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Trade: SAND/USDT/360/ZLMA/JMA/2385

Strategy
SAND/USDT/360/ZLMA/JMA/2385
Pair
SAND_USDT
Interval
6h
Score
511659
Daily Profit
0.608842
Profit Factor
4.318749
Profitability
54.838710
Streak
47.565821
Best Strategy
Training Data Length
1867.250000
Evaluation Time
2025-09-25 22:34
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 1006435.8921 1136860.9885 -130425.0963 -825601.8057 315356.4672 -1140958.273
Total P&L (%) 1006.4359 1136.861 -130.4251 -825.6018 315.3565 -1140.9583
Avg Daily Profit (%) 0.539 0.6088 -0.0698 0 0.0763 0
Buy And Hold Return (%) 524.1382 524.1382 524.1382 524.1382 524.1382 524.1382
Max Trade Drawdown -387641 -146042 -363770 -2655548 -991692 -1744828
Profit Factor 2.2769 4.3187 0.7073 0.7643 1.1982 0.4032
Total Trades 63 31 32 63 31 32
Winning Trades 34 17 17 24 14 10
Losing Trades 29 14 15 39 17 22
Profitability (%) 53.9683 54.8387 53.125 38.0952 45.1613 31.25
Ratio Avg Win / Avg Loss 1.942 3.5566 0.6241 1.242 1.4549 0.887
Largest Winning Trade 802323 802323 52233 768586 768586 608981
Largest Losing Trade -220706 -64885 -220706 -816325 -468088 -816325
Avg Bars in Trades 110 145 76 110 145 76
Avg Bars in Winners 103 120 85 141 192 70
Avg Bars in Losers 118 175 65 90 106 78
Bars Traded 6941 4495 2446 6941 4495 2446
Profit Streak 0 47.5658 0 22.5658 0 26.0658
Trades During Streak 0 1 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -142636 511659 -580405 -734470 -261305 -587560

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": 1602741600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758828886970,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 218,
            "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": [
        [
            1006435.8921372916,
            1136860.9884547626,
            -130425.0963174713,
            -825601.8057224142,
            315356.467241669,
            -1140958.2729640836
        ],
        [
            1006.435892,
            1136.860988,
            -130.425096,
            -825.601806,
            315.356467,
            -1140.958273
        ],
        [
            0.538994,
            0.608842,
            -0.069849,
            0,
            0.076289,
            0
        ],
        [
            524.138165,
            524.138165,
            524.138165,
            524.138165,
            524.138165,
            524.138165
        ],
        [
            -387641,
            -146042,
            -363770,
            -2655548,
            -991692,
            -1744828
        ],
        [
            2.276875,
            4.318749,
            0.707334,
            0.764308,
            1.19819,
            0.403171
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            34,
            17,
            17,
            24,
            14,
            10
        ],
        [
            29,
            14,
            15,
            39,
            17,
            22
        ],
        [
            53.968254,
            54.83871,
            53.125,
            38.095238,
            45.16129,
            31.25
        ],
        [
            1.94204,
            3.556617,
            0.624119,
            1.242,
            1.454945,
            0.886977
        ],
        [
            802323,
            802323,
            52233,
            768586,
            768586,
            608981
        ],
        [
            -220706,
            -64885,
            -220706,
            -816325,
            -468088,
            -816325
        ],
        [
            110,
            145,
            76,
            110,
            145,
            76
        ],
        [
            103,
            120,
            85,
            141,
            192,
            70
        ],
        [
            118,
            175,
            65,
            90,
            106,
            78
        ],
        [
            6941,
            4495,
            2446,
            6941,
            4495,
            2446
        ],
        [
            0,
            47.565821,
            0,
            22.565821,
            0,
            26.065821
        ],
        [
            0,
            1,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -142636,
            511659,
            -580405,
            -734470,
            -261305,
            -587560
        ]
    ]
}
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": 1602741600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758828886970,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 218,
            "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)