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Trade: SAND/USDT/720/BBM/ZLMA/2840

Strategy
SAND/USDT/720/BBM/ZLMA/2840
Pair
SAND_USDT
Interval
12h
Score
511908
Daily Profit
1.024838
Profit Factor
3.473267
Profitability
34.507042
Streak
0.000000
Best Strategy
Training Data Length
1879.500000
Evaluation Time
2025-10-07 00:19
Expiration Time
2025-12-01 23:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1926182.9411 1911936.6211 14246.32 945856.5732 231981.1631 713875.4101
Total P&L (%) 1926.1829 1911.9366 14.2463 945.8566 231.9812 713.8754
Avg Daily Profit (%) 1.0248 1.0173 0.0076 0.125 0.0639 0.1116
Buy And Hold Return (%) 301.9174 301.9174 301.9174 301.9174 301.9174 301.9174
Max Trade Drawdown -145973 -112293 -126773 -2094978 -1627940 -792143
Profit Factor 3.4733 5.6507 1.0387 1.115 1.0516 1.1915
Total Trades 142 71 71 142 71 71
Winning Trades 49 19 30 49 19 30
Losing Trades 93 52 41 93 52 41
Profitability (%) 34.507 26.7606 42.2535 34.507 26.7606 42.2535
Ratio Avg Win / Avg Loss 6.5921 15.465 1.4196 2.1163 2.8781 1.6283
Largest Winning Trade 1405081 1405081 56980 1303054 1303054 585904
Largest Losing Trade -30731 -21695 -30731 -476374 -409780 -476374
Avg Bars in Trades 25 22 29 25 22 29
Avg Bars in Winners 50 45 54 50 45 54
Avg Bars in Losers 12 13 12 12 13 12
Bars Traded 3687 1569 2118 3687 1569 2118
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 511908 -87553 -616078 -126991 -544794 -146533
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3759,
    "evaluation_days": 1879.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598832000000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759785561892,
    "expiration_time": 1764623664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 223,
            "offset": 0,
            "std": 2.41336
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 34,
            "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": [
        [
            1926182.9411382368,
            1911936.6211287908,
            14246.3200094463,
            945856.5732396375,
            231981.1631446778,
            713875.4100949592
        ],
        [
            1926.182941,
            1911.936621,
            14.24632,
            945.856573,
            231.981163,
            713.87541
        ],
        [
            1.024838,
            1.017258,
            0.00758,
            0.124974,
            0.063862,
            0.111615
        ],
        [
            301.917353,
            301.917353,
            301.917353,
            301.917353,
            301.917353,
            301.917353
        ],
        [
            -145973,
            -112293,
            -126773,
            -2094978,
            -1627940,
            -792143
        ],
        [
            3.473267,
            5.650676,
            1.038745,
            1.115042,
            1.051629,
            1.191458
        ],
        [
            142,
            71,
            71,
            142,
            71,
            71
        ],
        [
            49,
            19,
            30,
            49,
            19,
            30
        ],
        [
            93,
            52,
            41,
            93,
            52,
            41
        ],
        [
            34.507042,
            26.760563,
            42.253521,
            34.507042,
            26.760563,
            42.253521
        ],
        [
            6.592118,
            15.465007,
            1.419619,
            2.116304,
            2.878143,
            1.628326
        ],
        [
            1405081,
            1405081,
            56980,
            1303054,
            1303054,
            585904
        ],
        [
            -30731,
            -21695,
            -30731,
            -476374,
            -409780,
            -476374
        ],
        [
            25,
            22,
            29,
            25,
            22,
            29
        ],
        [
            50,
            45,
            54,
            50,
            45,
            54
        ],
        [
            12,
            13,
            12,
            12,
            13,
            12
        ],
        [
            3687,
            1569,
            2118,
            3687,
            1569,
            2118
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            511908,
            -87553,
            -616078,
            -126991,
            -544794,
            -146533
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3759,
    "evaluation_days": 1879.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598832000000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759785561892,
    "expiration_time": 1764623664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 223,
            "offset": 0,
            "std": 2.41336
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 34,
            "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)