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Trade: SAND/USDT/720/FWMA/ZLMA/3135

Strategy
SAND/USDT/720/FWMA/ZLMA/3135
Pair
SAND_USDT
Interval
12h
Score
617691
Daily Profit
0.210772
Profit Factor
3.154062
Profitability
61.904762
Streak
80.218161
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-26 08:14
Expiration Time
2025-11-19 14:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2286148.6074 -160045.6344 -2126102.9731 -16686.032 5001058.2379 -5017744.27
Total P&L (%) -2286.1486 -160.0456 -2126.103 -16.686 5001.0582 -5017.7443
Avg Daily Profit (%) -1.2242 -0.0857 -1.1385 -0.0098 0.2108 0
Buy And Hold Return (%) 606.6984 606.6984 606.6984 606.6984 606.6984 606.6984
Max Trade Drawdown -2371752 -217701 -2161551 -5614775 -1181672 -9024040
Profit Factor 0.1773 0.5562 0.1208 0.9988 3.1541 0.5522
Total Trades 84 42 42 84 42 42
Winning Trades 56 24 32 42 26 16
Losing Trades 28 18 10 42 16 26
Profitability (%) 66.6667 57.1429 76.1905 50 61.9048 38.0952
Ratio Avg Win / Avg Loss 0.0886 0.4171 0.0377 0.9988 1.941 0.8972
Largest Winning Trade 43352 29107 43352 3068360 1873764 3068360
Largest Losing Trade -1361165 -64949 -1361165 -4021190 -1059440 -4021190
Avg Bars in Trades 41 38 44 41 38 44
Avg Bars in Winners 22 16 26 51 47 57
Avg Bars in Losers 79 68 99 31 24 35
Bars Traded 3467 1617 1850 3467 1617 1850
Profit Streak 56.2182 80.2182 56.2182 56.2182 80.2182 56.2182
Trades During Streak 8 4 4 8 4 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576495 -578394 -575877 -578933 617691 -583901

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3735,
    "evaluation_days": 1867.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1605268800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758863649079,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 183,
            "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": [
        [
            -2286148.60742233,
            -160045.6343668204,
            -2126102.9730555103,
            -16686.0320441985,
            5001058.237919472,
            -5017744.26996367
        ],
        [
            -2286.148607,
            -160.045634,
            -2126.102973,
            -16.686032,
            5001.058238,
            -5017.74427
        ],
        [
            -1.224176,
            -0.0857,
            -1.138475,
            -0.009775,
            0.210772,
            0
        ],
        [
            606.698405,
            606.698405,
            606.698405,
            606.698405,
            606.698405,
            606.698405
        ],
        [
            -2371752,
            -217701,
            -2161551,
            -5614775,
            -1181672,
            -9024040
        ],
        [
            0.177276,
            0.556166,
            0.120775,
            0.998766,
            3.154062,
            0.55215
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            56,
            24,
            32,
            42,
            26,
            16
        ],
        [
            28,
            18,
            10,
            42,
            16,
            26
        ],
        [
            66.666667,
            57.142857,
            76.190476,
            50,
            61.904762,
            38.095238
        ],
        [
            0.088638,
            0.417125,
            0.037742,
            0.998766,
            1.940961,
            0.897244
        ],
        [
            43352,
            29107,
            43352,
            3068360,
            1873764,
            3068360
        ],
        [
            -1361165,
            -64949,
            -1361165,
            -4021190,
            -1059440,
            -4021190
        ],
        [
            41,
            38,
            44,
            41,
            38,
            44
        ],
        [
            22,
            16,
            26,
            51,
            47,
            57
        ],
        [
            79,
            68,
            99,
            31,
            24,
            35
        ],
        [
            3467,
            1617,
            1850,
            3467,
            1617,
            1850
        ],
        [
            56.218161,
            80.218161,
            56.218161,
            56.218161,
            80.218161,
            56.218161
        ],
        [
            8,
            4,
            4,
            8,
            4,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576495,
            -578394,
            -575877,
            -578933,
            617691,
            -583901
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3735,
    "evaluation_days": 1867.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1605268800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758863649079,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 183,
            "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)