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Trade: SAND/USDT/480/ZLMA/SSF/9059

Strategy
SAND/USDT/480/ZLMA/SSF/9059
Pair
SAND_USDT
Interval
8h
Score
393907
Daily Profit
0.515484
Profit Factor
4.997958
Profitability
51.724138
Streak
0.000000
Best Strategy
Training Data Length
1871.670000
Evaluation Time
2025-09-28 23:24
Expiration Time
2025-11-23 21:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 805049.6999 964815.7495 -159766.0496 63888.9568 698787.5267 -634898.5699
Total P&L (%) 805.0497 964.8157 -159.7661 63.889 698.7875 -634.8986
Avg Daily Profit (%) 0.4301 0.5155 -0.0854 0.0264 0.1111 0
Buy And Hold Return (%) 515.8882 515.8882 515.8882 515.8882 515.8882 515.8882
Max Trade Drawdown -329384 -92423 -353574 -860626 -56423 -834352
Profit Factor 2.0798 4.998 0.6832 1.0537 3.8985 0.3315
Total Trades 58 29 29 58 29 29
Winning Trades 31 15 16 29 13 16
Losing Trades 27 14 13 29 16 13
Profitability (%) 53.4483 51.7241 55.1724 50 44.8276 55.1724
Ratio Avg Win / Avg Loss 1.8114 4.6648 0.5551 1.0537 4.7982 0.2693
Largest Winning Trade 726639 726639 58561 712879 712879 81841
Largest Losing Trade -256172 -35773 -256172 -825082 -37427 -825082
Avg Bars in Trades 89 105 74 89 105 74
Avg Bars in Winners 101 101 101 94 99 89
Avg Bars in Losers 76 109 40 85 110 54
Bars Traded 5208 3058 2150 5208 3058 2150
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -174912 393907 -580162 -664395 -94839 -580162
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5615,
    "evaluation_days": 1871.67,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1602979200000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759091043199,
    "expiration_time": 1763926560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 84,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            805049.6998776088,
            964815.7494586078,
            -159766.0495809989,
            63888.9567725243,
            698787.5266910385,
            -634898.5699185142
        ],
        [
            805.0497,
            964.815749,
            -159.76605,
            63.888957,
            698.787527,
            -634.89857
        ],
        [
            0.430124,
            0.515484,
            -0.08536,
            0.026398,
            0.111081,
            0
        ],
        [
            515.888198,
            515.888198,
            515.888198,
            515.888198,
            515.888198,
            515.888198
        ],
        [
            -329384,
            -92423,
            -353574,
            -860626,
            -56423,
            -834352
        ],
        [
            2.07976,
            4.997958,
            0.683164,
            1.053653,
            3.898536,
            0.331478
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            31,
            15,
            16,
            29,
            13,
            16
        ],
        [
            27,
            14,
            13,
            29,
            16,
            13
        ],
        [
            53.448276,
            51.724138,
            55.172414,
            50,
            44.827586,
            55.172414
        ],
        [
            1.811404,
            4.664761,
            0.555071,
            1.053653,
            4.798198,
            0.269326
        ],
        [
            726639,
            726639,
            58561,
            712879,
            712879,
            81841
        ],
        [
            -256172,
            -35773,
            -256172,
            -825082,
            -37427,
            -825082
        ],
        [
            89,
            105,
            74,
            89,
            105,
            74
        ],
        [
            101,
            101,
            101,
            94,
            99,
            89
        ],
        [
            76,
            109,
            40,
            85,
            110,
            54
        ],
        [
            5208,
            3058,
            2150,
            5208,
            3058,
            2150
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -174912,
            393907,
            -580162,
            -664395,
            -94839,
            -580162
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5615,
    "evaluation_days": 1871.67,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1602979200000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759091043199,
    "expiration_time": 1763926560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 84,
            "offset": 0,
            "poles": 2
        }
    }
}

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)