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Trade: SAND/USDT/120/KCL/JMA/6158

Strategy
SAND/USDT/120/KCL/JMA/6158
Pair
SAND_USDT
Interval
2h
Score
483562
Daily Profit
1.031054
Profit Factor
3.559515
Profitability
33.018868
Streak
0.000000
Best Strategy
Training Data Length
1872.080000
Evaluation Time
2025-09-30 03:53
Expiration Time
2025-12-06 11:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1930215.969 1972578.612 -42362.643 189771.0919 -515365.018 705136.1099
Total P&L (%) 1930.216 1972.5786 -42.3626 189.7711 -515.365 705.1361
Avg Daily Profit (%) 1.0311 1.0537 -0.0226 0.0568 0 0.1115
Buy And Hold Return (%) 298.1701 298.1701 298.1701 298.1701 298.1701 298.1701
Max Trade Drawdown -167918 -188512 -64866 -5299749 -6175746 -599097
Profit Factor 3.5595 4.5565 0.7876 1.0162 0.9471 1.3569
Total Trades 106 53 53 106 53 53
Winning Trades 35 12 23 35 12 23
Losing Trades 71 41 30 71 41 30
Profitability (%) 33.0189 22.6415 43.3962 33.0189 22.6415 43.3962
Ratio Avg Win / Avg Loss 7.2207 15.5681 1.0274 2.0614 3.236 1.7699
Largest Winning Trade 1419504 1419504 15928 4846340 4846340 510798
Largest Losing Trade -35542 -35542 -24466 -1008823 -1008823 -263113
Avg Bars in Trades 203 318 87 203 318 87
Avg Bars in Winners 329 763 102 329 763 102
Avg Bars in Losers 141 188 76 141 188 76
Bars Traded 21547 16899 4648 21547 16899 4648
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 483562 -199943 -761734 -490720 -798542 -229286
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22465,
    "evaluation_days": 1872.08,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598940000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759193605804,
    "expiration_time": 1765013328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 214,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 147,
            "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": [
        [
            1930215.968987281,
            1972578.6120194227,
            -42362.6430321418,
            189771.0919108883,
            -515365.0179995369,
            705136.1099104255
        ],
        [
            1930.215969,
            1972.578612,
            -42.362643,
            189.771092,
            -515.365018,
            705.13611
        ],
        [
            1.031054,
            1.053683,
            -0.022629,
            0.056847,
            0,
            0.11148
        ],
        [
            298.170087,
            298.170087,
            298.170087,
            298.170087,
            298.170087,
            298.170087
        ],
        [
            -167918,
            -188512,
            -64866,
            -5299749,
            -6175746,
            -599097
        ],
        [
            3.559515,
            4.556503,
            0.787649,
            1.016187,
            0.94713,
            1.356938
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            35,
            12,
            23,
            35,
            12,
            23
        ],
        [
            71,
            41,
            30,
            71,
            41,
            30
        ],
        [
            33.018868,
            22.641509,
            43.396226,
            33.018868,
            22.641509,
            43.396226
        ],
        [
            7.220731,
            15.568052,
            1.027368,
            2.061409,
            3.236029,
            1.76992
        ],
        [
            1419504,
            1419504,
            15928,
            4846340,
            4846340,
            510798
        ],
        [
            -35542,
            -35542,
            -24466,
            -1008823,
            -1008823,
            -263113
        ],
        [
            203,
            318,
            87,
            203,
            318,
            87
        ],
        [
            329,
            763,
            102,
            329,
            763,
            102
        ],
        [
            141,
            188,
            76,
            141,
            188,
            76
        ],
        [
            21547,
            16899,
            4648,
            21547,
            16899,
            4648
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            483562,
            -199943,
            -761734,
            -490720,
            -798542,
            -229286
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22465,
    "evaluation_days": 1872.08,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598940000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759193605804,
    "expiration_time": 1765013328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 214,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 147,
            "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)