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Trade: SAND/USDT/120/SWMA/ZLMA/5068

Strategy
SAND/USDT/120/SWMA/ZLMA/5068
Pair
SAND_USDT
Interval
2h
Score
319020
Daily Profit
0.531479
Profit Factor
2.066335
Profitability
35.714286
Streak
0.000000
Best Strategy
Training Data Length
1884.250000
Evaluation Time
2025-10-12 08:45
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 1001438.8692 1001297.9023 140.9669 397776.5761 64192.3169 333584.2592
Total P&L (%) 1001.4389 1001.2979 0.141 397.7766 64.1923 333.5843
Avg Daily Profit (%) 0.5315 0.5314 0.0001 0.0852 0.0263 0.0779
Buy And Hold Return (%) 191.9697 191.9697 191.9697 191.9697 191.9697 191.9697
Max Trade Drawdown -125099 -85230 -201229 -415115 -421370 -211144
Profit Factor 2.0663 3.4488 1.0003 1.1716 1.0536 1.2978
Total Trades 154 77 77 154 77 77
Winning Trades 55 21 34 55 21 34
Losing Trades 99 56 43 99 56 43
Profitability (%) 35.7143 27.2727 44.1558 35.7143 27.2727 44.1558
Ratio Avg Win / Avg Loss 3.7194 9.1967 1.265 2.109 2.8096 1.6413
Largest Winning Trade 654312 654312 47479 473222 473222 179340
Largest Losing Trade -59361 -19630 -59361 -134649 -95841 -134649
Avg Bars in Trades 145 127 162 145 127 162
Avg Bars in Winners 260 236 275 260 236 275
Avg Bars in Losers 80 87 72 80 87 72
Bars Traded 22333 9845 12488 22333 9845 12488
Profit Streak 0 0 35.3234 0 0 35.3234
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 319020 -45479 -622406 -120947 -545684 -140108
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": 1598918400000,
    "last_datapoint_time": 1760241600000,
    "evaluation_time": 1760247937674,
    "expiration_time": 1766102371200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 101,
            "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": [
        [
            1001438.8691529003,
            1001297.9022908262,
            140.966862074,
            397776.5760762155,
            64192.3168965732,
            333584.2591796426
        ],
        [
            1001.438869,
            1001.297902,
            0.140967,
            397.776576,
            64.192317,
            333.584259
        ],
        [
            0.531479,
            0.531404,
            7.5e-5,
            0.085215,
            0.02632,
            0.077882
        ],
        [
            191.969728,
            191.969728,
            191.969728,
            191.969728,
            191.969728,
            191.969728
        ],
        [
            -125099,
            -85230,
            -201229,
            -415115,
            -421370,
            -211144
        ],
        [
            2.066335,
            3.448781,
            1.000266,
            1.171647,
            1.053617,
            1.297797
        ],
        [
            154,
            77,
            77,
            154,
            77,
            77
        ],
        [
            55,
            21,
            34,
            55,
            21,
            34
        ],
        [
            99,
            56,
            43,
            99,
            56,
            43
        ],
        [
            35.714286,
            27.272727,
            44.155844,
            35.714286,
            27.272727,
            44.155844
        ],
        [
            3.719404,
            9.196748,
            1.265042,
            2.108964,
            2.809645,
            1.641331
        ],
        [
            654312,
            654312,
            47479,
            473222,
            473222,
            179340
        ],
        [
            -59361,
            -19630,
            -59361,
            -134649,
            -95841,
            -134649
        ],
        [
            145,
            127,
            162,
            145,
            127,
            162
        ],
        [
            260,
            236,
            275,
            260,
            236,
            275
        ],
        [
            80,
            87,
            72,
            80,
            87,
            72
        ],
        [
            22333,
            9845,
            12488,
            22333,
            9845,
            12488
        ],
        [
            0,
            0,
            35.323353,
            0,
            0,
            35.323353
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319020,
            -45479,
            -622406,
            -120947,
            -545684,
            -140108
        ]
    ]
}
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": 1598918400000,
    "last_datapoint_time": 1760241600000,
    "evaluation_time": 1760247937674,
    "expiration_time": 1766102371200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 101,
            "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)