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Trade: SAND/USDT/720/HILO/ZLMA/8116

Strategy
SAND/USDT/720/HILO/ZLMA/8116
Pair
SAND_USDT
Interval
12h
Score
560406
Daily Profit
0.157123
Profit Factor
33.435894
Profitability
65.789474
Streak
0.000000
Best Strategy
Training Data Length
1880.000000
Evaluation Time
2025-10-07 15:40
Expiration Time
2025-12-02 11:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -816815.3905 103644.483 -920459.8736 -101472.7633 1813660.66 -1915133.4233
Total P&L (%) -816.8154 103.6445 -920.4599 -101.4728 1813.6607 -1915.1334
Avg Daily Profit (%) -0.4345 0.0551 -0.4896 0 0.1571 0
Buy And Hold Return (%) 522.5327 522.5327 522.5327 522.5327 522.5327 522.5327
Max Trade Drawdown -982387 -171570 -924609 -1341697 -19732 -2257401
Profit Factor 0.4776 1.3067 0.2491 0.9671 33.4359 0.3679
Total Trades 76 38 38 76 38 38
Winning Trades 40 16 24 36 25 11
Losing Trades 36 22 14 40 13 27
Profitability (%) 52.6316 42.1053 63.1579 47.3684 65.7895 28.9474
Ratio Avg Win / Avg Loss 0.4299 1.7967 0.1453 1.0746 17.3867 0.9031
Largest Winning Trade 145001 145001 32399 591991 563310 591991
Largest Losing Trade -578777 -59213 -578777 -1341697 -19732 -1341697
Avg Bars in Trades 45 42 48 45 42 48
Avg Bars in Winners 37 30 42 52 52 52
Avg Bars in Losers 54 51 57 39 25 46
Bars Traded 3463 1630 1833 3463 1630 1833
Profit Streak 42.5281 43.0281 42.5281 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -633227 -286346 -578507 -633912 560406 -593182
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3760,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1606046400000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759840829757,
    "expiration_time": 1764668160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 201,
            "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": [
        [
            -816815.390549719,
            103644.4830404251,
            -920459.8735901443,
            -101472.7633429461,
            1813660.6599722772,
            -1915133.4233152235
        ],
        [
            -816.815391,
            103.644483,
            -920.459874,
            -101.472763,
            1813.66066,
            -1915.133423
        ],
        [
            -0.434476,
            0.05513,
            -0.489606,
            0,
            0.157123,
            0
        ],
        [
            522.532712,
            522.532712,
            522.532712,
            522.532712,
            522.532712,
            522.532712
        ],
        [
            -982387,
            -171570,
            -924609,
            -1341697,
            -19732,
            -2257401
        ],
        [
            0.477626,
            1.306707,
            0.249054,
            0.967117,
            33.435894,
            0.367927
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            40,
            16,
            24,
            36,
            25,
            11
        ],
        [
            36,
            22,
            14,
            40,
            13,
            27
        ],
        [
            52.631579,
            42.105263,
            63.157895,
            47.368421,
            65.789474,
            28.947368
        ],
        [
            0.429864,
            1.796722,
            0.145282,
            1.074574,
            17.386665,
            0.903094
        ],
        [
            145001,
            145001,
            32399,
            591991,
            563310,
            591991
        ],
        [
            -578777,
            -59213,
            -578777,
            -1341697,
            -19732,
            -1341697
        ],
        [
            45,
            42,
            48,
            45,
            42,
            48
        ],
        [
            37,
            30,
            42,
            52,
            52,
            52
        ],
        [
            54,
            51,
            57,
            39,
            25,
            46
        ],
        [
            3463,
            1630,
            1833,
            3463,
            1630,
            1833
        ],
        [
            42.528122,
            43.028122,
            42.528122,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -633227,
            -286346,
            -578507,
            -633912,
            560406,
            -593182
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3760,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1606046400000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759840829757,
    "expiration_time": 1764668160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 201,
            "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)