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Trade: SAND/USDT/720/ZLMA/HILO/4812

Strategy
SAND/USDT/720/ZLMA/HILO/4812
Pair
SAND_USDT
Interval
12h
Score
337413
Daily Profit
0.151319
Profit Factor
2.547088
Profitability
52.380952
Streak
0.000000
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-25 22:17
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 383702.2389 561657.1912 -177954.9523 79367.6977 -1504622.4645 1583990.1623
Total P&L (%) 383.7022 561.6572 -177.955 79.3677 -1504.6225 1583.9902
Avg Daily Profit (%) 0.2055 0.3008 -0.0953 0.0313 0 0.1513
Buy And Hold Return (%) 606.6984 606.6984 606.6984 606.6984 606.6984 606.6984
Max Trade Drawdown -232432 -132208 -273143 -1988866 -1563682 -601127
Profit Factor 1.4713 2.7873 0.644 1.0225 0.3992 2.5471
Total Trades 83 41 42 83 41 42
Winning Trades 39 15 24 39 17 22
Losing Trades 44 26 18 44 24 20
Profitability (%) 46.988 36.5854 57.1429 46.988 41.4634 52.381
Ratio Avg Win / Avg Loss 1.6599 4.8314 0.483 1.1536 0.5636 2.3155
Largest Winning Trade 239576 239576 58294 1247547 264875 1247547
Largest Losing Trade -148569 -33955 -148569 -1014448 -1014448 -285796
Avg Bars in Trades 41 42 40 41 42 40
Avg Bars in Winners 48 51 46 41 34 47
Avg Bars in Losers 35 37 31 40 48 31
Bars Traded 3438 1758 1680 3438 1758 1680
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 -158317 -156740 -579808 -515094 -584062 337413

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": 1758827849887,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 183,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            383702.2388554019,
            561657.191168499,
            -177954.9523130975,
            79367.6977415706,
            -1504622.464539864,
            1583990.1622814348
        ],
        [
            383.702239,
            561.657191,
            -177.954952,
            79.367698,
            -1504.622465,
            1583.990162
        ],
        [
            0.205463,
            0.300754,
            -0.09529,
            0.031291,
            0,
            0.151319
        ],
        [
            606.698405,
            606.698405,
            606.698405,
            606.698405,
            606.698405,
            606.698405
        ],
        [
            -232432,
            -132208,
            -273143,
            -1988866,
            -1563682,
            -601127
        ],
        [
            1.471273,
            2.787331,
            0.644046,
            1.022495,
            0.3992,
            2.547088
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            39,
            15,
            24,
            39,
            17,
            22
        ],
        [
            44,
            26,
            18,
            44,
            24,
            20
        ],
        [
            46.987952,
            36.585366,
            57.142857,
            46.987952,
            41.463415,
            52.380952
        ],
        [
            1.659898,
            4.831374,
            0.483035,
            1.153584,
            0.563577,
            2.315534
        ],
        [
            239576,
            239576,
            58294,
            1247547,
            264875,
            1247547
        ],
        [
            -148569,
            -33955,
            -148569,
            -1014448,
            -1014448,
            -285796
        ],
        [
            41,
            42,
            40,
            41,
            42,
            40
        ],
        [
            48,
            51,
            46,
            41,
            34,
            47
        ],
        [
            35,
            37,
            31,
            40,
            48,
            31
        ],
        [
            3438,
            1758,
            1680,
            3438,
            1758,
            1680
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -158317,
            -156740,
            -579808,
            -515094,
            -584062,
            337413
        ]
    ]
}
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": 1758827849887,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 183,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)