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Trade: SAND/USDT/15/ZLMA/RMA/4724

Strategy
SAND/USDT/15/ZLMA/RMA/4724
Pair
SAND_USDT
Interval
15m
Score
320597
Daily Profit
0.157464
Profit Factor
1.559319
Profitability
82.051282
Streak
18.995990
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 12:24
Expiration Time
2025-12-18 11:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 31892.4745 -9114.1987 41006.6731 10572.4 -13686.448 24258.848
Total P&L (%) 31.8925 -9.1142 41.0067 10.5724 -13.6864 24.2588
Avg Daily Profit (%) 0.1225 -0.035 0.1575 0.0386 -0.0565 0.0834
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -47618 -21506 -35120 -58831 -23022 -45827
Profit Factor 1.1864 0.9068 1.5593 1.0579 0.8626 1.2919
Total Trades 78 39 39 78 39 39
Winning Trades 55 23 32 55 23 32
Losing Trades 23 16 7 23 16 7
Profitability (%) 70.5128 58.9744 82.0513 70.5128 58.9744 82.0513
Ratio Avg Win / Avg Loss 0.4961 0.6308 0.3411 0.4424 0.6001 0.2826
Largest Winning Trade 9350 9113 9350 8254 8254 8103
Largest Losing Trade -35120 -24476 -35120 -40323 -25541 -40323
Avg Bars in Trades 300 350 249 300 350 249
Avg Bars in Winners 162 156 166 162 156 166
Avg Bars in Losers 629 630 626 629 630 626
Bars Traded 23409 13685 9724 23409 13685 9724
Profit Streak 4.9647 4.9647 18.996 4.9647 4.9647 18.996
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -85707 -580305 320597 -483939 -580305 -83459
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737070200000,
    "first_datapoint_time": 1737286200000,
    "last_datapoint_time": 1759569300000,
    "evaluation_time": 1759569853577,
    "expiration_time": 1766049300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 241,
            "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": [
        [
            31892.4744795826,
            -9114.1986646766,
            41006.6731442591,
            10572.3999888416,
            -13686.448006672,
            24258.8479955136
        ],
        [
            31.892474,
            -9.114199,
            41.006673,
            10.5724,
            -13.686448,
            24.258848
        ],
        [
            0.122466,
            -0.034998,
            0.157464,
            0.038599,
            -0.056502,
            0.083437
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -47618,
            -21506,
            -35120,
            -58831,
            -23022,
            -45827
        ],
        [
            1.186393,
            0.906796,
            1.559319,
            1.057863,
            0.862607,
            1.291929
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            55,
            23,
            32,
            55,
            23,
            32
        ],
        [
            23,
            16,
            7,
            23,
            16,
            7
        ],
        [
            70.512821,
            58.974359,
            82.051282,
            70.512821,
            58.974359,
            82.051282
        ],
        [
            0.496128,
            0.630815,
            0.341101,
            0.442379,
            0.600074,
            0.282609
        ],
        [
            9350,
            9113,
            9350,
            8254,
            8254,
            8103
        ],
        [
            -35120,
            -24476,
            -35120,
            -40323,
            -25541,
            -40323
        ],
        [
            300,
            350,
            249,
            300,
            350,
            249
        ],
        [
            162,
            156,
            166,
            162,
            156,
            166
        ],
        [
            629,
            630,
            626,
            629,
            630,
            626
        ],
        [
            23409,
            13685,
            9724,
            23409,
            13685,
            9724
        ],
        [
            4.96474,
            4.96474,
            18.99599,
            4.96474,
            4.96474,
            18.99599
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -85707,
            -580305,
            320597,
            -483939,
            -580305,
            -83459
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737070200000,
    "first_datapoint_time": 1737286200000,
    "last_datapoint_time": 1759569300000,
    "evaluation_time": 1759569853577,
    "expiration_time": 1766049300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 241,
            "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)