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Trade: SAND/USDT/240/SSF/JMA/6534

Strategy
SAND/USDT/240/SSF/JMA/6534
Pair
SAND_USDT
Interval
4h
Score
568839
Daily Profit
0.668793
Profit Factor
2.581339
Profitability
50.000000
Streak
31.588072
Best Strategy
Training Data Length
1883.000000
Evaluation Time
2025-10-10 13:06
Expiration Time
2025-12-05 21:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1259336.8882 1156943.574 102393.3142 2807402.4965 1679147.69 1128254.8065
Total P&L (%) 1259.3369 1156.9436 102.3933 2807.4025 1679.1477 1128.2548
Avg Daily Profit (%) 0.6688 0.6144 0.0544 0.1791 0.153 0.1333
Buy And Hold Return (%) 304.1592 304.1592 304.1592 304.1592 304.1592 304.1592
Max Trade Drawdown -129359 -69728 -154025 -4794126 -4341068 -1989720
Profit Factor 2.5813 3.8475 1.2625 1.1594 1.1629 1.1545
Total Trades 148 74 74 148 74 74
Winning Trades 74 34 40 74 34 40
Losing Trades 74 40 34 74 40 34
Profitability (%) 50 45.9459 54.0541 50 45.9459 54.0541
Ratio Avg Win / Avg Loss 2.5813 4.5265 1.0731 1.1594 1.3682 0.9813
Largest Winning Trade 520997 520997 49795 4402896 4402896 1669699
Largest Losing Trade -85217 -29987 -85217 -2155292 -2155292 -1017284
Avg Bars in Trades 74 70 78 74 70 78
Avg Bars in Winners 95 89 101 95 89 101
Avg Bars in Losers 53 54 52 53 54 52
Bars Traded 11043 5215 5828 11043 5215 5828
Profit Streak 31.5881 33.2547 0 31.5881 33.2547 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 568839 -49360 -349880 -36370 -100133 -133095
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11298,
    "evaluation_days": 1883,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598760000000,
    "last_datapoint_time": 1760083200000,
    "evaluation_time": 1760090809453,
    "expiration_time": 1764963936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 93,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 95,
            "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": [
        [
            1259336.8881844676,
            1156943.5740177536,
            102393.3141667141,
            2807402.496505502,
            1679147.6899857451,
            1128254.806519758
        ],
        [
            1259.336888,
            1156.943574,
            102.393314,
            2807.402497,
            1679.14769,
            1128.254807
        ],
        [
            0.668793,
            0.614415,
            0.054378,
            0.179122,
            0.152996,
            0.13329
        ],
        [
            304.15916,
            304.15916,
            304.15916,
            304.15916,
            304.15916,
            304.15916
        ],
        [
            -129359,
            -69728,
            -154025,
            -4794126,
            -4341068,
            -1989720
        ],
        [
            2.581339,
            3.847543,
            1.262494,
            1.159423,
            1.162943,
            1.154458
        ],
        [
            148,
            74,
            74,
            148,
            74,
            74
        ],
        [
            74,
            34,
            40,
            74,
            34,
            40
        ],
        [
            74,
            40,
            34,
            74,
            40,
            34
        ],
        [
            50,
            45.945946,
            54.054054,
            50,
            45.945946,
            54.054054
        ],
        [
            2.581339,
            4.526522,
            1.07312,
            1.159423,
            1.368168,
            0.981289
        ],
        [
            520997,
            520997,
            49795,
            4402896,
            4402896,
            1669699
        ],
        [
            -85217,
            -29987,
            -85217,
            -2155292,
            -2155292,
            -1017284
        ],
        [
            74,
            70,
            78,
            74,
            70,
            78
        ],
        [
            95,
            89,
            101,
            95,
            89,
            101
        ],
        [
            53,
            54,
            52,
            53,
            54,
            52
        ],
        [
            11043,
            5215,
            5828,
            11043,
            5215,
            5828
        ],
        [
            31.588072,
            33.254739,
            0,
            31.588072,
            33.254739,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            568839,
            -49360,
            -349880,
            -36370,
            -100133,
            -133095
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11298,
    "evaluation_days": 1883,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598760000000,
    "last_datapoint_time": 1760083200000,
    "evaluation_time": 1760090809453,
    "expiration_time": 1764963936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 93,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 95,
            "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)