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Trade: SAND/USDT/720/ZLMA/HLC3/4701

Strategy
SAND/USDT/720/ZLMA/HLC3/4701
Pair
SAND_USDT
Interval
12h
Score
320680
Daily Profit
1.160531
Profit Factor
4.795416
Profitability
29.508197
Streak
0.000000
Best Strategy
Training Data Length
1867.500000
Evaluation Time
2025-09-27 02:33
Expiration Time
2025-11-19 14:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2167291.5871 2031409.6084 135881.9787 18497504.6502 3483168.015 15014336.6352
Total P&L (%) 2167.2916 2031.4096 135.882 18497.5047 3483.168 15014.3366
Avg Daily Profit (%) 1.1605 1.0878 0.0728 0.2802 0.1918 0.2691
Buy And Hold Return (%) 663.0234 663.0234 663.0234 663.0234 663.0234 663.0234
Max Trade Drawdown -91122 -102839 -100192 -19246158 -12835969 -8326909
Profit Factor 4.7954 7.2809 1.5488 1.296 1.087 1.6683
Total Trades 122 61 61 122 61 61
Winning Trades 36 14 22 36 14 22
Losing Trades 86 47 39 86 47 39
Profitability (%) 29.5082 22.9508 36.0656 29.5082 22.9508 36.0656
Ratio Avg Win / Avg Loss 11.4557 24.4429 2.7456 3.096 3.6493 2.9574
Largest Winning Trade 1356689 1356689 64600 14452071 14452071 12891682
Largest Losing Trade -22904 -22904 -20250 -7938057 -7938057 -3323808
Avg Bars in Trades 28 30 26 28 30 26
Avg Bars in Winners 71 88 60 71 88 60
Avg Bars in Losers 10 12 7 10 12 7
Bars Traded 3467 1842 1625 3467 1842 1625
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 320680 -181914 -425953 19798 -317684 -155311

Evaluation Data

{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3735,
    "evaluation_days": 1867.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1606003200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758929594729,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "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": [
        [
            2167291.587073875,
            2031409.6083734366,
            135881.9787004398,
            18497504.650175277,
            3483168.0149967335,
            15014336.635178542
        ],
        [
            2167.291587,
            2031.409608,
            135.881979,
            18497.50465,
            3483.168015,
            15014.336635
        ],
        [
            1.160531,
            1.08777,
            0.072761,
            0.28021,
            0.191821,
            0.269075
        ],
        [
            663.023352,
            663.023352,
            663.023352,
            663.023352,
            663.023352,
            663.023352
        ],
        [
            -91122,
            -102839,
            -100192,
            -19246158,
            -12835969,
            -8326909
        ],
        [
            4.795416,
            7.280863,
            1.548796,
            1.296004,
            1.08703,
            1.66825
        ],
        [
            122,
            61,
            61,
            122,
            61,
            61
        ],
        [
            36,
            14,
            22,
            36,
            14,
            22
        ],
        [
            86,
            47,
            39,
            86,
            47,
            39
        ],
        [
            29.508197,
            22.95082,
            36.065574,
            29.508197,
            22.95082,
            36.065574
        ],
        [
            11.455716,
            24.442897,
            2.745592,
            3.09601,
            3.649315,
            2.957353
        ],
        [
            1356689,
            1356689,
            64600,
            14452071,
            14452071,
            12891682
        ],
        [
            -22904,
            -22904,
            -20250,
            -7938057,
            -7938057,
            -3323808
        ],
        [
            28,
            30,
            26,
            28,
            30,
            26
        ],
        [
            71,
            88,
            60,
            71,
            88,
            60
        ],
        [
            10,
            12,
            7,
            10,
            12,
            7
        ],
        [
            3467,
            1842,
            1625,
            3467,
            1842,
            1625
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320680,
            -181914,
            -425953,
            19798,
            -317684,
            -155311
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3735,
    "evaluation_days": 1867.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1606003200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758929594729,
    "expiration_time": 1763555760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "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)