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Trade: SAND/USDT/360/ZLMA/SINWMA/9424

Strategy
SAND/USDT/360/ZLMA/SINWMA/9424
Pair
SAND_USDT
Interval
6h
Score
515910
Daily Profit
0.219462
Profit Factor
3.105125
Profitability
51.219512
Streak
0.000000
Best Strategy
Training Data Length
1878.000000
Evaluation Time
2025-10-05 09:12
Expiration Time
2025-11-30 16:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1574403.6556 -24968.7367 -1549434.9189 -449383.46 6037414.4257 -6486797.8858
Total P&L (%) -1574.4037 -24.9687 -1549.4349 -449.3835 6037.4144 -6486.7979
Avg Daily Profit (%) -0.8383 -0.0133 -0.825 0 0.2195 0
Buy And Hold Return (%) 491.727 491.727 491.727 491.727 491.727 491.727
Max Trade Drawdown -1740110 -151626 -1662047 -6269355 -1004045 -8244110
Profit Factor 0.2898 0.9213 0.1843 0.9702 3.1051 0.4695
Total Trades 83 41 42 83 41 42
Winning Trades 56 24 32 34 21 13
Losing Trades 27 17 10 49 20 29
Profitability (%) 67.4699 58.5366 76.1905 40.9639 51.2195 30.9524
Ratio Avg Win / Avg Loss 0.1397 0.6526 0.0576 1.3983 2.9573 1.0473
Largest Winning Trade 37784 32854 37784 2868126 2868126 2524390
Largest Losing Trade -1031255 -57545 -1031255 -3778461 -1002787 -3778461
Avg Bars in Trades 87 100 74 87 100 74
Avg Bars in Winners 41 47 36 134 147 114
Avg Bars in Losers 182 175 194 54 52 56
Bars Traded 7250 4137 3114 7250 4137 3114
Profit Streak 86.5086 86.5086 130.5086 0 0 0
Trades During Streak 5 2 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578061 -578674 -575988 -583902 515910 -586475
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7512,
    "evaluation_days": 1878,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600948800000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759644740517,
    "expiration_time": 1764511776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 44,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 165,
            "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": [
        [
            -1574403.6555696009,
            -24968.7367146086,
            -1549434.9188549926,
            -449383.4600382198,
            6037414.425743662,
            -6486797.8857818805
        ],
        [
            -1574.403656,
            -24.968737,
            -1549.434919,
            -449.38346,
            6037.414426,
            -6486.797886
        ],
        [
            -0.838341,
            -0.013295,
            -0.825045,
            0,
            0.219462,
            0
        ],
        [
            491.726991,
            491.726991,
            491.726991,
            491.726991,
            491.726991,
            491.726991
        ],
        [
            -1740110,
            -151626,
            -1662047,
            -6269355,
            -1004045,
            -8244110
        ],
        [
            0.289818,
            0.921304,
            0.184346,
            0.970231,
            3.105125,
            0.469496
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            56,
            24,
            32,
            34,
            21,
            13
        ],
        [
            27,
            17,
            10,
            49,
            20,
            29
        ],
        [
            67.46988,
            58.536585,
            76.190476,
            40.963855,
            51.219512,
            30.952381
        ],
        [
            0.139734,
            0.65259,
            0.057608,
            1.398274,
            2.957262,
            1.047338
        ],
        [
            37784,
            32854,
            37784,
            2868126,
            2868126,
            2524390
        ],
        [
            -1031255,
            -57545,
            -1031255,
            -3778461,
            -1002787,
            -3778461
        ],
        [
            87,
            100,
            74,
            87,
            100,
            74
        ],
        [
            41,
            47,
            36,
            134,
            147,
            114
        ],
        [
            182,
            175,
            194,
            54,
            52,
            56
        ],
        [
            7250,
            4137,
            3114,
            7250,
            4137,
            3114
        ],
        [
            86.508571,
            86.508571,
            130.508571,
            0,
            0,
            0
        ],
        [
            5,
            2,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -578061,
            -578674,
            -575988,
            -583902,
            515910,
            -586475
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7512,
    "evaluation_days": 1878,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600948800000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759644740517,
    "expiration_time": 1764511776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 44,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 165,
            "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)