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Trade: SAND/USDT/240/ZLMA/PWMA/8251

Strategy
SAND/USDT/240/ZLMA/PWMA/8251
Pair
SAND_USDT
Interval
4h
Score
477266
Daily Profit
0.175623
Profit Factor
3.199193
Profitability
54.347826
Streak
0.000000
Best Strategy
Training Data Length
1874.000000
Evaluation Time
2025-10-01 11:56
Expiration Time
2025-11-26 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1936071.9743 -86738.8866 -1849333.0877 -140470.2641 2579706.2598 -2720176.5238
Total P&L (%) -1936.072 -86.7389 -1849.3331 -140.4703 2579.7063 -2720.1765
Avg Daily Profit (%) -1.0331 -0.0463 -0.9868 0 0.1756 0
Buy And Hold Return (%) 514.4447 514.4447 514.4447 514.4447 514.4447 514.4447
Max Trade Drawdown -2060783 -165189 -1930378 -3634532 -676829 -4192641
Profit Factor 0.2363 0.7299 0.1647 0.9839 3.1992 0.6399
Total Trades 93 46 47 93 46 47
Winning Trades 54 24 30 44 25 19
Losing Trades 39 22 17 49 21 28
Profitability (%) 58.0645 52.1739 63.8298 47.3118 54.3478 40.4255
Ratio Avg Win / Avg Loss 0.1707 0.6691 0.0933 1.0957 2.6873 0.943
Largest Winning Trade 31013 28029 31013 3499049 1119229 3499049
Largest Losing Trade -1340688 -51800 -1340688 -3229315 -413427 -3229315
Avg Bars in Trades 117 129 106 117 129 106
Avg Bars in Winners 70 71 69 154 175 126
Avg Bars in Losers 183 191 173 84 73 93
Bars Traded 10962 5934 5028 10962 5934 5028
Profit Streak 21.2061 83.7061 21.2061 0 0 0
Trades During Streak 2 3 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578431 -579057 -578352 -579908 477266 -584420
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11244,
    "evaluation_days": 1874,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600617600000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759309008365,
    "expiration_time": 1764163008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 94,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 224,
            "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": [
        [
            -1936071.9743446289,
            -86738.8866251102,
            -1849333.0877195185,
            -140470.2640636222,
            2579706.259769873,
            -2720176.5238334956
        ],
        [
            -1936.071974,
            -86.738887,
            -1849.333088,
            -140.470264,
            2579.70626,
            -2720.176524
        ],
        [
            -1.033123,
            -0.046285,
            -0.986837,
            0,
            0.175623,
            0
        ],
        [
            514.444677,
            514.444677,
            514.444677,
            514.444677,
            514.444677,
            514.444677
        ],
        [
            -2060783,
            -165189,
            -1930378,
            -3634532,
            -676829,
            -4192641
        ],
        [
            0.236294,
            0.729923,
            0.164686,
            0.983902,
            3.199193,
            0.639859
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            54,
            24,
            30,
            44,
            25,
            19
        ],
        [
            39,
            22,
            17,
            49,
            21,
            28
        ],
        [
            58.064516,
            52.173913,
            63.829787,
            47.311828,
            54.347826,
            40.425532
        ],
        [
            0.170657,
            0.669096,
            0.093322,
            1.095709,
            2.687322,
            0.942951
        ],
        [
            31013,
            28029,
            31013,
            3499049,
            1119229,
            3499049
        ],
        [
            -1340688,
            -51800,
            -1340688,
            -3229315,
            -413427,
            -3229315
        ],
        [
            117,
            129,
            106,
            117,
            129,
            106
        ],
        [
            70,
            71,
            69,
            154,
            175,
            126
        ],
        [
            183,
            191,
            173,
            84,
            73,
            93
        ],
        [
            10962,
            5934,
            5028,
            10962,
            5934,
            5028
        ],
        [
            21.206115,
            83.706115,
            21.206115,
            0,
            0,
            0
        ],
        [
            2,
            3,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -578431,
            -579057,
            -578352,
            -579908,
            477266,
            -584420
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11244,
    "evaluation_days": 1874,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600617600000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759309008365,
    "expiration_time": 1764163008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 94,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 224,
            "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)