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Trade: SAND/USDT/15/ZLMA/KCL/2399

Strategy
SAND/USDT/15/ZLMA/KCL/2399
Pair
SAND_USDT
Interval
15m
Score
357247
Daily Profit
0.228440
Profit Factor
1.747154
Profitability
69.230769
Streak
9.633540
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-25 10:57
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 58554.9093 -935.4476 59490.3569 51562.1662 -13521.473 65083.6391
Total P&L (%) 58.5549 -0.9354 59.4904 51.5622 -13.5215 65.0836
Avg Daily Profit (%) 0.2248 -0.0036 0.2284 0.1598 -0.0558 0.1927
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -54429 -28336 -41932 -109128 -48071 -89090
Profit Factor 1.4069 0.9854 1.7472 1.2073 0.873 1.4573
Total Trades 78 39 39 78 39 39
Winning Trades 47 20 27 47 20 27
Losing Trades 31 19 12 31 19 12
Profitability (%) 60.2564 51.2821 69.2308 60.2564 51.2821 69.2308
Ratio Avg Win / Avg Loss 0.9279 0.9362 0.7765 0.7963 0.8293 0.6477
Largest Winning Trade 14580 7525 14580 22370 12230 22370
Largest Losing Trade -24725 -15404 -24725 -41077 -24437 -41077
Avg Bars in Trades 315 137 492 315 137 492
Avg Bars in Winners 232 94 335 232 94 335
Avg Bars in Losers 440 183 847 440 183 847
Bars Traded 24586 5371 19215 24586 5371 19215
Profit Streak 0 0 9.6335 0 0 9.6335
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -32424 -581986 357247 -34666 -581986 318053

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": 1736433900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758787037901,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 176,
            "offset": 154,
            "scalar": 3
        }
    }
}
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": [
        [
            58554.9092625289,
            -935.4476105975,
            59490.3568731265,
            51562.1661699149,
            -13521.4729713308,
            65083.6391412457
        ],
        [
            58.554909,
            -0.935448,
            59.490357,
            51.562166,
            -13.521473,
            65.083639
        ],
        [
            0.224848,
            -0.003592,
            0.22844,
            0.159803,
            -0.055769,
            0.192675
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -54429,
            -28336,
            -41932,
            -109128,
            -48071,
            -89090
        ],
        [
            1.406885,
            0.985449,
            1.747154,
            1.207289,
            0.872953,
            1.457315
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            47,
            20,
            27,
            47,
            20,
            27
        ],
        [
            31,
            19,
            12,
            31,
            19,
            12
        ],
        [
            60.25641,
            51.282051,
            69.230769,
            60.25641,
            51.282051,
            69.230769
        ],
        [
            0.927945,
            0.936177,
            0.776513,
            0.796297,
            0.829305,
            0.647696
        ],
        [
            14580,
            7525,
            14580,
            22370,
            12230,
            22370
        ],
        [
            -24725,
            -15404,
            -24725,
            -41077,
            -24437,
            -41077
        ],
        [
            315,
            137,
            492,
            315,
            137,
            492
        ],
        [
            232,
            94,
            335,
            232,
            94,
            335
        ],
        [
            440,
            183,
            847,
            440,
            183,
            847
        ],
        [
            24586,
            5371,
            19215,
            24586,
            5371,
            19215
        ],
        [
            0,
            0,
            9.63354,
            0,
            0,
            9.63354
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -32424,
            -581986,
            357247,
            -34666,
            -581986,
            318053
        ]
    ]
}
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": 1736433900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758787037901,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 176,
            "offset": 154,
            "scalar": 3
        }
    }
}

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)