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Trade: SAND/USDT/15/BBU/ZLMA/2840

Strategy
SAND/USDT/15/BBU/ZLMA/2840
Pair
SAND_USDT
Interval
15m
Score
354984
Daily Profit
0.259629
Profit Factor
1.472163
Profitability
55.670103
Streak
6.939791
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 13:18
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 67612.5194 2256.4668 65356.0526 61658.1019 3553.8487 58104.2532
Total P&L (%) 67.6125 2.2565 65.3561 61.6581 3.5538 58.1043
Avg Daily Profit (%) 0.2596 0.0087 0.251 0.1846 0.0134 0.1761
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -48823 -13610 -40624 -122804 -24923 -107836
Profit Factor 1.4722 1.0695 1.5903 1.21 1.0591 1.2489
Total Trades 97 49 48 97 49 48
Winning Trades 54 27 27 54 27 27
Losing Trades 43 22 21 43 22 21
Profitability (%) 55.6701 55.102 56.25 55.6701 55.102 56.25
Ratio Avg Win / Avg Loss 1.1723 0.8714 1.2369 0.9635 0.863 0.9713
Largest Winning Trade 23523 4102 23523 33819 7244 33819
Largest Losing Trade -27140 -3206 -27140 -65369 -5813 -65369
Avg Bars in Trades 244 16 477 244 16 477
Avg Bars in Winners 264 14 513 264 14 513
Avg Bars in Losers 220 19 431 220 19 431
Bars Traded 23741 819 22922 23741 819 22922
Profit Streak 6.9398 6.9398 7.096 6.9398 6.9398 7.096
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 354984 -491914 352485 199932 -497587 176924
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736385300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758968297914,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 96,
            "offset": 0,
            "std": 2.67007
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 90,
            "offset": 86
        }
    }
}
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": [
        [
            67612.5194008898,
            2256.4667695945,
            65356.0526312953,
            61658.1018664177,
            3553.8486822227,
            58104.2531841951
        ],
        [
            67.612519,
            2.256467,
            65.356053,
            61.658102,
            3.553849,
            58.104253
        ],
        [
            0.259629,
            0.008665,
            0.250964,
            0.184608,
            0.013411,
            0.176057
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -48823,
            -13610,
            -40624,
            -122804,
            -24923,
            -107836
        ],
        [
            1.472163,
            1.069482,
            1.590274,
            1.209989,
            1.059077,
            1.248874
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            54,
            27,
            27,
            54,
            27,
            27
        ],
        [
            43,
            22,
            21,
            43,
            22,
            21
        ],
        [
            55.670103,
            55.102041,
            56.25,
            55.670103,
            55.102041,
            56.25
        ],
        [
            1.172278,
            0.87143,
            1.236879,
            0.96351,
            0.862951,
            0.971347
        ],
        [
            23523,
            4102,
            23523,
            33819,
            7244,
            33819
        ],
        [
            -27140,
            -3206,
            -27140,
            -65369,
            -5813,
            -65369
        ],
        [
            244,
            16,
            477,
            244,
            16,
            477
        ],
        [
            264,
            14,
            513,
            264,
            14,
            513
        ],
        [
            220,
            19,
            431,
            220,
            19,
            431
        ],
        [
            23741,
            819,
            22922,
            23741,
            819,
            22922
        ],
        [
            6.939791,
            6.939791,
            7.096041,
            6.939791,
            6.939791,
            7.096041
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            354984,
            -491914,
            352485,
            199932,
            -497587,
            176924
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736385300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758968297914,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 96,
            "offset": 0,
            "std": 2.67007
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 90,
            "offset": 86
        }
    }
}

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)