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Trade: SAND/USDT/720/SINWMA/ZLMA/7708

Strategy
SAND/USDT/720/SINWMA/ZLMA/7708
Pair
SAND_USDT
Interval
12h
Score
554414
Daily Profit
0.167586
Profit Factor
3.308740
Profitability
63.333333
Streak
189.909326
Best Strategy
Training Data Length
1875.500000
Evaluation Time
2025-10-03 00:49
Expiration Time
2025-11-27 20:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2042823.9655 -91576.0945 -1951247.871 15604.3019 2211425.2316 -2195820.9298
Total P&L (%) -2042.824 -91.5761 -1951.2479 15.6043 2211.4252 -2195.8209
Avg Daily Profit (%) -1.0892 -0.0488 -1.0404 0.0077 0.1676 0
Buy And Hold Return (%) 491.5481 491.5481 491.5481 491.5481 491.5481 491.5481
Max Trade Drawdown -2133757 -163666 -496877 -2617916 -387806 -3500380
Profit Factor 0.1878 0.6757 0.1261 1.0024 3.3087 0.6123
Total Trades 60 30 30 60 30 30
Winning Trades 37 17 20 31 19 12
Losing Trades 23 13 10 29 11 18
Profitability (%) 61.6667 56.6667 66.6667 51.6667 63.3333 40
Ratio Avg Win / Avg Loss 0.1168 0.5167 0.0631 0.9377 1.9156 0.9184
Largest Winning Trade 48865 48865 36840 1162201 886693 1162201
Largest Losing Trade -1499201 -52224 -1499201 -2057059 -387806 -2057059
Avg Bars in Trades 57 50 64 57 50 64
Avg Bars in Winners 34 23 44 61 58 66
Avg Bars in Losers 94 85 105 52 36 62
Bars Traded 3452 1521 1930 3452 1521 1930
Profit Streak 117.4093 189.9093 117.4093 117.4093 189.9093 117.4093
Trades During Streak 8 5 4 8 5 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -751235 -578549 -577277 -739629 554414 -583326
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3751,
    "evaluation_days": 1875.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1607904000000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759441765772,
    "expiration_time": 1764267696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 12,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 244,
            "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": [
        [
            -2042823.965546156,
            -91576.0945092355,
            -1951247.87103692,
            15604.3018890369,
            2211425.2316464465,
            -2195820.9297574097
        ],
        [
            -2042.823966,
            -91.576095,
            -1951.247871,
            15.604302,
            2211.425232,
            -2195.82093
        ],
        [
            -1.089216,
            -0.048828,
            -1.040388,
            0.007732,
            0.167586,
            0
        ],
        [
            491.548129,
            491.548129,
            491.548129,
            491.548129,
            491.548129,
            491.548129
        ],
        [
            -2133757,
            -163666,
            -496877,
            -2617916,
            -387806,
            -3500380
        ],
        [
            0.187839,
            0.675717,
            0.126137,
            1.002357,
            3.30874,
            0.612271
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            37,
            17,
            20,
            31,
            19,
            12
        ],
        [
            23,
            13,
            10,
            29,
            11,
            18
        ],
        [
            61.666667,
            56.666667,
            66.666667,
            51.666667,
            63.333333,
            40
        ],
        [
            0.116765,
            0.516725,
            0.063069,
            0.937689,
            1.915586,
            0.918406
        ],
        [
            48865,
            48865,
            36840,
            1162201,
            886693,
            1162201
        ],
        [
            -1499201,
            -52224,
            -1499201,
            -2057059,
            -387806,
            -2057059
        ],
        [
            57,
            50,
            64,
            57,
            50,
            64
        ],
        [
            34,
            23,
            44,
            61,
            58,
            66
        ],
        [
            94,
            85,
            105,
            52,
            36,
            62
        ],
        [
            3452,
            1521,
            1930,
            3452,
            1521,
            1930
        ],
        [
            117.409326,
            189.909326,
            117.409326,
            117.409326,
            189.909326,
            117.409326
        ],
        [
            8,
            5,
            4,
            8,
            5,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -751235,
            -578549,
            -577277,
            -739629,
            554414,
            -583326
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3751,
    "evaluation_days": 1875.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1607904000000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759441765772,
    "expiration_time": 1764267696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 12,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 244,
            "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)