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Trade: SAND/USDT/120/SMA/JMA/2510

Strategy
SAND/USDT/120/SMA/JMA/2510
Pair
SAND_USDT
Interval
2h
Score
490004
Daily Profit
0.468304
Profit Factor
1.794490
Profitability
53.636364
Streak
11.467511
Best Strategy
Training Data Length
1876.500000
Evaluation Time
2025-10-04 14:13
Expiration Time
2025-12-11 01:17

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 878772.4485 835849.4992 42922.9493 1006096.4915 5046032.3943 -4039935.9027
Total P&L (%) 878.7724 835.8495 42.9229 1006.0965 5046.0324 -4039.9359
Avg Daily Profit (%) 0.4683 0.4454 0.0229 0.1282 0.2102 0
Buy And Hold Return (%) 317.746 317.746 317.746 317.746 317.746 317.746
Max Trade Drawdown -161457 -163148 -85697 -10552171 -8604407 -7796669
Profit Factor 1.7945 2.3663 1.0868 1.028 1.2652 0.7609
Total Trades 220 110 110 220 110 110
Winning Trades 118 60 58 118 60 58
Losing Trades 102 50 52 102 50 52
Profitability (%) 53.6364 54.5455 52.7273 53.6364 54.5455 52.7273
Ratio Avg Win / Avg Loss 1.5512 1.9719 0.9744 0.8886 1.0543 0.6822
Largest Winning Trade 236797 236797 36826 7974830 7974830 1006210
Largest Losing Trade -56548 -39306 -56548 -6414074 -2350368 -6414074
Avg Bars in Trades 100 96 104 100 96 104
Avg Bars in Winners 113 114 113 113 114 113
Avg Bars in Losers 85 75 95 85 75 95
Bars Traded 22169 10666 11503 22169 10666 11503
Profit Streak 11.4675 11.4675 20.5508 11.4675 11.4675 20.5508
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 490004 454354 -453611 -212665 338904 -579626
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22518,
    "evaluation_days": 1876.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598925600000,
    "last_datapoint_time": 1759572000000,
    "evaluation_time": 1759576392988,
    "expiration_time": 1765408665600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 212,
            "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": [
        [
            878772.4485296861,
            835849.4991981494,
            42922.9493315372,
            1006096.4915396716,
            5046032.394282553,
            -4039935.9027428804
        ],
        [
            878.772449,
            835.849499,
            42.922949,
            1006.096492,
            5046.032394,
            -4039.935903
        ],
        [
            0.468304,
            0.44543,
            0.022874,
            0.128162,
            0.210229,
            0
        ],
        [
            317.746018,
            317.746018,
            317.746018,
            317.746018,
            317.746018,
            317.746018
        ],
        [
            -161457,
            -163148,
            -85697,
            -10552171,
            -8604407,
            -7796669
        ],
        [
            1.79449,
            2.366283,
            1.086833,
            1.028002,
            1.265158,
            0.760946
        ],
        [
            220,
            110,
            110,
            220,
            110,
            110
        ],
        [
            118,
            60,
            58,
            118,
            60,
            58
        ],
        [
            102,
            50,
            52,
            102,
            50,
            52
        ],
        [
            53.636364,
            54.545455,
            52.727273,
            53.636364,
            54.545455,
            52.727273
        ],
        [
            1.551169,
            1.971902,
            0.974402,
            0.888612,
            1.054299,
            0.682228
        ],
        [
            236797,
            236797,
            36826,
            7974830,
            7974830,
            1006210
        ],
        [
            -56548,
            -39306,
            -56548,
            -6414074,
            -2350368,
            -6414074
        ],
        [
            100,
            96,
            104,
            100,
            96,
            104
        ],
        [
            113,
            114,
            113,
            113,
            114,
            113
        ],
        [
            85,
            75,
            95,
            85,
            75,
            95
        ],
        [
            22169,
            10666,
            11503,
            22169,
            10666,
            11503
        ],
        [
            11.467511,
            11.467511,
            20.550845,
            11.467511,
            11.467511,
            20.550845
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            490004,
            454354,
            -453611,
            -212665,
            338904,
            -579626
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22518,
    "evaluation_days": 1876.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598925600000,
    "last_datapoint_time": 1759572000000,
    "evaluation_time": 1759576392988,
    "expiration_time": 1765408665600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 212,
            "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)