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Trade: SAND/USDT/720/FWMA/ZLMA/2180

Strategy
SAND/USDT/720/FWMA/ZLMA/2180
Pair
SAND_USDT
Interval
12h
Score
525920
Daily Profit
0.163234
Profit Factor
3.243648
Profitability
61.363636
Streak
90.328246
Best Strategy
Training Data Length
1880.000000
Evaluation Time
2025-10-07 10:52
Expiration Time
2025-12-02 11:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1722428.5251 -58382.4726 -1664046.0525 -84393.455 2046216.4564 -2130609.9114
Total P&L (%) -1722.4285 -58.3825 -1664.0461 -84.3935 2046.2165 -2130.6099
Avg Daily Profit (%) -0.9162 -0.0311 -0.8851 -0.0988 0.1632 0
Buy And Hold Return (%) 521.8759 521.8759 521.8759 521.8759 521.8759 521.8759
Max Trade Drawdown -1867957 -206178 -1727257 -2259933 -430674 -2884993
Profit Factor 0.2554 0.821 0.1625 0.9833 3.2436 0.4866
Total Trades 88 44 44 88 44 44
Winning Trades 60 28 32 44 27 17
Losing Trades 28 16 12 44 17 27
Profitability (%) 68.1818 63.6364 72.7273 50 61.3636 38.6364
Ratio Avg Win / Avg Loss 0.1192 0.4692 0.0609 0.9833 2.0423 0.7728
Largest Winning Trade 38431 36834 38431 1293945 1293945 989343
Largest Losing Trade -1146611 -61239 -1146611 -1685524 -430674 -1685524
Avg Bars in Trades 39 37 42 39 37 42
Avg Bars in Winners 17 13 21 47 45 49
Avg Bars in Losers 86 78 96 32 23 37
Bars Traded 3486 1635 1851 3486 1635 1851
Profit Streak 66.3282 90.3282 66.3282 66.3282 90.3282 66.3282
Trades During Streak 10 5 5 10 5 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576254 -577505 -576282 -578889 525920 -583648
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3760,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1606824000000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759823560431,
    "expiration_time": 1764668160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 219,
            "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": [
        [
            -1722428.525118365,
            -58382.4726072564,
            -1664046.0525111088,
            -84393.4549634503,
            2046216.4563977094,
            -2130609.9113611584
        ],
        [
            -1722.428525,
            -58.382473,
            -1664.046053,
            -84.393455,
            2046.216456,
            -2130.609911
        ],
        [
            -0.916185,
            -0.031055,
            -0.885131,
            -0.098753,
            0.163234,
            0
        ],
        [
            521.875887,
            521.875887,
            521.875887,
            521.875887,
            521.875887,
            521.875887
        ],
        [
            -1867957,
            -206178,
            -1727257,
            -2259933,
            -430674,
            -2884993
        ],
        [
            0.255351,
            0.821027,
            0.162477,
            0.983327,
            3.243648,
            0.486555
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            60,
            28,
            32,
            44,
            27,
            17
        ],
        [
            28,
            16,
            12,
            44,
            17,
            27
        ],
        [
            68.181818,
            63.636364,
            72.727273,
            50,
            61.363636,
            38.636364
        ],
        [
            0.119164,
            0.469159,
            0.060929,
            0.983327,
            2.042297,
            0.772764
        ],
        [
            38431,
            36834,
            38431,
            1293945,
            1293945,
            989343
        ],
        [
            -1146611,
            -61239,
            -1146611,
            -1685524,
            -430674,
            -1685524
        ],
        [
            39,
            37,
            42,
            39,
            37,
            42
        ],
        [
            17,
            13,
            21,
            47,
            45,
            49
        ],
        [
            86,
            78,
            96,
            32,
            23,
            37
        ],
        [
            3486,
            1635,
            1851,
            3486,
            1635,
            1851
        ],
        [
            66.328246,
            90.328246,
            66.328246,
            66.328246,
            90.328246,
            66.328246
        ],
        [
            10,
            5,
            5,
            10,
            5,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576254,
            -577505,
            -576282,
            -578889,
            525920,
            -583648
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3760,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1606824000000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759823560431,
    "expiration_time": 1764668160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 219,
            "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)