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Trade: SAND/USDT/120/ZLMA/ZLMA/1651

Strategy
SAND/USDT/120/ZLMA/ZLMA/1651
Pair
SAND_USDT
Interval
2h
Score
322385
Daily Profit
0.402905
Profit Factor
1.424442
Profitability
43.050193
Streak
12.573379
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 759174.1833 748639.3692 10534.8141 482486.5884 841189.5546 -358702.9663
Total P&L (%) 759.1742 748.6394 10.5348 482.4866 841.1896 -358.703
Avg Daily Profit (%) 0.4029 0.3973 0.0056 0.0936 0.1191 0
Buy And Hold Return (%) 282.7299 282.7299 282.7299 282.7299 282.7299 282.7299
Max Trade Drawdown -172519 -119642 -124218 -3601666 -2728608 -2216808
Profit Factor 1.4244 1.8577 1.0115 1.0208 1.0772 0.9708
Total Trades 518 259 259 518 259 259
Winning Trades 223 106 117 223 106 117
Losing Trades 295 153 142 295 153 142
Profitability (%) 43.0502 40.9266 45.1737 43.0502 40.9266 45.1737
Ratio Avg Win / Avg Loss 1.8844 2.6814 1.2276 1.3504 1.5548 1.1782
Largest Winning Trade 221200 221200 32358 1255822 1255822 871425
Largest Losing Trade -37749 -37749 -34174 -954525 -486872 -954525
Avg Bars in Trades 43 44 41 43 44 41
Avg Bars in Winners 57 58 56 57 58 56
Avg Bars in Losers 32 35 28 32 35 28
Bars Traded 22330 11644 10686 22330 11644 10686
Profit Streak 12.5734 14.4067 0 12.5734 14.4067 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 322385 276797 -560080 -273913 -173413 -580188
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": 1598292000000,
    "last_datapoint_time": 1760241600000,
    "evaluation_time": 1760247939979,
    "expiration_time": 1766102371200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 107,
            "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": [
        [
            759174.1833001607,
            748639.3692102733,
            10534.814089888,
            482486.5883605563,
            841189.5546421725,
            -358702.9662816121
        ],
        [
            759.174183,
            748.639369,
            10.534814,
            482.486588,
            841.189555,
            -358.702966
        ],
        [
            0.402905,
            0.397314,
            0.005591,
            0.093563,
            0.119056,
            0
        ],
        [
            282.72987,
            282.72987,
            282.72987,
            282.72987,
            282.72987,
            282.72987
        ],
        [
            -172519,
            -119642,
            -124218,
            -3601666,
            -2728608,
            -2216808
        ],
        [
            1.424442,
            1.8577,
            1.011503,
            1.020815,
            1.077201,
            0.970798
        ],
        [
            518,
            259,
            259,
            518,
            259,
            259
        ],
        [
            223,
            106,
            117,
            223,
            106,
            117
        ],
        [
            295,
            153,
            142,
            295,
            153,
            142
        ],
        [
            43.050193,
            40.926641,
            45.173745,
            43.050193,
            40.926641,
            45.173745
        ],
        [
            1.884351,
            2.681397,
            1.227637,
            1.350406,
            1.554828,
            1.178233
        ],
        [
            221200,
            221200,
            32358,
            1255822,
            1255822,
            871425
        ],
        [
            -37749,
            -37749,
            -34174,
            -954525,
            -486872,
            -954525
        ],
        [
            43,
            44,
            41,
            43,
            44,
            41
        ],
        [
            57,
            58,
            56,
            57,
            58,
            56
        ],
        [
            32,
            35,
            28,
            32,
            35,
            28
        ],
        [
            22330,
            11644,
            10686,
            22330,
            11644,
            10686
        ],
        [
            12.573379,
            14.406713,
            0,
            12.573379,
            14.406713,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            322385,
            276797,
            -560080,
            -273913,
            -173413,
            -580188
        ]
    ]
}
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": 1598292000000,
    "last_datapoint_time": 1760241600000,
    "evaluation_time": 1760247939979,
    "expiration_time": 1766102371200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 107,
            "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)