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Trade: SAND/USDT/15/ZLMA/BBM/4651

Strategy
SAND/USDT/15/ZLMA/BBM/4651
Pair
SAND_USDT
Interval
15m
Score
303908
Daily Profit
0.182615
Profit Factor
1.460155
Profitability
73.493976
Streak
17.580987
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-02 09:41
Expiration Time
2025-12-16 08:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 29522.0545 -18034.5351 47556.5896 8222.6631 -30164.8371 38387.5002
Total P&L (%) 29.5221 -18.0345 47.5566 8.2227 -30.1648 38.3875
Avg Daily Profit (%) 0.1134 -0.0693 0.1826 0.0303 -0.1378 0.1248
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72567 -34650 -46264 -93781 -43418 -58769
Profit Factor 1.1062 0.8967 1.4602 1.0245 0.854 1.2962
Total Trades 167 84 83 167 84 83
Winning Trades 112 51 61 112 51 61
Losing Trades 55 33 22 55 33 22
Profitability (%) 67.0659 60.7143 73.494 67.0659 60.7143 73.494
Ratio Avg Win / Avg Loss 0.5432 0.5802 0.5266 0.5031 0.5526 0.4675
Largest Winning Trade 11392 11392 8661 15585 15585 10115
Largest Losing Trade -24312 -19092 -24312 -35885 -18233 -35885
Avg Bars in Trades 147 158 135 147 158 135
Avg Bars in Winners 85 80 89 85 80 89
Avg Bars in Losers 272 278 263 272 278 263
Bars Traded 24549 13293 11256 24549 13293 11256
Profit Streak 5.1122 5.1122 17.581 5.1122 5.1122 17.581
Trades During Streak 4 2 4 4 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -146766 -579653 303908 -510049 -579653 -27209
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736887500000,
    "first_datapoint_time": 1737061200000,
    "last_datapoint_time": 1759386600000,
    "evaluation_time": 1759387297283,
    "expiration_time": 1765866600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 165,
            "offset": 0,
            "std": 2.45743
        }
    }
}
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": [
        [
            29522.0545157312,
            -18034.5350649163,
            47556.5895806477,
            8222.6630889094,
            -30164.8370821375,
            38387.5001710468
        ],
        [
            29.522055,
            -18.034535,
            47.55659,
            8.222663,
            -30.164837,
            38.3875
        ],
        [
            0.113363,
            -0.069252,
            0.182615,
            0.030348,
            -0.137772,
            0.124833
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72567,
            -34650,
            -46264,
            -93781,
            -43418,
            -58769
        ],
        [
            1.106246,
            0.89666,
            1.460155,
            1.024454,
            0.854029,
            1.29621
        ],
        [
            167,
            84,
            83,
            167,
            84,
            83
        ],
        [
            112,
            51,
            61,
            112,
            51,
            61
        ],
        [
            55,
            33,
            22,
            55,
            33,
            22
        ],
        [
            67.065868,
            60.714286,
            73.493976,
            67.065868,
            60.714286,
            73.493976
        ],
        [
            0.543246,
            0.580192,
            0.526613,
            0.50308,
            0.552607,
            0.467486
        ],
        [
            11392,
            11392,
            8661,
            15585,
            15585,
            10115
        ],
        [
            -24312,
            -19092,
            -24312,
            -35885,
            -18233,
            -35885
        ],
        [
            147,
            158,
            135,
            147,
            158,
            135
        ],
        [
            85,
            80,
            89,
            85,
            80,
            89
        ],
        [
            272,
            278,
            263,
            272,
            278,
            263
        ],
        [
            24549,
            13293,
            11256,
            24549,
            13293,
            11256
        ],
        [
            5.112237,
            5.112237,
            17.580987,
            5.112237,
            5.112237,
            17.580987
        ],
        [
            4,
            2,
            4,
            4,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -146766,
            -579653,
            303908,
            -510049,
            -579653,
            -27209
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736887500000,
    "first_datapoint_time": 1737061200000,
    "last_datapoint_time": 1759386600000,
    "evaluation_time": 1759387297283,
    "expiration_time": 1765866600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 165,
            "offset": 0,
            "std": 2.45743
        }
    }
}

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)