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Trade: SAND/USDT/120/ZLMA/KCB/7633

Strategy
SAND/USDT/120/ZLMA/KCB/7633
Pair
SAND_USDT
Interval
2h
Score
700759
Daily Profit
0.234633
Profit Factor
5.388999
Profitability
65.853659
Streak
86.689992
Best Strategy
Training Data Length
1877.170000
Evaluation Time
2025-10-05 05:33
Expiration Time
2025-12-11 17:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2012921.5849 -59620.2983 -1953301.2866 -50514.6975 8039467.7908 -8089982.4883
Total P&L (%) -2012.9216 -59.6203 -1953.3013 -50.5147 8039.4678 -8089.9825
Avg Daily Profit (%) -1.0723 -0.0318 -1.0406 -0.0375 0.2346 0
Buy And Hold Return (%) 415.577 415.577 415.577 415.577 415.577 415.577
Max Trade Drawdown -2206325 -189310 -2053919 -7173006 -716675 -9764480
Profit Factor 0.2346 0.8176 0.1518 0.9971 5.389 0.4762
Total Trades 82 41 41 82 41 41
Winning Trades 54 23 31 42 27 15
Losing Trades 28 18 10 40 14 26
Profitability (%) 65.8537 56.0976 75.6098 51.2195 65.8537 36.5854
Ratio Avg Win / Avg Loss 0.1216 0.6398 0.049 0.9496 2.7943 0.8254
Largest Winning Trade 51678 51678 35638 4626702 3055356 4626702
Largest Losing Trade -1310652 -58604 -1310652 -5361561 -716675 -5361561
Avg Bars in Trades 269 308 230 269 308 230
Avg Bars in Winners 138 139 138 325 355 273
Avg Bars in Losers 522 524 517 210 218 206
Bars Traded 22112 12651 9461 22112 12651 9461
Profit Streak 66.19 86.69 66.19 66.19 86.69 66.19
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -585785 -578991 -576451 -587960 700759 -584987
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22526,
    "evaluation_days": 1877.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599076800000,
    "last_datapoint_time": 1759629600000,
    "evaluation_time": 1759631615330,
    "expiration_time": 1765468339200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 233,
            "offset": 0,
            "scalar": 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": [
        [
            -2012921.5848557556,
            -59620.2982632262,
            -1953301.2865925294,
            -50514.6974566626,
            8039467.790807365,
            -8089982.488264026
        ],
        [
            -2012.921585,
            -59.620298,
            -1953.301287,
            -50.514697,
            8039.467791,
            -8089.982488
        ],
        [
            -1.072317,
            -0.031761,
            -1.040556,
            -0.037469,
            0.234633,
            0
        ],
        [
            415.577048,
            415.577048,
            415.577048,
            415.577048,
            415.577048,
            415.577048
        ],
        [
            -2206325,
            -189310,
            -2053919,
            -7173006,
            -716675,
            -9764480
        ],
        [
            0.234576,
            0.817563,
            0.151849,
            0.997076,
            5.388999,
            0.4762
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            54,
            23,
            31,
            42,
            27,
            15
        ],
        [
            28,
            18,
            10,
            40,
            14,
            26
        ],
        [
            65.853659,
            56.097561,
            75.609756,
            51.219512,
            65.853659,
            36.585366
        ],
        [
            0.121632,
            0.639832,
            0.048984,
            0.949596,
            2.794296,
            0.825414
        ],
        [
            51678,
            51678,
            35638,
            4626702,
            3055356,
            4626702
        ],
        [
            -1310652,
            -58604,
            -1310652,
            -5361561,
            -716675,
            -5361561
        ],
        [
            269,
            308,
            230,
            269,
            308,
            230
        ],
        [
            138,
            139,
            138,
            325,
            355,
            273
        ],
        [
            522,
            524,
            517,
            210,
            218,
            206
        ],
        [
            22112,
            12651,
            9461,
            22112,
            12651,
            9461
        ],
        [
            66.189992,
            86.689992,
            66.189992,
            66.189992,
            86.689992,
            66.189992
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -585785,
            -578991,
            -576451,
            -587960,
            700759,
            -584987
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22526,
    "evaluation_days": 1877.17,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599076800000,
    "last_datapoint_time": 1759629600000,
    "evaluation_time": 1759631615330,
    "expiration_time": 1765468339200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 233,
            "offset": 0,
            "scalar": 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)