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Trade: SAND/USDT/360/ZLMA/SSF/8668

Strategy
SAND/USDT/360/ZLMA/SSF/8668
Pair
SAND_USDT
Interval
6h
Score
579146
Daily Profit
0.190452
Profit Factor
3.637265
Profitability
56.250000
Streak
77.323779
Best Strategy
Training Data Length
1867.250000
Evaluation Time
2025-09-26 04:46
Expiration Time
2025-11-19 14:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1801773.3996 -58181.8694 -1743591.5302 -36629.9092 3391189.0595 -3427818.9687
Total P&L (%) -1801.7734 -58.1819 -1743.5915 -36.6299 3391.1891 -3427.819
Avg Daily Profit (%) -0.9649 -0.0312 -0.9338 -0.0244 0.1905 0
Buy And Hold Return (%) 314.3344 314.3344 314.3344 314.3344 314.3344 314.3344
Max Trade Drawdown -1916634 -162602 -1788379 -2965640 -579032 -4652520
Profit Factor 0.2376 0.8235 0.1427 0.9952 3.6373 0.4582
Total Trades 64 32 32 64 32 32
Winning Trades 43 19 24 29 18 11
Losing Trades 21 13 8 35 14 21
Profitability (%) 67.1875 59.375 75 45.3125 56.25 34.375
Ratio Avg Win / Avg Loss 0.1161 0.5634 0.0476 1.2011 2.829 0.8747
Largest Winning Trade 44181 44181 28953 1497792 1497792 1058242
Largest Losing Trade -1151687 -59605 -1151687 -2364138 -579032 -2364138
Avg Bars in Trades 112 129 96 112 129 96
Avg Bars in Winners 64 69 60 146 158 127
Avg Bars in Losers 212 217 205 84 91 80
Bars Traded 7230 4137 3093 7230 4137 3093
Profit Streak 77.3238 77.3238 120.3238 77.3238 77.3238 120.3238
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -721085 -579037 -577004 -723747 579146 -586321

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7469,
    "evaluation_days": 1867.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598702400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758851174464,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 248,
            "offset": 0,
            "poles": 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": [
        [
            -1801773.3996310895,
            -58181.8694242127,
            -1743591.530206877,
            -36629.9092128926,
            3391189.05947216,
            -3427818.968685052
        ],
        [
            -1801.7734,
            -58.181869,
            -1743.59153,
            -36.629909,
            3391.189059,
            -3427.818969
        ],
        [
            -0.964934,
            -0.031159,
            -0.933775,
            -0.024427,
            0.190452,
            0
        ],
        [
            314.334379,
            314.334379,
            314.334379,
            314.334379,
            314.334379,
            314.334379
        ],
        [
            -1916634,
            -162602,
            -1788379,
            -2965640,
            -579032,
            -4652520
        ],
        [
            0.237649,
            0.823461,
            0.142725,
            0.995188,
            3.637265,
            0.458172
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            43,
            19,
            24,
            29,
            18,
            11
        ],
        [
            21,
            13,
            8,
            35,
            14,
            21
        ],
        [
            67.1875,
            59.375,
            75,
            45.3125,
            56.25,
            34.375
        ],
        [
            0.116061,
            0.56342,
            0.047575,
            1.201089,
            2.828984,
            0.874692
        ],
        [
            44181,
            44181,
            28953,
            1497792,
            1497792,
            1058242
        ],
        [
            -1151687,
            -59605,
            -1151687,
            -2364138,
            -579032,
            -2364138
        ],
        [
            112,
            129,
            96,
            112,
            129,
            96
        ],
        [
            64,
            69,
            60,
            146,
            158,
            127
        ],
        [
            212,
            217,
            205,
            84,
            91,
            80
        ],
        [
            7230,
            4137,
            3093,
            7230,
            4137,
            3093
        ],
        [
            77.323778,
            77.323778,
            120.323778,
            77.323778,
            77.323779,
            120.323778
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -721085,
            -579037,
            -577004,
            -723747,
            579146,
            -586321
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7469,
    "evaluation_days": 1867.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598702400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758851174464,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 248,
            "offset": 0,
            "poles": 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)