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Trade: SAND/USDT/120/HWMA/ZLMA/3311

Strategy
SAND/USDT/120/HWMA/ZLMA/3311
Pair
SAND_USDT
Interval
2h
Score
429817
Daily Profit
0.197110
Profit Factor
1.416189
Profitability
49.849398
Streak
0.000000
Best Strategy
Training Data Length
1878.170000
Evaluation Time
2025-10-06 05:29
Expiration Time
2025-12-12 18:44

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 651800.4952 613971.8104 37828.6848 282648.7527 3938360.5916 -3655711.839
Total P&L (%) 651.8005 613.9718 37.8287 282.6488 3938.3606 -3655.7118
Avg Daily Profit (%) 0.347 0.3269 0.0201 0.0715 0.1971 0
Buy And Hold Return (%) 334.6263 334.6263 334.6263 334.6263 334.6263 334.6263
Max Trade Drawdown -233328 -154417 -289774 -5283539 -1495115 -5860771
Profit Factor 1.2025 1.4196 1.0216 1.0116 1.4162 0.7534
Total Trades 1329 664 665 1329 664 665
Winning Trades 698 331 367 698 331 367
Losing Trades 631 333 298 631 333 298
Profitability (%) 52.5207 49.8494 55.188 52.5207 49.8494 55.188
Ratio Avg Win / Avg Loss 1.0871 1.4282 0.8295 0.9145 1.4247 0.6117
Largest Winning Trade 92218 92218 30102 1097287 1097287 658368
Largest Losing Trade -82485 -25557 -82485 -1451659 -510913 -1451659
Avg Bars in Trades 16 16 16 16 16 16
Avg Bars in Winners 16 16 16 16 16 16
Avg Bars in Losers 16 16 16 16 16 16
Bars Traded 22508 11242 11266 22508 11242 11266
Profit Streak 1.7703 0 3.187 1.7703 0 3.187
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 233903 182863 -527321 -467724 429817 -577881
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22538,
    "evaluation_days": 1878.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1597572000000,
    "last_datapoint_time": 1759716000000,
    "evaluation_time": 1759717755794,
    "expiration_time": 1765557849600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.41643
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 24,
            "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": [
        [
            651800.4952020034,
            613971.810358011,
            37828.6848439926,
            282648.7526757097,
            3938360.591646562,
            -3655711.8389708544
        ],
        [
            651.800495,
            613.97181,
            37.828685,
            282.648753,
            3938.360592,
            -3655.711839
        ],
        [
            0.34704,
            0.326899,
            0.020141,
            0.071475,
            0.19711,
            0
        ],
        [
            334.626325,
            334.626325,
            334.626325,
            334.626325,
            334.626325,
            334.626325
        ],
        [
            -233328,
            -154417,
            -289774,
            -5283539,
            -1495115,
            -5860771
        ],
        [
            1.20252,
            1.419643,
            1.02155,
            1.011638,
            1.416189,
            0.753384
        ],
        [
            1329,
            664,
            665,
            1329,
            664,
            665
        ],
        [
            698,
            331,
            367,
            698,
            331,
            367
        ],
        [
            631,
            333,
            298,
            631,
            333,
            298
        ],
        [
            52.520692,
            49.849398,
            55.18797,
            52.520692,
            49.849398,
            55.18797
        ],
        [
            1.087092,
            1.42822,
            0.829488,
            0.914532,
            1.424746,
            0.611739
        ],
        [
            92218,
            92218,
            30102,
            1097287,
            1097287,
            658368
        ],
        [
            -82485,
            -25557,
            -82485,
            -1451659,
            -510913,
            -1451659
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            22508,
            11242,
            11266,
            22508,
            11242,
            11266
        ],
        [
            1.770321,
            0,
            3.186988,
            1.770322,
            0,
            3.186988
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            233903,
            182863,
            -527321,
            -467724,
            429817,
            -577881
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22538,
    "evaluation_days": 1878.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1597572000000,
    "last_datapoint_time": 1759716000000,
    "evaluation_time": 1759717755794,
    "expiration_time": 1765557849600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.41643
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 24,
            "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)