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Trade: SAND/USDT/480/MIDPOINT/ZLMA/9959

Strategy
SAND/USDT/480/MIDPOINT/ZLMA/9959
Pair
SAND_USDT
Interval
8h
Score
365309
Daily Profit
0.784340
Profit Factor
3.151359
Profitability
33.082707
Streak
0.000000
Best Strategy
Training Data Length
1872.330000
Evaluation Time
2025-09-29 13:35
Expiration Time
2025-11-24 14:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1468543.5679 1364355.9402 104187.6277 7166301.9904 2950934.8836 4215367.1068
Total P&L (%) 1468.5436 1364.3559 104.1876 7166.302 2950.9349 4215.3671
Avg Daily Profit (%) 0.7843 0.7287 0.0556 0.2292 0.1827 0.2013
Buy And Hold Return (%) 421.4185 421.4185 421.4185 421.4185 421.4185 421.4185
Max Trade Drawdown -141218 -65709 -67098 -10695188 -7556977 -5694948
Profit Factor 3.1514 4.8161 1.3205 1.1933 1.1474 1.2472
Total Trades 133 67 66 133 67 66
Winning Trades 44 19 25 44 19 25
Losing Trades 89 48 41 89 48 41
Profitability (%) 33.0827 28.3582 37.8788 33.0827 28.3582 37.8788
Ratio Avg Win / Avg Loss 6.3743 12.1671 2.1656 2.4137 2.8986 2.0454
Largest Winning Trade 582854 582854 55661 10390250 10390250 4428136
Largest Losing Trade -25737 -25737 -18850 -2524935 -2331781 -2524935
Avg Bars in Trades 40 33 48 40 33 48
Avg Bars in Winners 84 66 98 84 66 98
Avg Bars in Losers 19 20 18 19 20 18
Bars Traded 5449 2235 3214 5449 2235 3214
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 365309 -114655 -412241 -4745 -181403 -120250
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5617,
    "evaluation_days": 1872.33,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1599811200000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759142128943,
    "expiration_time": 1763985888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 14,
            "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": [
        [
            1468543.5678919267,
            1364355.9401919653,
            104187.6276999613,
            7166301.990396777,
            2950934.8836335903,
            4215367.1067631915
        ],
        [
            1468.543568,
            1364.35594,
            104.187628,
            7166.30199,
            2950.934884,
            4215.367107
        ],
        [
            0.78434,
            0.728694,
            0.055646,
            0.229166,
            0.182722,
            0.201276
        ],
        [
            421.418539,
            421.418539,
            421.418539,
            421.418539,
            421.418539,
            421.418539
        ],
        [
            -141218,
            -65709,
            -67098,
            -10695188,
            -7556977,
            -5694948
        ],
        [
            3.151359,
            4.816145,
            1.320489,
            1.193282,
            1.147359,
            1.247215
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            44,
            19,
            25,
            44,
            19,
            25
        ],
        [
            89,
            48,
            41,
            89,
            48,
            41
        ],
        [
            33.082707,
            28.358209,
            37.878788,
            33.082707,
            28.358209,
            37.878788
        ],
        [
            6.37434,
            12.167103,
            2.165601,
            2.413685,
            2.898592,
            2.045433
        ],
        [
            582854,
            582854,
            55661,
            10390250,
            10390250,
            4428136
        ],
        [
            -25737,
            -25737,
            -18850,
            -2524935,
            -2331781,
            -2524935
        ],
        [
            40,
            33,
            48,
            40,
            33,
            48
        ],
        [
            84,
            66,
            98,
            84,
            66,
            98
        ],
        [
            19,
            20,
            18,
            19,
            20,
            18
        ],
        [
            5449,
            2235,
            3214,
            5449,
            2235,
            3214
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            365309,
            -114655,
            -412241,
            -4745,
            -181403,
            -120250
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5617,
    "evaluation_days": 1872.33,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1599811200000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759142128943,
    "expiration_time": 1763985888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 14,
            "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)