.049006,
            -1.096951,
            0,
            0.20899,
            0
        ],
        [
            463.987335,
            463.987335,
            463.987335,
            463.987335,
            463.987335,
            463.987335
        ],
        [
            -2212237,
            -141564,
            -2134727,
            -7497195,
            -1384315,
            -8218400
        ],
        [
            0.185003,
            0.677233,
            0.125417,
            0.980188,
            2.461988,
            0.571799
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            37,
            17,
            20,
            28,
            18,
            10
        ],
        [
            25,
            14,
            11,
            34,
            13,
            21
        ],
        [
            59.677419,
            54.83871,
            64.516129,
            45.16129,
            58.064516,
            32.258065
        ],
        [
            0.125002,
            0.557721,
            0.068979,
            1.190228,
            1.778102,
            1.200778
        ],
        [
            34479,
            28613,
            34479,
            4047962,
            4047962,
            2088116
        ],
        [
            -1580246,
            -59516,
            -1580246,
            -2997281,
            -778431,
            -2997281
        ],
        [
            58,
            68,
            47,
            58,
            68,
            47
        ],
        [
            33,
            38,
            29,
            82,
            90,
            67
        ],
        [
            93,
            106,
            78,
            38,
            39,
            37
        ],
        [
            3597,
            2134,
            1463,
            3597,
            2134,
            1463
        ],
        [
            77.218115,
            77.218115,
            122.218115,
            0,
            0,
            0
        ],
        [
            4,
            2,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
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            1.45
        ],
        [
            -736604,
            -579226,
            -577977,
            -739492,
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            -586050
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3735,
    "evaluation_days": 1867.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599868800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758863645171,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 58,
            "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)