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Trade: SAND/USDT/720/ZLMA/PWMA/6247

Strategy
SAND/USDT/720/ZLMA/PWMA/6247
Pair
SAND_USDT
Interval
12h
Score
359183
Daily Profit
0.211002
Profit Factor
1.603641
Profitability
62.500000
Streak
0.000000
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-27 23:23
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 -1701408.8675 -87937.0702 -1613471.7973 -247099.381 -5270054.298 5022954.9171
Total P&L (%) -1701.4089 -87.9371 -1613.4718 -247.0994 -5270.0543 5022.9549
Avg Daily Profit (%) -0.9111 -0.0471 -0.864 0 0 0.211
Buy And Hold Return (%) 574.6487 574.6487 574.6487 574.6487 574.6487 574.6487
Max Trade Drawdown -1763183 -155167 -1654947 -8108065 -6601745 -5040566
Profit Factor 0.2156 0.6795 0.1484 0.9858 0.4233 1.6036
Total Trades 64 32 32 64 32 32
Winning Trades 39 16 23 34 14 20
Losing Trades 25 16 9 30 18 12
Profitability (%) 60.9375 50 71.875 53.125 43.75 62.5
Ratio Avg Win / Avg Loss 0.1382 0.6795 0.0581 0.8699 0.5443 0.9622
Largest Winning Trade 31407 20870 31407 5381956 877614 5381956
Largest Losing Trade -1061987 -57455 -1061987 -4552777 -4552777 -2683829
Avg Bars in Trades 56 63 49 56 63 49
Avg Bars in Winners 30 35 27 40 54 31
Avg Bars in Losers 96 91 104 73 70 78
Bars Traded 3597 2028 1569 3597 2028 1569
Profit Streak 155.8496 155.8496 278.3496 0 0 0
Trades During Streak 6 3 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -721418 -579457 -576603 -723872 -583240 359183
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": 1601640000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759004609102,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 99,
            "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": [
        [
            -1701408.867481891,
            -87937.0702128897,
            -1613471.7972690018,
            -247099.3809834702,
            -5270054.298039161,
            5022954.917055687
        ],
        [
            -1701.408867,
            -87.93707,
            -1613.471797,
            -247.099381,
            -5270.054298,
            5022.954917
        ],
        [
            -0.911062,
            -0.047088,
            -0.863974,
            0,
            0,
            0.211002
        ],
        [
            574.648748,
            574.648748,
            574.648748,
            574.648748,
            574.648748,
            574.648748
        ],
        [
            -1763183,
            -155167,
            -1654947,
            -8108065,
            -6601745,
            -5040566
        ],
        [
            0.215572,
            0.6795,
            0.148386,
            0.985847,
            0.423306,
            1.603641
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            39,
            16,
            23,
            34,
            14,
            20
        ],
        [
            25,
            16,
            9,
            30,
            18,
            12
        ],
        [
            60.9375,
            50,
            71.875,
            53.125,
            43.75,
            62.5
        ],
        [
            0.138187,
            0.6795,
            0.058064,
            0.869865,
            0.544251,
            0.962185
        ],
        [
            31407,
            20870,
            31407,
            5381956,
            877614,
            5381956
        ],
        [
            -1061987,
            -57455,
            -1061987,
            -4552777,
            -4552777,
            -2683829
        ],
        [
            56,
            63,
            49,
            56,
            63,
            49
        ],
        [
            30,
            35,
            27,
            40,
            54,
            31
        ],
        [
            96,
            91,
            104,
            73,
            70,
            78
        ],
        [
            3597,
            2028,
            1569,
            3597,
            2028,
            1569
        ],
        [
            155.849642,
            155.849642,
            278.349642,
            0,
            0,
            0
        ],
        [
            6,
            3,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -721418,
            -579457,
            -576603,
            -723872,
            -583240,
            359183
        ]
    ]
}
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": 1601640000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759004609102,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 99,
            "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)