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Trade: SAND/USDT/360/ZLMA/MIDPRICE/8513

Strategy
SAND/USDT/360/ZLMA/MIDPRICE/8513
Pair
SAND_USDT
Interval
6h
Score
541258
Daily Profit
0.714716
Profit Factor
2.998076
Profitability
49.624060
Streak
0.000000
Best Strategy
Training Data Length
1871.750000
Evaluation Time
2025-09-29 07:11
Expiration Time
2025-11-24 05:39

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1337769.924 1256984.2768 80785.6472 3349990.749 -3377874.9949 6727865.7438
Total P&L (%) 1337.7699 1256.9843 80.7856 3349.9907 -3377.875 6727.8657
Avg Daily Profit (%) 0.7147 0.6716 0.0432 0.1894 0 0.2259
Buy And Hold Return (%) 486.7131 486.7131 486.7131 486.7131 486.7131 486.7131
Max Trade Drawdown -129844 -151027 -68496 -11847231 -14020184 -3308283
Profit Factor 2.9981 3.9093 1.3402 1.1041 0.8599 1.8335
Total Trades 133 66 67 133 66 67
Winning Trades 66 31 35 66 31 35
Losing Trades 67 35 32 67 35 32
Profitability (%) 49.6241 46.9697 52.2388 49.6241 46.9697 52.2388
Ratio Avg Win / Avg Loss 3.0435 4.4137 1.2253 1.1208 0.9709 1.6764
Largest Winning Trade 570020 570020 32777 8242997 8242997 2855587
Largest Losing Trade -42574 -42574 -34907 -4056291 -4056291 -1772899
Avg Bars in Trades 51 68 35 51 68 35
Avg Bars in Winners 61 74 49 61 74 49
Avg Bars in Losers 42 64 19 42 64 19
Bars Traded 6905 4551 2354 6905 4551 2354
Profit Streak 0 90.4246 0 0 90.4246 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 541258 -109095 -417098 -97976 -705454 -104652
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7487,
    "evaluation_days": 1871.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1602698400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759119088998,
    "expiration_time": 1763955576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 246,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 56,
            "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": [
        [
            1337769.924024954,
            1256984.276822673,
            80785.6472022801,
            3349990.7489795093,
            -3377874.994864536,
            6727865.743844046
        ],
        [
            1337.769924,
            1256.984277,
            80.785647,
            3349.990749,
            -3377.874995,
            6727.865744
        ],
        [
            0.714716,
            0.671556,
            0.04316,
            0.189358,
            0,
            0.225904
        ],
        [
            486.713059,
            486.713059,
            486.713059,
            486.713059,
            486.713059,
            486.713059
        ],
        [
            -129844,
            -151027,
            -68496,
            -11847231,
            -14020184,
            -3308283
        ],
        [
            2.998076,
            3.909261,
            1.340199,
            1.104069,
            0.859948,
            1.833541
        ],
        [
            133,
            66,
            67,
            133,
            66,
            67
        ],
        [
            66,
            31,
            35,
            66,
            31,
            35
        ],
        [
            67,
            35,
            32,
            67,
            35,
            32
        ],
        [
            49.62406,
            46.969697,
            52.238806,
            49.62406,
            46.969697,
            52.238806
        ],
        [
            3.043501,
            4.413682,
            1.225325,
            1.120797,
            0.970909,
            1.67638
        ],
        [
            570020,
            570020,
            32777,
            8242997,
            8242997,
            2855587
        ],
        [
            -42574,
            -42574,
            -34907,
            -4056291,
            -4056291,
            -1772899
        ],
        [
            51,
            68,
            35,
            51,
            68,
            35
        ],
        [
            61,
            74,
            49,
            61,
            74,
            49
        ],
        [
            42,
            64,
            19,
            42,
            64,
            19
        ],
        [
            6905,
            4551,
            2354,
            6905,
            4551,
            2354
        ],
        [
            0,
            90.424641,
            0,
            0,
            90.424641,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            541258,
            -109095,
            -417098,
            -97976,
            -705454,
            -104652
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7487,
    "evaluation_days": 1871.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1602698400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759119088998,
    "expiration_time": 1763955576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 246,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 56,
            "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)