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Trade: SAND/USDT/480/BBU/ZLMA/1267

Strategy
SAND/USDT/480/BBU/ZLMA/1267
Pair
SAND_USDT
Interval
8h
Score
634956
Daily Profit
0.374151
Profit Factor
2.779060
Profitability
58.928571
Streak
49.827822
Best Strategy
Training Data Length
1873.000000
Evaluation Time
2025-09-30 06:52
Expiration Time
2025-11-25 06:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2319021.6155 -64405.9652 -2254615.6503 4196439.3686 108991701.3646 -104795261.996
Total P&L (%) -2319.0216 -64.406 -2254.6157 4196.4394 108991.7014 -104795.262
Avg Daily Profit (%) -1.2381 -0.0344 -1.2037 0.201 0.3742 0
Buy And Hold Return (%) 575.496 575.496 575.496 575.496 575.496 575.496
Max Trade Drawdown -2453066 -261903 -2321159 -155065257 -31917850 -177882600
Profit Factor 0.2757 0.8542 0.183 1.0149 2.7791 0.5241
Total Trades 224 112 112 224 112 112
Winning Trades 154 69 85 118 66 52
Losing Trades 70 43 27 106 46 60
Profitability (%) 68.75 61.6071 75.8929 52.6786 58.9286 46.4286
Ratio Avg Win / Avg Loss 0.1253 0.5323 0.0581 0.9117 1.9369 0.6048
Largest Winning Trade 38119 24459 38119 49712143 39552979 49712143
Largest Losing Trade -1569115 -39071 -1569115 -110527599 -22246111 -110527599
Avg Bars in Trades 23 19 28 23 19 28
Avg Bars in Winners 12 8 16 23 23 23
Avg Bars in Losers 48 36 68 24 13 32
Bars Traded 5369 2152 3217 5369 2152 3217
Profit Streak 49.8278 49.8278 61.4945 49.8278 49.8278 61.4945
Trades During Streak 17 8 11 17 8 11
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575091 -577623 -575444 -194144 634956 -580467
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5619,
    "evaluation_days": 1873,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1603612800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759204323799,
    "expiration_time": 1764045216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 3,
            "offset": 0,
            "std": 1.92095
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 217,
            "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": [
        [
            -2319021.6154580493,
            -64405.9652020739,
            -2254615.6502559762,
            4196439.368601991,
            108991701.36456981,
            -104795261.9959679
        ],
        [
            -2319.021615,
            -64.405965,
            -2254.61565,
            4196.439369,
            108991.701365,
            -104795.261996
        ],
        [
            -1.238132,
            -0.034387,
            -1.203746,
            0.200969,
            0.374151,
            0
        ],
        [
            575.496011,
            575.496011,
            575.496011,
            575.496011,
            575.496011,
            575.496011
        ],
        [
            -2453066,
            -261903,
            -2321159,
            -155065257,
            -31917850,
            -177882600
        ],
        [
            0.275658,
            0.854223,
            0.183035,
            1.014909,
            2.77906,
            0.524123
        ],
        [
            224,
            112,
            112,
            224,
            112,
            112
        ],
        [
            154,
            69,
            85,
            118,
            66,
            52
        ],
        [
            70,
            43,
            27,
            106,
            46,
            60
        ],
        [
            68.75,
            61.607143,
            75.892857,
            52.678571,
            58.928571,
            46.428571
        ],
        [
            0.125299,
            0.532342,
            0.05814,
            0.911698,
            1.936921,
            0.604757
        ],
        [
            38119,
            24459,
            38119,
            49712143,
            39552979,
            49712143
        ],
        [
            -1569115,
            -39071,
            -1569115,
            -110527599,
            -22246111,
            -110527599
        ],
        [
            23,
            19,
            28,
            23,
            19,
            28
        ],
        [
            12,
            8,
            16,
            23,
            23,
            23
        ],
        [
            48,
            36,
            68,
            24,
            13,
            32
        ],
        [
            5369,
            2152,
            3217,
            5369,
            2152,
            3217
        ],
        [
            49.827822,
            49.827822,
            61.494488,
            49.827822,
            49.827822,
            61.494488
        ],
        [
            17,
            8,
            11,
            17,
            8,
            11
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575091,
            -577623,
            -575444,
            -194144,
            634956,
            -580467
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5619,
    "evaluation_days": 1873,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1603612800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759204323799,
    "expiration_time": 1764045216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 3,
            "offset": 0,
            "std": 1.92095
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 217,
            "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)