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Trade: SAND/USDT/15/ZLMA/RMA/1507

Strategy
SAND/USDT/15/ZLMA/RMA/1507
Pair
SAND_USDT
Interval
15m
Score
322298
Daily Profit
0.150875
Profit Factor
1.526327
Profitability
86.842105
Streak
19.799530
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-05 07:41
Expiration Time
2025-12-19 06:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 28714.652 -10576.3021 39290.9541 6148.1612 -14465.3661 20613.5273
Total P&L (%) 28.7147 -10.5763 39.291 6.1482 -14.4654 20.6135
Avg Daily Profit (%) 0.1103 -0.0406 0.1509 0.0229 -0.06 0.072
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -51671 -22564 -36202 -63957 -22788 -47636
Profit Factor 1.1644 0.8942 1.5263 1.0324 0.858 1.2345
Total Trades 76 38 38 76 38 38
Winning Trades 55 22 33 55 22 33
Losing Trades 21 16 5 21 16 5
Profitability (%) 72.3684 57.8947 86.8421 72.3684 57.8947 86.8421
Ratio Avg Win / Avg Loss 0.4446 0.6503 0.2313 0.3942 0.624 0.187
Largest Winning Trade 11837 11837 9999 10709 10709 8585
Largest Losing Trade -36202 -23592 -36202 -43628 -24977 -43628
Avg Bars in Trades 308 356 259 308 356 259
Avg Bars in Winners 163 157 167 163 157 167
Avg Bars in Losers 686 630 866 686 630 866
Bars Traded 23410 13557 9853 23410 13557 9853
Profit Streak 5.7579 5.7579 19.7995 5.7579 5.7579 19.7995
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -141156 -580435 322298 -565408 -580435 -101039
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737139500000,
    "first_datapoint_time": 1737338400000,
    "last_datapoint_time": 1759638600000,
    "evaluation_time": 1759639279375,
    "expiration_time": 1766118600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 216,
            "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": [
        [
            28714.6520173512,
            -10576.3020525013,
            39290.9540698525,
            6148.1611545015,
            -14465.366148498,
            20613.5273029996
        ],
        [
            28.714652,
            -10.576302,
            39.290954,
            6.148161,
            -14.465366,
            20.613527
        ],
        [
            0.110263,
            -0.040612,
            0.150875,
            0.022914,
            -0.059981,
            0.071995
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -51671,
            -22564,
            -36202,
            -63957,
            -22788,
            -47636
        ],
        [
            1.164431,
            0.894215,
            1.526327,
            1.0324,
            0.857954,
            1.234455
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            55,
            22,
            33,
            55,
            22,
            33
        ],
        [
            21,
            16,
            5,
            21,
            16,
            5
        ],
        [
            72.368421,
            57.894737,
            86.842105,
            72.368421,
            57.894737,
            86.842105
        ],
        [
            0.444601,
            0.650338,
            0.231262,
            0.394189,
            0.623966,
            0.187039
        ],
        [
            11837,
            11837,
            9999,
            10709,
            10709,
            8585
        ],
        [
            -36202,
            -23592,
            -36202,
            -43628,
            -24977,
            -43628
        ],
        [
            308,
            356,
            259,
            308,
            356,
            259
        ],
        [
            163,
            157,
            167,
            163,
            157,
            167
        ],
        [
            686,
            630,
            866,
            686,
            630,
            866
        ],
        [
            23410,
            13557,
            9853,
            23410,
            13557,
            9853
        ],
        [
            5.757863,
            5.757863,
            19.79953,
            5.757863,
            5.757863,
            19.79953
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -141156,
            -580435,
            322298,
            -565408,
            -580435,
            -101039
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737139500000,
    "first_datapoint_time": 1737338400000,
    "last_datapoint_time": 1759638600000,
    "evaluation_time": 1759639279375,
    "expiration_time": 1766118600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 216,
            "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)