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Trade: SAND/USDT/120/RMA/ZLMA/8388

Strategy
SAND/USDT/120/RMA/ZLMA/8388
Pair
SAND_USDT
Interval
2h
Score
340356
Daily Profit
0.702766
Profit Factor
2.705115
Profitability
32.231405
Streak
0.000000
Best Strategy
Training Data Length
1884.250000
Evaluation Time
2025-10-12 08:01
Expiration Time
2025-12-19 01:59

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1324187.2899 1234285.4411 89901.8488 3516431.5284 -50042.6112 3566474.1397
Total P&L (%) 1324.1873 1234.2854 89.9018 3516.4315 -50.0426 3566.4741
Avg Daily Profit (%) 0.7028 0.6551 0.0477 0.1906 -0.0368 0.1913
Buy And Hold Return (%) 272.1394 272.1394 272.1394 272.1394 272.1394 272.1394
Max Trade Drawdown -114597 -85014 -70018 -5672834 -5402914 -2763274
Profit Factor 2.7051 4.0268 1.2438 1.1043 0.9972 1.2249
Total Trades 121 61 60 121 61 60
Winning Trades 39 14 25 39 14 25
Losing Trades 82 47 35 82 47 35
Profitability (%) 32.2314 22.9508 41.6667 32.2314 22.9508 41.6667
Ratio Avg Win / Avg Loss 5.6877 13.5184 1.7413 2.3219 3.3477 1.7149
Largest Winning Trade 550298 550298 61525 5354626 5354626 3262907
Largest Losing Trade -36051 -36051 -30070 -1435756 -1014632 -1435756
Avg Bars in Trades 185 157 213 185 157 213
Avg Bars in Winners 375 352 388 375 352 388
Avg Bars in Losers 94 99 88 94 99 88
Bars Traded 22406 9598 12808 22406 9598 12808
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 340356 -183542 -466815 -103293 -778804 -163999
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22611,
    "evaluation_days": 1884.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598328000000,
    "last_datapoint_time": 1760241600000,
    "evaluation_time": 1760245309783,
    "expiration_time": 1766102371200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 129,
            "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": [
        [
            1324187.2898720505,
            1234285.4411212145,
            89901.8487508347,
            3516431.5284464625,
            -50042.6112102605,
            3566474.139656724
        ],
        [
            1324.18729,
            1234.285441,
            89.901849,
            3516.431528,
            -50.042611,
            3566.47414
        ],
        [
            0.702766,
            0.655054,
            0.047712,
            0.190606,
            -0.036825,
            0.191337
        ],
        [
            272.139378,
            272.139378,
            272.139378,
            272.139378,
            272.139378,
            272.139378
        ],
        [
            -114597,
            -85014,
            -70018,
            -5672834,
            -5402914,
            -2763274
        ],
        [
            2.705115,
            4.026753,
            1.243765,
            1.104322,
            0.997196,
            1.224899
        ],
        [
            121,
            61,
            60,
            121,
            61,
            60
        ],
        [
            39,
            14,
            25,
            39,
            14,
            25
        ],
        [
            82,
            47,
            35,
            82,
            47,
            35
        ],
        [
            32.231405,
            22.95082,
            41.666667,
            32.231405,
            22.95082,
            41.666667
        ],
        [
            5.687679,
            13.518385,
            1.741271,
            2.321908,
            3.347731,
            1.714859
        ],
        [
            550298,
            550298,
            61525,
            5354626,
            5354626,
            3262907
        ],
        [
            -36051,
            -36051,
            -30070,
            -1435756,
            -1014632,
            -1435756
        ],
        [
            185,
            157,
            213,
            185,
            157,
            213
        ],
        [
            375,
            352,
            388,
            375,
            352,
            388
        ],
        [
            94,
            99,
            88,
            94,
            99,
            88
        ],
        [
            22406,
            9598,
            12808,
            22406,
            9598,
            12808
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            340356,
            -183542,
            -466815,
            -103293,
            -778804,
            -163999
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22611,
    "evaluation_days": 1884.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598328000000,
    "last_datapoint_time": 1760241600000,
    "evaluation_time": 1760245309783,
    "expiration_time": 1766102371200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 129,
            "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)