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Trade: SAND/USDT/360/PWMA/ZLMA/8276

Strategy
SAND/USDT/360/PWMA/ZLMA/8276
Pair
SAND_USDT
Interval
6h
Score
514849
Daily Profit
1.070916
Profit Factor
4.214556
Profitability
39.325843
Streak
0.000000
Best Strategy
Training Data Length
1867.250000
Evaluation Time
2025-09-26 13:48
Expiration Time
2025-11-19 14:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1999668.6481 1929782.2357 69886.4124 3172132.2847 1152061.603 2020070.6817
Total P&L (%) 1999.6686 1929.7822 69.8864 3172.1323 1152.0616 2020.0707
Avg Daily Profit (%) 1.0709 1.0335 0.0374 0.187 0.1354 0.1637
Buy And Hold Return (%) 527.044 527.044 527.044 527.044 527.044 527.044
Max Trade Drawdown -150542 -142412 -66898 -4344962 -3947245 -2206833
Profit Factor 4.2146 6.2455 1.275 1.2621 1.1517 1.4483
Total Trades 89 45 44 89 45 44
Winning Trades 35 15 20 35 15 20
Losing Trades 54 30 24 54 30 24
Profitability (%) 39.3258 33.3333 45.4545 39.3258 33.3333 45.4545
Ratio Avg Win / Avg Loss 6.5025 12.4909 1.53 1.9473 2.3033 1.738
Largest Winning Trade 1387772 1387772 53852 3101871 3101871 1387664
Largest Losing Trade -32133 -32133 -23902 -1118961 -1118961 -1041880
Avg Bars in Trades 82 74 89 82 74 89
Avg Bars in Winners 135 130 139 135 130 139
Avg Bars in Losers 47 46 48 47 46 48
Bars Traded 7311 3364 3947 7311 3364 3947
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 514849 466501 -309348 155597 -76454 206953

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7469,
    "evaluation_days": 1867.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600300800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758883697440,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 65,
            "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": [
        [
            1999668.648074036,
            1929782.2356786546,
            69886.4123953807,
            3172132.2847421328,
            1152061.6030362153,
            2020070.6817059168
        ],
        [
            1999.668648,
            1929.782236,
            69.886412,
            3172.132285,
            1152.061603,
            2020.070682
        ],
        [
            1.070916,
            1.033489,
            0.037427,
            0.186975,
            0.135445,
            0.163692
        ],
        [
            527.043968,
            527.043968,
            527.043968,
            527.043968,
            527.043968,
            527.043968
        ],
        [
            -150542,
            -142412,
            -66898,
            -4344962,
            -3947245,
            -2206833
        ],
        [
            4.214556,
            6.245458,
            1.274958,
            1.262108,
            1.151657,
            1.448314
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            35,
            15,
            20,
            35,
            15,
            20
        ],
        [
            54,
            30,
            24,
            54,
            30,
            24
        ],
        [
            39.325843,
            33.333333,
            45.454545,
            39.325843,
            33.333333,
            45.454545
        ],
        [
            6.502458,
            12.490916,
            1.52995,
            1.947252,
            2.303315,
            1.737977
        ],
        [
            1387772,
            1387772,
            53852,
            3101871,
            3101871,
            1387664
        ],
        [
            -32133,
            -32133,
            -23902,
            -1118961,
            -1118961,
            -1041880
        ],
        [
            82,
            74,
            89,
            82,
            74,
            89
        ],
        [
            135,
            130,
            139,
            135,
            130,
            139
        ],
        [
            47,
            46,
            48,
            47,
            46,
            48
        ],
        [
            7311,
            3364,
            3947,
            7311,
            3364,
            3947
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            514849,
            466501,
            -309348,
            155597,
            -76454,
            206953
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7469,
    "evaluation_days": 1867.25,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1600300800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758883697440,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 65,
            "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)