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Trade: SAND/USDT/720/PWMA/JMA/6011

Strategy
SAND/USDT/720/PWMA/JMA/6011
Pair
SAND_USDT
Interval
12h
Score
503373
Daily Profit
0.911807
Profit Factor
6.101501
Profitability
36.111111
Streak
55.541770
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-27 16:00
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 1723086.2956 1702799.96 20286.3356 1164320.8654 1952683.7839 -788362.9186
Total P&L (%) 1723.0863 1702.8 20.2863 1164.3209 1952.6838 -788.3629
Avg Daily Profit (%) 0.9227 0.9118 0.0109 0.1359 0.1619 0
Buy And Hold Return (%) 538.5291 538.5291 538.5291 538.5291 538.5291 538.5291
Max Trade Drawdown -124844 -149635 -79000 -5749653 -5595038 -2854279
Profit Factor 3.9794 6.1015 1.083 1.0746 1.2095 0.8746
Total Trades 72 36 36 72 36 36
Winning Trades 29 13 16 29 13 16
Losing Trades 43 23 20 43 23 20
Profitability (%) 40.2778 36.1111 44.4444 40.2778 36.1111 44.4444
Ratio Avg Win / Avg Loss 5.9004 10.795 1.3537 1.5934 2.1399 1.0932
Largest Winning Trade 1395041 1395041 62815 5051692 5051692 1231056
Largest Losing Trade -39310 -33057 -39310 -1549837 -1549837 -1509836
Avg Bars in Trades 49 43 56 49 43 56
Avg Bars in Winners 78 71 83 78 71 83
Avg Bars in Losers 30 27 34 30 27 34
Bars Traded 3599 1558 2041 3599 1558 2041
Profit Streak 0 55.5418 0 0 55.5418 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -70173 503373 -475542 -241835 34493 -581273
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": 1601208000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758978008903,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 47,
            "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": [
        [
            1723086.295593881,
            1702799.9599620597,
            20286.3356318217,
            1164320.865360038,
            1952683.783935957,
            -788362.9185759207
        ],
        [
            1723.086296,
            1702.79996,
            20.286336,
            1164.320865,
            1952.683784,
            -788.362919
        ],
        [
            0.92267,
            0.911807,
            0.010863,
            0.135949,
            0.161937,
            0
        ],
        [
            538.52914,
            538.52914,
            538.52914,
            538.52914,
            538.52914,
            538.52914
        ],
        [
            -124844,
            -149635,
            -79000,
            -5749653,
            -5595038,
            -2854279
        ],
        [
            3.979363,
            6.101501,
            1.082952,
            1.074611,
            1.209508,
            0.874563
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            29,
            13,
            16,
            29,
            13,
            16
        ],
        [
            43,
            23,
            20,
            43,
            23,
            20
        ],
        [
            40.277778,
            36.111111,
            44.444444,
            40.277778,
            36.111111,
            44.444444
        ],
        [
            5.900435,
            10.794964,
            1.353689,
            1.593388,
            2.139898,
            1.093204
        ],
        [
            1395041,
            1395041,
            62815,
            5051692,
            5051692,
            1231056
        ],
        [
            -39310,
            -33057,
            -39310,
            -1549837,
            -1549837,
            -1509836
        ],
        [
            49,
            43,
            56,
            49,
            43,
            56
        ],
        [
            78,
            71,
            83,
            78,
            71,
            83
        ],
        [
            30,
            27,
            34,
            30,
            27,
            34
        ],
        [
            3599,
            1558,
            2041,
            3599,
            1558,
            2041
        ],
        [
            0,
            55.54177,
            0,
            0,
            55.54177,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -70173,
            503373,
            -475542,
            -241835,
            34493,
            -581273
        ]
    ]
}
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": 1601208000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758978008903,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 47,
            "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)