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Trade: SAND/USDT/360/ZLMA/SINWMA/9549

Strategy
SAND/USDT/360/ZLMA/SINWMA/9549
Pair
SAND_USDT
Interval
6h
Score
661666
Daily Profit
0.212579
Profit Factor
5.589636
Profitability
57.446809
Streak
87.258505
Best Strategy
Training Data Length
1878.000000
Evaluation Time
2025-10-05 09:12
Expiration Time
2025-11-30 16:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2126050.683 -41804.7508 -2084245.9322 142605.4253 5294664.0553 -5152058.63
Total P&L (%) -2126.0507 -41.8048 -2084.2459 142.6054 5294.6641 -5152.0586
Avg Daily Profit (%) -1.1321 -0.0223 -1.1098 0.0472 0.2126 0
Buy And Hold Return (%) 662.3844 662.3844 662.3844 662.3844 662.3844 662.3844
Max Trade Drawdown -2350758 -170330 -2195286 -8213425 -355804 -9171251
Profit Factor 0.2464 0.8848 0.1522 1.0106 5.5896 0.58
Total Trades 94 47 47 94 47 47
Winning Trades 63 27 36 47 27 20
Losing Trades 31 20 11 47 20 27
Profitability (%) 67.0213 57.4468 76.5957 50 57.4468 42.5532
Ratio Avg Win / Avg Loss 0.1212 0.6554 0.0465 1.0106 4.1405 0.783
Largest Winning Trade 47095 47095 37784 5115401 2831156 5115401
Largest Losing Trade -1496880 -59279 -1496880 -7703767 -218322 -7703767
Avg Bars in Trades 78 88 68 78 88 68
Avg Bars in Winners 38 36 40 94 105 79
Avg Bars in Losers 158 157 161 62 64 60
Bars Traded 7365 4141 3224 7365 4141 3224
Profit Streak 67.0085 87.2585 67.0085 67.0085 87.2585 67.0085
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576607 -578770 -576278 -502799 661666 -582622
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7512,
    "evaluation_days": 1878,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599328800000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759644734830,
    "expiration_time": 1764511776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 73,
            "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": [
        [
            -2126050.6829813514,
            -41804.7507521964,
            -2084245.9322291545,
            142605.4252997815,
            5294664.055327702,
            -5152058.630027919
        ],
        [
            -2126.050683,
            -41.804751,
            -2084.245932,
            142.605425,
            5294.664055,
            -5152.05863
        ],
        [
            -1.132082,
            -0.02226,
            -1.109822,
            0.047203,
            0.212579,
            0
        ],
        [
            662.384417,
            662.384417,
            662.384417,
            662.384417,
            662.384417,
            662.384417
        ],
        [
            -2350758,
            -170330,
            -2195286,
            -8213425,
            -355804,
            -9171251
        ],
        [
            0.246388,
            0.884776,
            0.152172,
            1.010626,
            5.589636,
            0.580011
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            63,
            27,
            36,
            47,
            27,
            20
        ],
        [
            31,
            20,
            11,
            47,
            20,
            27
        ],
        [
            67.021277,
            57.446809,
            76.595745,
            50,
            57.446809,
            42.553191
        ],
        [
            0.121238,
            0.655389,
            0.046497,
            1.010626,
            4.140471,
            0.783015
        ],
        [
            47095,
            47095,
            37784,
            5115401,
            2831156,
            5115401
        ],
        [
            -1496880,
            -59279,
            -1496880,
            -7703767,
            -218322,
            -7703767
        ],
        [
            78,
            88,
            68,
            78,
            88,
            68
        ],
        [
            38,
            36,
            40,
            94,
            105,
            79
        ],
        [
            158,
            157,
            161,
            62,
            64,
            60
        ],
        [
            7365,
            4141,
            3224,
            7365,
            4141,
            3224
        ],
        [
            67.008505,
            87.258505,
            67.008505,
            67.008505,
            87.258505,
            67.008505
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576607,
            -578770,
            -576278,
            -502799,
            661666,
            -582622
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7512,
    "evaluation_days": 1878,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599328800000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759644734830,
    "expiration_time": 1764511776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 73,
            "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)