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Trade: SAND/USDT/360/ZLMA/SSF/4980

Strategy
SAND/USDT/360/ZLMA/SSF/4980
Pair
SAND_USDT
Interval
6h
Score
567724
Daily Profit
0.151928
Profit Factor
4.968983
Profitability
64.285714
Streak
81.415579
Best Strategy
Training Data Length
1871.750000
Evaluation Time
2025-09-29 06:58
Expiration Time
2025-11-24 05:39

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2043923.4867 -81698.2331 -1962225.2536 -12691.8788 1614254.8064 -1626946.6853
Total P&L (%) -2043.9235 -81.6982 -1962.2253 -12.6919 1614.2548 -1626.9467
Avg Daily Profit (%) -1.092 -0.0436 -1.0483 -0.0073 0.1519 0
Buy And Hold Return (%) 497.0612 497.0612 497.0612 497.0612 497.0612 497.0612
Max Trade Drawdown -2126063 -145719 -2028455 -2075586 -127457 -2096157
Profit Factor 0.2214 0.7536 0.1445 0.9967 4.969 0.5292
Total Trades 84 42 42 84 42 42
Winning Trades 54 24 30 46 27 19
Losing Trades 30 18 12 38 15 23
Profitability (%) 64.2857 57.1429 71.4286 54.7619 64.2857 45.2381
Ratio Avg Win / Avg Loss 0.123 0.5652 0.0578 0.8234 2.7605 0.6407
Largest Winning Trade 32991 27068 32991 1128135 890648 1128135
Largest Losing Trade -1371778 -58916 -1371778 -1736896 -96619 -1736896
Avg Bars in Trades 85 93 77 85 93 77
Avg Bars in Winners 44 42 46 98 105 88
Avg Bars in Losers 159 162 155 70 72 68
Bars Traded 7210 3940 3270 7210 3940 3270
Profit Streak 60.1656 81.4156 60.1656 60.1656 81.4156 60.1656
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576856 -578441 -576563 -578368 567724 -581193
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7487,
    "evaluation_days": 1871.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599264000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759118306025,
    "expiration_time": 1763955576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 168,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            -2043923.4867390322,
            -81698.2331379774,
            -1962225.2536010556,
            -12691.8788348883,
            1614254.8064185602,
            -1626946.6852534483
        ],
        [
            -2043.923487,
            -81.698233,
            -1962.225254,
            -12.691879,
            1614.254806,
            -1626.946685
        ],
        [
            -1.091985,
            -0.043648,
            -1.048337,
            -0.007251,
            0.151928,
            0
        ],
        [
            497.061167,
            497.061167,
            497.061167,
            497.061167,
            497.061167,
            497.061167
        ],
        [
            -2126063,
            -145719,
            -2028455,
            -2075586,
            -127457,
            -2096157
        ],
        [
            0.221387,
            0.753576,
            0.144458,
            0.996714,
            4.968983,
            0.529248
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            54,
            24,
            30,
            46,
            27,
            19
        ],
        [
            30,
            18,
            12,
            38,
            15,
            23
        ],
        [
            64.285714,
            57.142857,
            71.428571,
            54.761905,
            64.285714,
            45.238095
        ],
        [
            0.122993,
            0.565182,
            0.057783,
            0.823373,
            2.760546,
            0.640668
        ],
        [
            32991,
            27068,
            32991,
            1128135,
            890648,
            1128135
        ],
        [
            -1371778,
            -58916,
            -1371778,
            -1736896,
            -96619,
            -1736896
        ],
        [
            85,
            93,
            77,
            85,
            93,
            77
        ],
        [
            44,
            42,
            46,
            98,
            105,
            88
        ],
        [
            159,
            162,
            155,
            70,
            72,
            68
        ],
        [
            7210,
            3940,
            3270,
            7210,
            3940,
            3270
        ],
        [
            60.165579,
            81.415579,
            60.165579,
            60.165579,
            81.415579,
            60.165579
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576856,
            -578441,
            -576563,
            -578368,
            567724,
            -581193
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7487,
    "evaluation_days": 1871.75,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1599264000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759118306025,
    "expiration_time": 1763955576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 168,
            "offset": 0,
            "poles": 2
        }
    }
}

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)