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Trade: SAND/USDT/240/SWMA/JMA/4204

Strategy
SAND/USDT/240/SWMA/JMA/4204
Pair
SAND_USDT
Interval
4h
Score
708984
Daily Profit
1.253517
Profit Factor
11.729772
Profitability
46.875000
Streak
0.000000
Best Strategy
Training Data Length
1883.330000
Evaluation Time
2025-10-10 23:00
Expiration Time
2025-12-06 06:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2575276.5279 2360786.12 214490.408 67951584.0996 17755627.9823 50195956.1173
Total P&L (%) 2575.2765 2360.7861 214.4904 67951.5841 17755.628 50195.9561
Avg Daily Profit (%) 1.3674 1.2535 0.1139 0.3469 0.2757 0.3308
Buy And Hold Return (%) 447.0671 447.0671 447.0671 447.0671 447.0671 447.0671
Max Trade Drawdown -65708 -73743 -32023 -38965722 -21044164 -17921558
Profit Factor 8.337 11.7298 2.6376 1.5845 1.2467 2.1334
Total Trades 63 32 31 63 32 31
Winning Trades 31 15 16 31 15 16
Losing Trades 32 17 15 32 17 15
Profitability (%) 49.2063 46.875 51.6129 49.2063 46.875 51.6129
Ratio Avg Win / Avg Loss 8.606 13.2937 2.4728 1.6356 1.413 2.0001
Largest Winning Trade 1762942 1762942 60987 39190367 28601171 39190367
Largest Losing Trade -28770 -28770 -19157 -9811168 -9811168 -7997341
Avg Bars in Trades 172 140 206 172 140 206
Avg Bars in Winners 246 198 290 246 198 290
Avg Bars in Losers 101 88 116 101 88 116
Bars Traded 10883 4490 6393 10883 4490 6393
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 -129948 708984 -201532 -139080 259031 481782
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11300,
    "evaluation_days": 1883.33,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600531200000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760126442250,
    "expiration_time": 1764993600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 218,
            "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": [
        [
            2575276.527946873,
            2360786.1199684893,
            214490.4079783848,
            67951584.09962296,
            17755627.982321214,
            50195956.11730175
        ],
        [
            2575.276528,
            2360.78612,
            214.490408,
            67951.5841,
            17755.627982,
            50195.956117
        ],
        [
            1.367406,
            1.253517,
            0.113889,
            0.346947,
            0.275684,
            0.330839
        ],
        [
            447.067088,
            447.067088,
            447.067088,
            447.067088,
            447.067088,
            447.067088
        ],
        [
            -65708,
            -73743,
            -32023,
            -38965722,
            -21044164,
            -17921558
        ],
        [
            8.337025,
            11.729772,
            2.637639,
            1.584531,
            1.246735,
            2.133416
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            49.206349,
            46.875,
            51.612903,
            49.206349,
            46.875,
            51.612903
        ],
        [
            8.605961,
            13.293741,
            2.472787,
            1.635645,
            1.412966,
            2.000077
        ],
        [
            1762942,
            1762942,
            60987,
            39190367,
            28601171,
            39190367
        ],
        [
            -28770,
            -28770,
            -19157,
            -9811168,
            -9811168,
            -7997341
        ],
        [
            172,
            140,
            206,
            172,
            140,
            206
        ],
        [
            246,
            198,
            290,
            246,
            198,
            290
        ],
        [
            101,
            88,
            116,
            101,
            88,
            116
        ],
        [
            10883,
            4490,
            6393,
            10883,
            4490,
            6393
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -129948,
            708984,
            -201532,
            -139080,
            259031,
            481782
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11300,
    "evaluation_days": 1883.33,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600531200000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760126442250,
    "expiration_time": 1764993600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 218,
            "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)