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Trade: SAND/USDT/360/JMA/SSF/2550

Strategy
SAND/USDT/360/JMA/SSF/2550
Pair
SAND_USDT
Interval
6h
Score
315105
Daily Profit
0.173742
Profit Factor
2.095422
Profitability
45.714286
Streak
52.238171
Best Strategy
Training Data Length
1879.000000
Evaluation Time
2025-10-06 14:42
Expiration Time
2025-12-01 16:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -519028.6343 202059.8585 -721088.4928 -257320.5334 -2766892.9074 2509572.3739
Total P&L (%) -519.0286 202.0599 -721.0885 -257.3205 -2766.8929 2509.5724
Avg Daily Profit (%) -0.2762 0.1075 -0.3838 0 0 0.1737
Buy And Hold Return (%) 580.0244 580.0244 580.0244 580.0244 580.0244 580.0244
Max Trade Drawdown -639266 -173240 -758669 -1823147 -3106214 -799139
Profit Factor 0.6278 1.5451 0.2957 0.9587 0.2971 2.0954
Total Trades 70 35 35 70 35 35
Winning Trades 26 9 17 29 13 16
Losing Trades 44 26 18 41 22 19
Profitability (%) 37.1429 25.7143 48.5714 41.4286 37.1429 45.7143
Ratio Avg Win / Avg Loss 1.0625 4.4635 0.3131 1.3554 0.5028 2.4883
Largest Winning Trade 164905 164905 37268 2147408 381313 2147408
Largest Losing Trade -399582 -32659 -399582 -669636 -669636 -608093
Avg Bars in Trades 102 95 109 102 95 109
Avg Bars in Winners 75 64 81 82 66 96
Avg Bars in Losers 118 106 136 116 112 120
Bars Traded 7173 3341 3832 7173 3341 3832
Profit Streak 0 0 0 52.2382 72.7382 52.2382
Trades During Streak 0 0 0 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -682888 -239186 -581343 -679811 -584821 315105
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7516,
    "evaluation_days": 1879,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1601661600000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759750977963,
    "expiration_time": 1764600768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 101,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            -519028.6342857096,
            202059.8585138661,
            -721088.4927995757,
            -257320.5334377257,
            -2766892.907352628,
            2509572.373914901
        ],
        [
            -519.028634,
            202.059859,
            -721.088493,
            -257.320533,
            -2766.892907,
            2509.572374
        ],
        [
            -0.276226,
            0.107536,
            -0.383762,
            0,
            0,
            0.173742
        ],
        [
            580.024435,
            580.024435,
            580.024435,
            580.024435,
            580.024435,
            580.024435
        ],
        [
            -639266,
            -173240,
            -758669,
            -1823147,
            -3106214,
            -799139
        ],
        [
            0.627823,
            1.545052,
            0.295714,
            0.958679,
            0.297096,
            2.095422
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            26,
            9,
            17,
            29,
            13,
            16
        ],
        [
            44,
            26,
            18,
            41,
            22,
            19
        ],
        [
            37.142857,
            25.714286,
            48.571429,
            41.428571,
            37.142857,
            45.714286
        ],
        [
            1.062469,
            4.463484,
            0.313109,
            1.355374,
            0.502777,
            2.488313
        ],
        [
            164905,
            164905,
            37268,
            2147408,
            381313,
            2147408
        ],
        [
            -399582,
            -32659,
            -399582,
            -669636,
            -669636,
            -608093
        ],
        [
            102,
            95,
            109,
            102,
            95,
            109
        ],
        [
            75,
            64,
            81,
            82,
            66,
            96
        ],
        [
            118,
            106,
            136,
            116,
            112,
            120
        ],
        [
            7173,
            3341,
            3832,
            7173,
            3341,
            3832
        ],
        [
            0,
            0,
            0,
            52.238171,
            72.738171,
            52.238171
        ],
        [
            0,
            0,
            0,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -682888,
            -239186,
            -581343,
            -679811,
            -584821,
            315105
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7516,
    "evaluation_days": 1879,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1601661600000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759750977963,
    "expiration_time": 1764600768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 101,
            "offset": 0,
            "poles": 2
        }
    }
}

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)