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Trade: SAND/USDT/360/SSF/JMA/1526

Strategy
SAND/USDT/360/SSF/JMA/1526
Pair
SAND_USDT
Interval
6h
Score
625492
Daily Profit
1.091663
Profit Factor
5.274773
Profitability
43.529412
Streak
0.000000
Best Strategy
Training Data Length
1871.750000
Evaluation Time
2025-09-29 06:59
Expiration Time
2025-11-24 05:39

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2043320.0998 1890901.5181 152418.5816 16299489.7317 1269909.4725 15029580.2592
Total P&L (%) 2043.3201 1890.9015 152.4186 16299.4897 1269.9095 15029.5803
Avg Daily Profit (%) 1.0917 1.0102 0.0814 0.2728 0.1399 0.2685
Buy And Hold Return (%) 451.1184 451.1184 451.1184 451.1184 451.1184 451.1184
Max Trade Drawdown -106941 -88848 -54977 -9747225 -8965940 -2489581
Profit Factor 5.2748 7.1972 1.8817 1.4529 1.0476 2.6173
Total Trades 85 43 42 85 43 42
Winning Trades 37 15 22 37 15 22
Losing Trades 48 28 20 48 28 20
Profitability (%) 43.5294 34.8837 52.381 43.5294 34.8837 52.381
Ratio Avg Win / Avg Loss 6.8429 13.4348 1.7106 1.8848 1.9555 2.3793
Largest Winning Trade 1267825 1267825 56632 5665008 5665008 3343986
Largest Losing Trade -35659 -35659 -26328 -5490924 -5490924 -1300700
Avg Bars in Trades 86 67 105 86 67 105
Avg Bars in Winners 144 125 157 144 125 157
Avg Bars in Losers 41 36 47 41 36 47
Bars Traded 7323 2904 4419 7323 2904 4419
Profit Streak 0 0 323.9161 0 0 323.9161
Trades During Streak 0 0 5 0 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 625492 503897 -244699 306008 -182012 552703
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7487,
    "evaluation_days": 1871.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599890400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759118347915,
    "expiration_time": 1763955576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 99,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 116,
            "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": [
        [
            2043320.0997642647,
            1890901.5181149375,
            152418.5816493272,
            16299489.731723012,
            1269909.4724780703,
            15029580.259244941
        ],
        [
            2043.3201,
            1890.901518,
            152.418582,
            16299.489732,
            1269.909472,
            15029.580259
        ],
        [
            1.091663,
            1.010232,
            0.081431,
            0.272835,
            0.139931,
            0.268517
        ],
        [
            451.118374,
            451.118374,
            451.118374,
            451.118374,
            451.118374,
            451.118374
        ],
        [
            -106941,
            -88848,
            -54977,
            -9747225,
            -8965940,
            -2489581
        ],
        [
            5.274773,
            7.197226,
            1.881672,
            1.452871,
            1.047565,
            2.617257
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            37,
            15,
            22,
            37,
            15,
            22
        ],
        [
            48,
            28,
            20,
            48,
            28,
            20
        ],
        [
            43.529412,
            34.883721,
            52.380952,
            43.529412,
            34.883721,
            52.380952
        ],
        [
            6.842948,
            13.434822,
            1.710611,
            1.884806,
            1.955455,
            2.379324
        ],
        [
            1267825,
            1267825,
            56632,
            5665008,
            5665008,
            3343986
        ],
        [
            -35659,
            -35659,
            -26328,
            -5490924,
            -5490924,
            -1300700
        ],
        [
            86,
            67,
            105,
            86,
            67,
            105
        ],
        [
            144,
            125,
            157,
            144,
            125,
            157
        ],
        [
            41,
            36,
            47,
            41,
            36,
            47
        ],
        [
            7323,
            2904,
            4419,
            7323,
            2904,
            4419
        ],
        [
            0,
            0,
            323.916064,
            0,
            0,
            323.916064
        ],
        [
            0,
            0,
            5,
            0,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            625492,
            503897,
            -244699,
            306008,
            -182012,
            552703
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7487,
    "evaluation_days": 1871.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599890400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759118347915,
    "expiration_time": 1763955576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 99,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 116,
            "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)