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Trade: SAND/USDT/720/MIDPOINT/JMA/4764

Strategy
SAND/USDT/720/MIDPOINT/JMA/4764
Pair
SAND_USDT
Interval
12h
Score
352403
Daily Profit
0.162009
Profit Factor
2.304711
Profitability
62.068966
Streak
0.000000
Best Strategy
Training Data Length
1875.500000
Evaluation Time
2025-10-03 00:49
Expiration Time
2025-11-27 20:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 379007.9427 567105.749 -188097.8063 2165285.244 183082.8951 1982202.3489
Total P&L (%) 379.0079 567.1057 -188.0978 2165.2852 183.0829 1982.2023
Avg Daily Profit (%) 0.2021 0.3024 -0.1003 0.1665 0.0555 0.162
Buy And Hold Return (%) 574.457 574.457 574.457 574.457 574.457 574.457
Max Trade Drawdown -294643 -86335 -275551 -2272972 -1666230 -631360
Profit Factor 1.5308 3.7677 0.6305 1.48 1.0612 2.3047
Total Trades 59 30 29 59 30 29
Winning Trades 33 16 17 33 15 18
Losing Trades 26 14 12 26 15 11
Profitability (%) 55.9322 53.3333 58.6207 55.9322 50 62.069
Ratio Avg Win / Avg Loss 1.2061 3.2968 0.4451 1.166 1.0612 1.4084
Largest Winning Trade 372045 372045 48467 1191631 1037038 1191631
Largest Losing Trade -266280 -29439 -266280 -1135681 -1135681 -631360
Avg Bars in Trades 59 39 80 59 39 80
Avg Bars in Winners 57 38 75 57 26 84
Avg Bars in Losers 62 39 88 62 52 75
Bars Traded 3520 1176 2344 3520 1176 2344
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -335375 -149589 -579715 -172222 -437851 352403
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3751,
    "evaluation_days": 1875.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1601683200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759441765936,
    "expiration_time": 1764267696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 100,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 94,
            "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": [
        [
            379007.9426675364,
            567105.7490124509,
            -188097.8063449145,
            2165285.2440266223,
            183082.8951417241,
            1982202.3488848982
        ],
        [
            379.007943,
            567.105749,
            -188.097806,
            2165.285244,
            183.082895,
            1982.202349
        ],
        [
            0.202084,
            0.302376,
            -0.100292,
            0.166509,
            0.055498,
            0.162009
        ],
        [
            574.457035,
            574.457035,
            574.457035,
            574.457035,
            574.457035,
            574.457035
        ],
        [
            -294643,
            -86335,
            -275551,
            -2272972,
            -1666230,
            -631360
        ],
        [
            1.530814,
            3.76773,
            0.630538,
            1.479974,
            1.061191,
            2.304711
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            33,
            16,
            17,
            33,
            15,
            18
        ],
        [
            26,
            14,
            12,
            26,
            15,
            11
        ],
        [
            55.932203,
            53.333333,
            58.62069,
            55.932203,
            50,
            62.068966
        ],
        [
            1.206096,
            3.296764,
            0.445086,
            1.16604,
            1.061191,
            1.408435
        ],
        [
            372045,
            372045,
            48467,
            1191631,
            1037038,
            1191631
        ],
        [
            -266280,
            -29439,
            -266280,
            -1135681,
            -1135681,
            -631360
        ],
        [
            59,
            39,
            80,
            59,
            39,
            80
        ],
        [
            57,
            38,
            75,
            57,
            26,
            84
        ],
        [
            62,
            39,
            88,
            62,
            52,
            75
        ],
        [
            3520,
            1176,
            2344,
            3520,
            1176,
            2344
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -335375,
            -149589,
            -579715,
            -172222,
            -437851,
            352403
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3751,
    "evaluation_days": 1875.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1601683200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759441765936,
    "expiration_time": 1764267696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 100,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 94,
            "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)