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Trade: SAND/USDT/360/ZLMA/KCB/9051

Strategy
SAND/USDT/360/ZLMA/KCB/9051
Pair
SAND_USDT
Interval
6h
Score
634485
Daily Profit
0.184542
Profit Factor
7.441751
Profitability
54.166667
Streak
55.465604
Best Strategy
Training Data Length
1878.500000
Evaluation Time
2025-10-06 02:10
Expiration Time
2025-12-01 04:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1887861.9706 -58011.2874 -1829850.6832 18871.9937 3092620.6124 -3073748.6186
Total P&L (%) -1887.862 -58.0113 -1829.8507 18.872 3092.6206 -3073.7486
Avg Daily Profit (%) -1.005 -0.0309 -0.9741 0.0092 0.1845 0
Buy And Hold Return (%) 299.6161 299.6161 299.6161 299.6161 299.6161 299.6161
Max Trade Drawdown -2072088 -159405 -1935021 -4680492 -147043 -4826181
Profit Factor 0.2652 0.8484 0.1632 1.0028 7.4418 0.506
Total Trades 96 48 48 96 48 48
Winning Trades 65 29 36 47 26 21
Losing Trades 31 19 12 49 22 27
Profitability (%) 67.7083 60.4167 75 48.9583 54.1667 43.75
Ratio Avg Win / Avg Loss 0.1265 0.5559 0.0544 1.0455 6.2969 0.6506
Largest Winning Trade 37523 37523 23168 2280738 2148794 2280738
Largest Losing Trade -1196063 -58501 -1196063 -4384649 -124804 -4384649
Avg Bars in Trades 76 87 65 76 87 65
Avg Bars in Winners 39 42 37 96 110 79
Avg Bars in Losers 154 157 150 57 60 55
Bars Traded 7376 4219 3157 7376 4219 3157
Profit Streak 55.4656 55.4656 68.7156 55.4656 55.4656 68.7156
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576546 -578777 -576479 -562489 634485 -582150
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7514,
    "evaluation_days": 1878.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598918400000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759705828179,
    "expiration_time": 1764556272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 71,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            -1887861.9706157667,
            -58011.2873853653,
            -1829850.6832304006,
            18871.99374817,
            3092620.6123552015,
            -3073748.618607032
        ],
        [
            -1887.861971,
            -58.011287,
            -1829.850683,
            18.871994,
            3092.620612,
            -3073.748619
        ],
        [
            -1.004984,
            -0.030882,
            -0.974102,
            0.009203,
            0.184542,
            0
        ],
        [
            299.616089,
            299.616089,
            299.616089,
            299.616089,
            299.616089,
            299.616089
        ],
        [
            -2072088,
            -159405,
            -1935021,
            -4680492,
            -147043,
            -4826181
        ],
        [
            0.265234,
            0.848422,
            0.163161,
            1.002816,
            7.441751,
            0.506014
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            65,
            29,
            36,
            47,
            26,
            21
        ],
        [
            31,
            19,
            12,
            49,
            22,
            27
        ],
        [
            67.708333,
            60.416667,
            75,
            48.958333,
            54.166667,
            43.75
        ],
        [
            0.126496,
            0.555863,
            0.054387,
            1.045489,
            6.296866,
            0.650589
        ],
        [
            37523,
            37523,
            23168,
            2280738,
            2148794,
            2280738
        ],
        [
            -1196063,
            -58501,
            -1196063,
            -4384649,
            -124804,
            -4384649
        ],
        [
            76,
            87,
            65,
            76,
            87,
            65
        ],
        [
            39,
            42,
            37,
            96,
            110,
            79
        ],
        [
            154,
            157,
            150,
            57,
            60,
            55
        ],
        [
            7376,
            4219,
            3157,
            7376,
            4219,
            3157
        ],
        [
            55.465604,
            55.465604,
            68.715604,
            55.465604,
            55.465604,
            68.715604
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576546,
            -578777,
            -576479,
            -562489,
            634485,
            -582150
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7514,
    "evaluation_days": 1878.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1598918400000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759705828179,
    "expiration_time": 1764556272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 71,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)