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Trade: SAND/USDT/480/KCB/ZLMA/3556

Strategy
SAND/USDT/480/KCB/ZLMA/3556
Pair
SAND_USDT
Interval
8h
Score
648757
Daily Profit
0.177376
Profit Factor
4.376298
Profitability
63.636364
Streak
85.162069
Best Strategy
Training Data Length
1869.000000
Evaluation Time
2025-09-26 06:53
Expiration Time
2025-11-21 03:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1498757.1682 -103064.0527 -1395693.1155 -27874.2398 2644604.3353 -2672478.575
Total P&L (%) -1498.7572 -103.0641 -1395.6931 -27.8742 2644.6043 -2672.4786
Avg Daily Profit (%) -0.8019 -0.0551 -0.7468 -0.0175 0.1774 0
Buy And Hold Return (%) 412.8004 412.8004 412.8004 412.8004 412.8004 412.8004
Max Trade Drawdown -1570755 -252826 -1447949 -3797023 -321987 -3906689
Profit Factor 0.3074 0.7389 0.2112 0.9953 4.3763 0.4807
Total Trades 88 44 44 88 44 44
Winning Trades 53 24 29 49 28 21
Losing Trades 35 20 15 39 16 23
Profitability (%) 60.2273 54.5455 65.9091 55.6818 63.6364 47.7273
Ratio Avg Win / Avg Loss 0.203 0.6157 0.1092 0.7922 2.5007 0.5265
Largest Winning Trade 62497 62497 44519 1069922 1069922 738592
Largest Losing Trade -629086 -56336 -629086 -3106365 -321987 -3106365
Avg Bars in Trades 61 52 69 61 52 69
Avg Bars in Winners 44 28 57 61 62 60
Avg Bars in Losers 86 81 92 60 35 77
Bars Traded 5370 2314 3056 5370 2314 3056
Profit Streak 59.1621 85.1621 59.1621 59.1621 85.1621 59.1621
Trades During Streak 8 4 4 8 4 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577601 -578721 -577203 -578190 648757 -580149

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5607,
    "evaluation_days": 1869,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1601913600000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758858802736,
    "expiration_time": 1763689248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 15,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 158,
            "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": [
        [
            -1498757.168152005,
            -103064.0526898314,
            -1395693.1154621744,
            -27874.2397600879,
            2644604.3352863346,
            -2672478.575046423
        ],
        [
            -1498.757168,
            -103.064053,
            -1395.693115,
            -27.87424,
            2644.604335,
            -2672.478575
        ],
        [
            -0.801903,
            -0.055144,
            -0.746759,
            -0.017482,
            0.177376,
            0
        ],
        [
            412.800362,
            412.800362,
            412.800362,
            412.800362,
            412.800362,
            412.800362
        ],
        [
            -1570755,
            -252826,
            -1447949,
            -3797023,
            -321987,
            -3906689
        ],
        [
            0.307434,
            0.738898,
            0.211177,
            0.995299,
            4.376298,
            0.480746
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            53,
            24,
            29,
            49,
            28,
            21
        ],
        [
            35,
            20,
            15,
            39,
            16,
            23
        ],
        [
            60.227273,
            54.545455,
            65.909091,
            55.681818,
            63.636364,
            47.727273
        ],
        [
            0.203022,
            0.615749,
            0.109229,
            0.792177,
            2.500742,
            0.526532
        ],
        [
            62497,
            62497,
            44519,
            1069922,
            1069922,
            738592
        ],
        [
            -629086,
            -56336,
            -629086,
            -3106365,
            -321987,
            -3106365
        ],
        [
            61,
            52,
            69,
            61,
            52,
            69
        ],
        [
            44,
            28,
            57,
            61,
            62,
            60
        ],
        [
            86,
            81,
            92,
            60,
            35,
            77
        ],
        [
            5370,
            2314,
            3056,
            5370,
            2314,
            3056
        ],
        [
            59.162069,
            85.162069,
            59.162069,
            59.162069,
            85.162069,
            59.162069
        ],
        [
            8,
            4,
            4,
            8,
            4,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577601,
            -578721,
            -577203,
            -578190,
            648757,
            -580149
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5607,
    "evaluation_days": 1869,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1601913600000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758858802736,
    "expiration_time": 1763689248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 15,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 158,
            "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)