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Trade: SAND/USDT/360/ZLMA/SWMA/2532

Strategy
SAND/USDT/360/ZLMA/SWMA/2532
Pair
SAND_USDT
Interval
6h
Score
417053
Daily Profit
0.668221
Profit Factor
5.026135
Profitability
36.111111
Streak
34.461407
Best Strategy
Training Data Length
1867.250000
Evaluation Time
2025-09-25 14:04
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 1297680.5534 1247735.7741 49944.7794 1650102.5568 723140.0155 926962.5413
Total P&L (%) 1297.6806 1247.7358 49.9448 1650.1026 723.14 926.9625
Avg Daily Profit (%) 0.695 0.6682 0.0267 0.1534 0.113 0.1248
Buy And Hold Return (%) 467.92 467.92 467.92 467.92 467.92 467.92
Max Trade Drawdown -83090 -98134 -151404 -776801 -887233 -554815
Profit Factor 3.0959 5.0261 1.1615 1.5116 1.3841 1.6904
Total Trades 73 36 37 73 36 37
Winning Trades 36 13 23 36 13 23
Losing Trades 37 23 14 37 23 14
Profitability (%) 49.3151 36.1111 62.1622 49.3151 36.1111 62.1622
Ratio Avg Win / Avg Loss 3.1819 8.8924 0.707 1.5536 2.4488 1.029
Largest Winning Trade 615974 615974 56035 524972 524972 377985
Largest Losing Trade -62985 -39087 -62985 -345460 -341691 -345460
Avg Bars in Trades 96 114 80 96 114 80
Avg Bars in Winners 108 131 94 108 131 94
Avg Bars in Losers 85 103 56 85 103 56
Bars Traded 7075 4104 2971 7075 4104 2971
Profit Streak 0 34.4614 0 0 34.4614 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -61673 417053 -365876 -69059 -54854 -29308

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": 1602396000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758798265547,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 30,
            "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": [
        [
            1297680.5534123671,
            1247735.7740569257,
            49944.7793554415,
            1650102.5567932136,
            723140.0155260258,
            926962.5412671878
        ],
        [
            1297.680553,
            1247.735774,
            49.944779,
            1650.102557,
            723.140016,
            926.962541
        ],
        [
            0.694969,
            0.668221,
            0.026748,
            0.153405,
            0.112955,
            0.124817
        ],
        [
            467.920026,
            467.920026,
            467.920026,
            467.920026,
            467.920026,
            467.920026
        ],
        [
            -83090,
            -98134,
            -151404,
            -776801,
            -887233,
            -554815
        ],
        [
            3.095892,
            5.026135,
            1.161505,
            1.511624,
            1.384109,
            1.690432
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            36,
            13,
            23,
            36,
            13,
            23
        ],
        [
            37,
            23,
            14,
            37,
            23,
            14
        ],
        [
            49.315068,
            36.111111,
            62.162162,
            49.315068,
            36.111111,
            62.162162
        ],
        [
            3.181889,
            8.892392,
            0.707003,
            1.553613,
            2.448808,
            1.028958
        ],
        [
            615974,
            615974,
            56035,
            524972,
            524972,
            377985
        ],
        [
            -62985,
            -39087,
            -62985,
            -345460,
            -341691,
            -345460
        ],
        [
            96,
            114,
            80,
            96,
            114,
            80
        ],
        [
            108,
            131,
            94,
            108,
            131,
            94
        ],
        [
            85,
            103,
            56,
            85,
            103,
            56
        ],
        [
            7075,
            4104,
            2971,
            7075,
            4104,
            2971
        ],
        [
            0,
            34.461407,
            0,
            0,
            34.461407,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -61673,
            417053,
            -365876,
            -69059,
            -54854,
            -29308
        ]
    ]
}
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": 1602396000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758798265547,
    "expiration_time": 1763555112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 30,
            "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)