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Trade: SAND/USDT/480/ZLMA/RMA/4469

Strategy
SAND/USDT/480/ZLMA/RMA/4469
Pair
SAND_USDT
Interval
8h
Score
598683
Daily Profit
0.269133
Profit Factor
2.796075
Profitability
81.250000
Streak
259.201896
Best Strategy
Training Data Length
1882.330000
Evaluation Time
2025-10-09 15:50
Expiration Time
2025-12-04 21:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1274314.5469 23242.8334 -1297557.3803 -43539.9387 -15689606.1682 15646066.2295
Total P&L (%) -1274.3145 23.2428 -1297.5574 -43.5399 -15689.6062 15646.0662
Avg Daily Profit (%) -0.677 0.0123 -0.6893 -0.0304 0 0.2691
Buy And Hold Return (%) 515.9839 515.9839 515.9839 515.9839 515.9839 515.9839
Max Trade Drawdown -1526756 -172177 -1416917 -19714952 -19258273 -5121609
Profit Factor 0.2843 1.1005 0.1625 0.9985 0.2605 2.7961
Total Trades 63 31 32 63 31 32
Winning Trades 47 22 25 47 21 26
Losing Trades 16 9 7 16 10 6
Profitability (%) 74.6032 70.9677 78.125 74.6032 67.7419 81.25
Ratio Avg Win / Avg Loss 0.0968 0.4502 0.0455 0.3399 0.124 0.6452
Largest Winning Trade 37797 37797 29981 14341291 1986498 14341291
Largest Losing Trade -880934 -80650 -880934 -15159909 -15159909 -4324073
Avg Bars in Trades 86 109 65 86 109 65
Avg Bars in Winners 25 30 20 38 37 38
Avg Bars in Losers 268 303 223 229 260 178
Bars Traded 5479 3398 2081 5479 3398 2081
Profit Streak 89.8686 89.8686 259.2019 89.8686 89.8686 259.2019
Trades During Streak 11 5 8 11 5 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -726936 -449610 -575699 -726936 -577071 598683
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5647,
    "evaluation_days": 1882.33,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1600646400000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760014243845,
    "expiration_time": 1764875808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 27,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 114,
            "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": [
        [
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            23242.8333926286,
            -1297557.3803243896,
            -43539.9386673913,
            -15689606.168197032,
            15646066.229529645
        ],
        [
            -1274.314547,
            23.242833,
            -1297.55738,
            -43.539939,
            -15689.606168,
            15646.06623
        ],
        [
            -0.676988,
            0.012348,
            -0.689336,
            -0.030364,
            0,
            0.269133
        ],
        [
            515.983945,
            515.983945,
            515.983945,
            515.983945,
            515.983945,
            515.983945
        ],
        [
            -1526756,
            -172177,
            -1416917,
            -19714952,
            -19258273,
            -5121609
        ],
        [
            0.28429,
            1.100526,
            0.162476,
            0.998545,
            0.260495,
            2.796075
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            47,
            22,
            25,
            47,
            21,
            26
        ],
        [
            16,
            9,
            7,
            16,
            10,
            6
        ],
        [
            74.603175,
            70.967742,
            78.125,
            74.603175,
            67.741935,
            81.25
        ],
        [
            0.09678,
            0.450215,
            0.045493,
            0.33993,
            0.124045,
            0.645248
        ],
        [
            37797,
            37797,
            29981,
            14341291,
            1986498,
            14341291
        ],
        [
            -880934,
            -80650,
            -880934,
            -15159909,
            -15159909,
            -4324073
        ],
        [
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            65,
            86,
            109,
            65
        ],
        [
            25,
            30,
            20,
            38,
            37,
            38
        ],
        [
            268,
            303,
            223,
            229,
            260,
            178
        ],
        [
            5479,
            3398,
            2081,
            5479,
            3398,
            2081
        ],
        [
            89.868563,
            89.868563,
            259.201896,
            89.868563,
            89.868563,
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        ],
        [
            11,
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            5,
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        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -726936,
            -449610,
            -575699,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5647,
    "evaluation_days": 1882.33,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1600646400000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760014243845,
    "expiration_time": 1764875808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 27,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 114,
            "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)