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Trade: SAND/USDT/120/MIDPRICE/JMA/3540

Strategy
SAND/USDT/120/MIDPRICE/JMA/3540
Pair
SAND_USDT
Interval
2h
Score
447658
Daily Profit
0.419781
Profit Factor
1.750126
Profitability
50.490196
Streak
22.520260
Best Strategy
Training Data Length
1873.920000
Evaluation Time
2025-10-01 23:29
Expiration Time
2025-12-08 09:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 786636.0678 706276.9684 80359.0994 813824.9886 581595.8166 232229.172
Total P&L (%) 786.6361 706.277 80.3591 813.825 581.5958 232.2292
Avg Daily Profit (%) 0.4198 0.3769 0.0429 0.1181 0.1025 0.0641
Buy And Hold Return (%) 293.6752 293.6752 293.6752 293.6752 293.6752 293.6752
Max Trade Drawdown -134158 -55697 -222822 -392640 -319404 -301377
Profit Factor 1.7501 2.561 1.1348 1.3013 1.4882 1.1539
Total Trades 204 102 102 204 102 102
Winning Trades 103 48 55 103 48 55
Losing Trades 101 54 47 101 54 47
Profitability (%) 50.4902 47.0588 53.9216 50.4902 47.0588 53.9216
Ratio Avg Win / Avg Loss 1.7161 2.8811 0.9697 1.2761 1.6743 0.986
Largest Winning Trade 135755 135755 52396 370187 245038 370187
Largest Losing Trade -92196 -29396 -92196 -215289 -89661 -215289
Avg Bars in Trades 108 91 125 108 91 125
Avg Bars in Winners 128 100 152 128 100 152
Avg Bars in Losers 88 82 95 88 82 95
Bars Traded 22126 9290 12836 22126 9290 12836
Profit Streak 22.5203 41.1036 22.5203 22.5203 41.1036 22.5203
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 447658 352967 -374568 -35499 -60873 -325312
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22487,
    "evaluation_days": 1873.92,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598889600000,
    "last_datapoint_time": 1759348800000,
    "evaluation_time": 1759350550486,
    "expiration_time": 1765177430400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 139,
            "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": [
        [
            786636.0677768532,
            706276.9683524136,
            80359.0994244394,
            813824.9885943509,
            581595.8165989612,
            232229.1719953898
        ],
        [
            786.636068,
            706.276968,
            80.359099,
            813.824989,
            581.595817,
            232.229172
        ],
        [
            0.419781,
            0.376898,
            0.042883,
            0.118136,
            0.102472,
            0.064092
        ],
        [
            293.675151,
            293.675151,
            293.675151,
            293.675151,
            293.675151,
            293.675151
        ],
        [
            -134158,
            -55697,
            -222822,
            -392640,
            -319404,
            -301377
        ],
        [
            1.750126,
            2.561021,
            1.13478,
            1.301345,
            1.488243,
            1.153851
        ],
        [
            204,
            102,
            102,
            204,
            102,
            102
        ],
        [
            103,
            48,
            55,
            103,
            48,
            55
        ],
        [
            101,
            54,
            47,
            101,
            54,
            47
        ],
        [
            50.490196,
            47.058824,
            53.921569,
            50.490196,
            47.058824,
            53.921569
        ],
        [
            1.716143,
            2.881148,
            0.969721,
            1.276076,
            1.674273,
            0.986018
        ],
        [
            135755,
            135755,
            52396,
            370187,
            245038,
            370187
        ],
        [
            -92196,
            -29396,
            -92196,
            -215289,
            -89661,
            -215289
        ],
        [
            108,
            91,
            125,
            108,
            91,
            125
        ],
        [
            128,
            100,
            152,
            128,
            100,
            152
        ],
        [
            88,
            82,
            95,
            88,
            82,
            95
        ],
        [
            22126,
            9290,
            12836,
            22126,
            9290,
            12836
        ],
        [
            22.52026,
            41.103593,
            22.52026,
            22.52026,
            41.103594,
            22.52026
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            447658,
            352967,
            -374568,
            -35499,
            -60873,
            -325312
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22487,
    "evaluation_days": 1873.92,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598889600000,
    "last_datapoint_time": 1759348800000,
    "evaluation_time": 1759350550486,
    "expiration_time": 1765177430400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 139,
            "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)