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Trade: SAND/USDT/120/ZLMA/RMA/1011

Strategy
SAND/USDT/120/ZLMA/RMA/1011
Pair
SAND_USDT
Interval
2h
Score
629293
Daily Profit
0.260743
Profit Factor
5.125580
Profitability
57.894737
Streak
0.000000
Best Strategy
Training Data Length
1877.830000
Evaluation Time
2025-10-05 21:15
Expiration Time
2025-12-12 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2092343.1168 -85168.8737 -2007174.2431 -178741.2947 13194653.6863 -13373394.981
Total P&L (%) -2092.3431 -85.1689 -2007.1742 -178.7413 13194.6537 -13373.395
Avg Daily Profit (%) -1.1142 -0.0454 -1.0689 0 0.2607 0
Buy And Hold Return (%) 418.739 418.739 418.739 418.739 418.739 418.739
Max Trade Drawdown -2259094 -217427 -2075201 -14518200 -1283598 -15856558
Profit Factor 0.2093 0.7396 0.1345 0.9934 5.1256 0.441
Total Trades 76 38 38 76 38 38
Winning Trades 49 20 29 33 22 11
Losing Trades 27 18 9 43 16 27
Profitability (%) 64.4737 52.6316 76.3158 43.4211 57.8947 28.9474
Ratio Avg Win / Avg Loss 0.1153 0.6656 0.0417 1.2944 3.7277 1.0825
Largest Winning Trade 47210 47210 26701 7480288 7480288 6352096
Largest Losing Trade -1348162 -63561 -1348162 -11675501 -1125715 -11675501
Avg Bars in Trades 290 333 248 290 333 248
Avg Bars in Winners 140 164 124 450 454 440
Avg Bars in Losers 563 521 646 168 166 169
Bars Traded 22102 12670 9432 22102 12670 9432
Profit Streak 86.5944 86.5944 133.6777 0 0 0
Trades During Streak 5 2 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -630950 -579463 -576002 -635447 629293 -591515
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22534,
    "evaluation_days": 1877.83,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599076800000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759688154258,
    "expiration_time": 1765528012800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 119,
            "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": [
        [
            -2092343.116815039,
            -85168.8736779524,
            -2007174.2431370865,
            -178741.2947354014,
            13194653.686289508,
            -13373394.981024921
        ],
        [
            -2092.343117,
            -85.168874,
            -2007.174243,
            -178.741295,
            13194.653686,
            -13373.394981
        ],
        [
            -1.114235,
            -0.045355,
            -1.06888,
            0,
            0.260743,
            0
        ],
        [
            418.738957,
            418.738957,
            418.738957,
            418.738957,
            418.738957,
            418.738957
        ],
        [
            -2259094,
            -217427,
            -2075201,
            -14518200,
            -1283598,
            -15856558
        ],
        [
            0.209282,
            0.739564,
            0.134505,
            0.99341,
            5.12558,
            0.441015
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            49,
            20,
            29,
            33,
            22,
            11
        ],
        [
            27,
            18,
            9,
            43,
            16,
            27
        ],
        [
            64.473684,
            52.631579,
            76.315789,
            43.421053,
            57.894737,
            28.947368
        ],
        [
            0.115319,
            0.665608,
            0.041743,
            1.294443,
            3.727695,
            1.082491
        ],
        [
            47210,
            47210,
            26701,
            7480288,
            7480288,
            6352096
        ],
        [
            -1348162,
            -63561,
            -1348162,
            -11675501,
            -1125715,
            -11675501
        ],
        [
            290,
            333,
            248,
            290,
            333,
            248
        ],
        [
            140,
            164,
            124,
            450,
            454,
            440
        ],
        [
            563,
            521,
            646,
            168,
            166,
            169
        ],
        [
            22102,
            12670,
            9432,
            22102,
            12670,
            9432
        ],
        [
            86.594378,
            86.594378,
            133.677711,
            0,
            0,
            0
        ],
        [
            5,
            2,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -630950,
            -579463,
            -576002,
            -635447,
            629293,
            -591515
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22534,
    "evaluation_days": 1877.83,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599076800000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759688154258,
    "expiration_time": 1765528012800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 119,
            "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)