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Trade: SAND/USDT/360/JMA/KCB/2352

Strategy
SAND/USDT/360/JMA/KCB/2352
Pair
SAND_USDT
Interval
6h
Score
302490
Daily Profit
0.180363
Profit Factor
1.528677
Profitability
63.636364
Streak
28.009025
Best Strategy
Training Data Length
1877.000000
Evaluation Time
2025-10-04 15:13
Expiration Time
2025-11-29 15:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1829075.7274 -52576.658 -1776499.0694 4387.8983 -2839621.209 2844009.1073
Total P&L (%) -1829.0757 -52.5767 -1776.4991 4.3879 -2839.6212 2844.0091
Avg Daily Profit (%) -0.9745 -0.028 -0.9465 0.0023 0 0.1804
Buy And Hold Return (%) 612.2449 612.2449 612.2449 612.2449 612.2449 612.2449
Max Trade Drawdown -1932071 -150176 -1853476 -5403000 -4708775 -1855451
Profit Factor 0.2557 0.8447 0.1615 1.0004 0.5425 1.5287
Total Trades 88 44 44 88 44 44
Winning Trades 52 25 27 52 24 28
Losing Trades 36 19 17 36 20 16
Profitability (%) 59.0909 56.8182 61.3636 59.0909 54.5455 63.6364
Ratio Avg Win / Avg Loss 0.177 0.642 0.1017 0.6926 0.4521 0.8735
Largest Winning Trade 31108 31108 28535 2771269 700598 2771269
Largest Losing Trade -1283307 -58601 -1283307 -3201981 -3201981 -1840797
Avg Bars in Trades 83 97 70 83 97 70
Avg Bars in Winners 57 66 48 67 76 59
Avg Bars in Losers 122 137 105 107 121 90
Bars Traded 7377 4273 3104 7377 4273 3104
Profit Streak 28.009 39.509 28.009 28.009 39.509 28.009
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578354 -579288 -578705 -574886 -579583 302490
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7508,
    "evaluation_days": 1877,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599285600000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759579979750,
    "expiration_time": 1764422784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 61,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            -1829075.7273995774,
            -52576.6579537137,
            -1776499.0694458631,
            4387.8982851437,
            -2839621.209017726,
            2844009.107302869
        ],
        [
            -1829.075727,
            -52.576658,
            -1776.499069,
            4.387898,
            -2839.621209,
            2844.009107
        ],
        [
            -0.974468,
            -0.028011,
            -0.946457,
            0.002288,
            0,
            0.180363
        ],
        [
            612.244898,
            612.244898,
            612.244898,
            612.244898,
            612.244898,
            612.244898
        ],
        [
            -1932071,
            -150176,
            -1853476,
            -5403000,
            -4708775,
            -1855451
        ],
        [
            0.255654,
            0.844723,
            0.161511,
            1.000379,
            0.542548,
            1.528677
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            52,
            25,
            27,
            52,
            24,
            28
        ],
        [
            36,
            19,
            17,
            36,
            20,
            16
        ],
        [
            59.090909,
            56.818182,
            61.363636,
            59.090909,
            54.545455,
            63.636364
        ],
        [
            0.176991,
            0.64199,
            0.101692,
            0.69257,
            0.452123,
            0.87353
        ],
        [
            31108,
            31108,
            28535,
            2771269,
            700598,
            2771269
        ],
        [
            -1283307,
            -58601,
            -1283307,
            -3201981,
            -3201981,
            -1840797
        ],
        [
            83,
            97,
            70,
            83,
            97,
            70
        ],
        [
            57,
            66,
            48,
            67,
            76,
            59
        ],
        [
            122,
            137,
            105,
            107,
            121,
            90
        ],
        [
            7377,
            4273,
            3104,
            7377,
            4273,
            3104
        ],
        [
            28.009025,
            39.509025,
            28.009025,
            28.009025,
            39.509025,
            28.009025
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -578354,
            -579288,
            -578705,
            -574886,
            -579583,
            302490
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7508,
    "evaluation_days": 1877,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599285600000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759579979750,
    "expiration_time": 1764422784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 61,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)